In cellular networks, User Equipment (UE) handoff from one Base Station (BS) to another, giving rise to the load balancing problem among the BSs. To address this problem, BSs can work collaboratively to deliver a smooth migration (or handoff) and satisfy the UEs' service requirements. This paper formulates the load balancing problem as a Markov game and proposes a Robust Multi-agent Attention Actor-Critic (Robust-MA3C) algorithm that can facilitate collaboration among the BSs (i.e., agents). In particular, to solve the Markov game and find a Nash equilibrium policy, we embrace the idea of adopting a nature agent to model the system uncertainty. Moreover, we utilize the self-attention mechanism, which encourages high-performance BSs to assist low-performance BSs. In addition, we consider two types of schemes, which can facilitate load balancing for both active UEs and idle UEs. We carry out extensive evaluations by simulations, and simulation results illustrate that, compared to the state-of-the-art MARL methods, Robust-\ours~scheme can improve the overall performance by up to 45%.
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