  In multi-timescale multi-agent reinforcement learning (MARL), agents interact
across different timescales. In general, policies for time-dependent behaviors,
such as those induced by multiple timescales, are non-stationary. Learning
non-stationary policies is challenging and typically requires sophisticated or
inefficient algorithms. Motivated by the prevalence of this control problem in
real-world complex systems, we introduce a simple framework for learning
non-stationary policies for multi-timescale MARL. Our approach uses available
information about agent timescales to define a periodic time encoding. In
detail, we theoretically demonstrate that the effects of non-stationarity
introduced by multiple timescales can be learned by a periodic multi-agent
policy. To learn such policies, we propose a policy gradient algorithm that
parameterizes the actor and critic with phase-functioned neural networks, which
provide an inductive bias for periodicity. The framework's ability to
effectively learn multi-timescale policies is validated on a gridworld and
building energy management environment.
