Safe Continuous-time Multi-Agent Reinforcement Learning via Epigraph Form
Organizations: Purdue University
Abstract
Multi-agent reinforcement learning (MARL) has made significant progress in recent years, but most algorithms still rely on a discrete-time Markov Decision Process (MDP) with fixed decision intervals. This formulation is often ill-suited for complex multi-agent dynamics, particularly in high-frequency or irregular time-interval settings, leading to degraded performance and motivating the development of continuous-time MARL (CT-MARL). Existing CT-MARL methods are mainly built on Hamilton-Jacobi-Bellman (HJB) equations. However, they rarely account for safety constraints such as collision penalties, since these introduce discontinuities that make HJB-based learning difficult. To address this challenge, we propose a continuous-time constrained MDP (CT-CMDP) formulation and a novel MARL framework that transforms discrete MDPs into CT-CMDPs via an epigraph-based reformulation. We then solve this by proposing a novel physics-informed neural network (PINN)-based actor-critic method that enables stable and efficient optimization in continuous time. We evaluate our approach on continuous-time safe multi-particle environments (MPE) and safe multi-agent MuJoCo benchmarks. Results demonstrate smoother value approximations, more stable training, and improved performance over safe MARL baselines, validating the effectiveness and robustness of our method.
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Supplementary material from the paper’s appendix.
Appendix
| Parameter | Value |
|---|---|
| Episode length for MPE | 50 |
| Episode length for MuJoCo | 100 |
| Episode length for Didactic | 50 |
| Total number of episode for MPE | 30000 |
| Total number of episode for MuJoCo | 30000 |
| Total number of episode for Didactic | 3000 |
| Network | Input Dimension | Architecture and Activation |
|---|---|---|
| Return Value Network | State ( ) | FC(128) → FC(128) → FC(1), ReLU or Tanh |
| Constraint Value Network | State ( ) | FC(128) → FC(128) → FC(1), ReLU or Tanh |
| Dynamics Network | State + Joint Action ( ) | FC(128) → FC(128) → FC( ), ReLU |
| Reward Network | State + Joint Action ( ) | FC(128) → FC(128) → FC(1), ReLU |
| PolicyNet | Observation + Time Interval ( ) | FC(128) → FC(128) → FC(64) → FC( ), ReLU |
Multi-Agent Reinforcement Learning
Multi-agent reinforcement learning studies how interacting agents learn coordinated or competitive policies through shared experience and rewards.
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