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Operations Research, Systems Engineering and Industrial Engineering Commons

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Series

Computer Sciences

Singapore Management University

2016

Budget constraint

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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Reinforcement Learning Framework For Modeling Spatial Sequential Decisions Under Uncertainty: (Extended Abstract), Truc Viet Le, Siyuan Liu, Hoong Chuin Lau May 2016

Reinforcement Learning Framework For Modeling Spatial Sequential Decisions Under Uncertainty: (Extended Abstract), Truc Viet Le, Siyuan Liu, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

We consider the problem of trajectory prediction, where a trajectory is an ordered sequence of location visits and corresponding timestamps. The problem arises when an agent makes sequential decisions to visit a set of spatial locations of interest. Each location bears a stochastic utility and the agent has a limited budget to spend. Given the agent's observed partial trajectory, our goal is to predict the remaining trajectory. We propose a solution framework to the problem considering both the uncertainty of utility and the budget constraint. We use reinforcement learning (RL) to model the underlying decision processes and inverse RL to …