Interference among concurrent transmissions in a wireless network is a key factor limiting the system performance. One way to alleviate this problem is to manage the radio resources in order to maximize either the average or the worst-case performance. However, joint consideration of both metrics is often neglected as they are competing in nature. In this article, a mechanism for radio resource management using multi-agent deep reinforcement learning (RL) is proposed, which strikes the right trade-off between maximizing the average and the $5^{th}$ percentile user throughput. Each transmitter in the network is equipped with a deep RL agent, receiving partial observations from the network (e.g., channel quality, interference level, etc.) and deciding whether to be active or inactive at each scheduling interval for given radio resources, a process referred to as link scheduling. Based on the actions of all agents, the network emits a reward to the agents, indicating how good their joint decisions were. The proposed framework enables the agents to make decisions in a distributed manner, and the reward is designed in such a way that the agents strive to guarantee a minimum performance, leading to a fair resource allocation among all users across the network. Simulation results demonstrate the superiority of our approach compared to decentralized baselines in terms of average and $5^{th}$ percentile user throughput, while achieving performance close to that of a centralized exhaustive search approach. Moreover, the proposed framework is robust to mismatches between training and testing scenarios. In particular, it is shown that an agent trained on a network with low transmitter density maintains its performance and outperforms the baselines when deployed in a network with a higher transmitter density.