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In this paper, we propose a policy gradient reinforcement learning algorithm to address transition-independent Dec-POMDPs. This approach aims at implicitly exploiting the locality of interaction observed in many practical problems. Our algorithms can be described by an actor-critic architecture: the actor component combines natural gradient updates with a varying learning rate; the critic uses only local information to maintain a belief over the joint state-space, and evaluates the current policy as a function of this belief using compatible function approximation. In order to speed the convergence of the algorithm, we use an optimistic initialization of the policy that relies on a fully observable, single agent model of the problem. We illustrate our approach in some simple application problems.
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