Bringing Fairness to Actor-Critic Reinforcement Learning for Network Utility Optimization

Fairness is a crucial design objective in virtually all network optimization problems, where limited system resources are shared by multiple agents. Recently, reinforcement learning has been successfully applied to autonomous online decision making in many network design and optimization problems. However, most of them try to maximize the long-term (discounted) reward of all agents, without taking fairness into account. In this paper, we propose a family of algorithms that bring fairness to actor-critic reinforcement learning for optimizing general fairness utility functions. In particular, we present a novel method for adjusting the rewards in standard reinforcement learning by a multiplicative weight depending on both the shape of fairness utility and some statistics of past rewards. It is shown that for proper choice of the adjusted rewards, a policy gradient update converges to at least a stationary point of general αfairness utility optimization. It inspires the design of fairness optimization algorithms in actor-critic reinforcement learning. Evaluations show that the proposed algorithm can be easily deployed in real-world network optimization problems, such as wireless scheduling and video QoE optimization, and can significantly improve the fairness utility value over previous heuristics and learning algorithms.