Finite Horizon Multi-Agent Reinforcement Learning in Solving Optimal Control of State-Dependent Switched Systems

In this article, a \underline{S}tate-dependent \underline{M}ulti-\underline{A}gent \underline{D}eep \underline{D}eterministic \underline{P}olicy \underline{G}radient (\textbf{SMADDPG}) method is proposed in order to learn an optimal control policy for regionally switched systems. We observe good performance of this method and explain it in a rigorous mathematical language using some simplifying assumptions in order to motivate the ideas and to apply them to some canonical examples. Using reinforcement learning, the performance of the switched learning-based multi-agent method is compared with the vanilla DDPG in two customized demonstrative environments with one and two-dimensional state spaces.