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Singapore Management University

Reinforcement learning

Dissertations and Theses Collection (Open Access)

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Reinforcement Learning For Sequential Decision Making With Constraints, Jiajing Ling Jul 2023

Reinforcement Learning For Sequential Decision Making With Constraints, Jiajing Ling

Dissertations and Theses Collection (Open Access)

Reinforcement learning is a widely used approach to tackle problems in sequential decision making where an agent learns from rewards or penalties. However, in decision-making problems that involve safety or limited resources, the agent's exploration is often limited by constraints. To model such problems, constrained Markov decision processes and constrained decentralized partially observable Markov decision processes have been proposed for single-agent and multi-agent settings, respectively. A significant challenge in solving constrained Dec-POMDP is determining the contribution of each agent to the primary objective and constraint violations. To address this issue, we propose a fictitious play-based method that uses Lagrangian Relaxation …


An Integrated Framework For Modeling And Predicting Spatiotemporal Phenomena In Urban Environments, Tuc Viet Le Nov 2017

An Integrated Framework For Modeling And Predicting Spatiotemporal Phenomena In Urban Environments, Tuc Viet Le

Dissertations and Theses Collection (Open Access)

This thesis proposes a general solution framework that integrates methods in machine learning in creative ways to solve a diverse set of problems arising in urban environments. It particularly focuses on modeling spatiotemporal data for the purpose of predicting urban phenomena. Concretely, the framework is applied to solve three specific real-world problems: human mobility prediction, trac speed prediction and incident prediction. For human mobility prediction, I use visitor trajectories collected a large theme park in Singapore as a simplified microcosm of an urban area. A trajectory is an ordered sequence of attraction visits and corresponding timestamps produced by a visitor. …