Learning Generalizable Risk-Sensitive Policies to Coordinate in Decentralized Multi-Agent General-Sum Games

Abstract: While various multi-agent reinforcement learning methods have been proposed in cooperative settings, few works investigate how self-interested learning agents achieve mutual coordination in decentralized general-sum games and generalize pre-trained policies to non-cooperative opponents during execution. In this paper, we present Generalizable Risk-Sensitive Policy (GRSP). GRSP learns the distributions over agent's return and estimate a dynamic risk-seeking bonus to discover risky coordination strategies. Furthermore, to avoid overfitting to training opponents, GRSP learns an auxiliary opponent modeling task to infer opponents' types and dynamically alter corresponding strategies during execution. Empirically, agents trained via GRSP can achieve mutual coordination during training stably and avoid being exploited by non-cooperative opponents during execution. To the best of our knowledge, it is the first method to learn coordination strategies between agents both in iterated prisoner's dilemma (IPD) and iterated stag hunt (ISH) without shaping opponents or rewards, and firstly consider generalization during execution. Furthermore, we show that GRSP can be scaled to high-dimensional settings.