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Operations Research, Systems Engineering and Industrial Engineering Commons

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

On Step Sizes, Stochastic Shortest Paths, And Survival Probabilities In Reinforcement Learning, Abhijit Gosavi Dec 2008

On Step Sizes, Stochastic Shortest Paths, And Survival Probabilities In Reinforcement Learning, Abhijit Gosavi

Engineering Management and Systems Engineering Faculty Research & Creative Works

Reinforcement learning (RL) is a simulation-based technique useful in solving Markov decision processes if their transition probabilities are not easily obtainable or if the problems have a very large number of states. We present an empirical study of (i) the effect of step-sizes (learning rules) in the convergence of RL algorithms, (ii) stochastic shortest paths in solving average reward problems via RL, and (iii) the notion of survival probabilities (downside risk) in RL. We also study the impact of step sizes when function approximation is combined with RL. Our experiments yield some interesting insights that will be useful in practice ...


Reinforcement Learning Based Dual-Control Methodology For Complex Nonlinear Discrete-Time Systems With Application To Spark Engine Egr Operation, Peter Shih, Brian C. Kaul, Jagannathan Sarangapani, J. A. Drallmeier Aug 2008

Reinforcement Learning Based Dual-Control Methodology For Complex Nonlinear Discrete-Time Systems With Application To Spark Engine Egr Operation, Peter Shih, Brian C. Kaul, Jagannathan Sarangapani, J. A. Drallmeier

Electrical and Computer Engineering Faculty Research & Creative Works

A novel reinforcement-learning-based dual-control methodology adaptive neural network (NN) controller is developed to deliver a desired tracking performance for a class of complex feedback nonlinear discrete-time systems, which consists of a second-order nonlinear discrete-time system in nonstrict feedback form and an affine nonlinear discrete-time system, in the presence of bounded and unknown disturbances. For example, the exhaust gas recirculation (EGR) operation of a spark ignition (SI) engine is modeled by using such a complex nonlinear discrete-time system. A dual-controller approach is undertaken where primary adaptive critic NN controller is designed for the nonstrict feedback nonlinear discrete-time system whereas the secondary ...