On the effect of clock offsets and quantization on learning-based adversarial games

Filippos Fotiadis, Aris Kanellopoulos, Kyriakos G. Vamvoudakis, Jérôme Hugues

Abstract: In this work, we consider systems whose components suffer from clock offsets and quantization and study the effect of those on a reinforcement learning (RL) algorithm. Specifically, we consider an off-policy iterative RL algorithm for continuous-time systems, which uses input and state data to approximate the Nash-equilibrium of a zero-sum game. However, the data used by this algorithm are not consistent with one another, in that each of them originates from a slightly different time instant of the past, hence putting the convergence of the algorithm in question. We prove that, given that these timing inconsistencies remain below a certain threshold, the iterative off-policy RL algorithm will still converge epsilon-closely to the desired Nash policy. However, this result is conditional to a certain Lipschitz continuity and differentiability condition on the input-state data collected, which is indispensable in the presence of clock offsets. A similar result is also derived when quantization of the measured state is considered. Finally, unlike prior work, we provide a sufficiently rich data condition for the execution of the iterative RL algorithm, which can be verified a priori across all iteration indices. Simulations are performed, which verify and clarify theoretical findings.