Reinforcement Learning and Dynamic Programming Using Function Approximators

Reinforcement Learning and Dynamic Programming Using Function Approximators
Author: Lucian Busoniu
Publisher: CRC Press
Total Pages: 277
Release: 2017-07-28
Genre: Computers
ISBN: 1351833820

From household appliances to applications in robotics, engineered systems involving complex dynamics can only be as effective as the algorithms that control them. While Dynamic Programming (DP) has provided researchers with a way to optimally solve decision and control problems involving complex dynamic systems, its practical value was limited by algorithms that lacked the capacity to scale up to realistic problems. However, in recent years, dramatic developments in Reinforcement Learning (RL), the model-free counterpart of DP, changed our understanding of what is possible. Those developments led to the creation of reliable methods that can be applied even when a mathematical model of the system is unavailable, allowing researchers to solve challenging control problems in engineering, as well as in a variety of other disciplines, including economics, medicine, and artificial intelligence. Reinforcement Learning and Dynamic Programming Using Function Approximators provides a comprehensive and unparalleled exploration of the field of RL and DP. With a focus on continuous-variable problems, this seminal text details essential developments that have substantially altered the field over the past decade. In its pages, pioneering experts provide a concise introduction to classical RL and DP, followed by an extensive presentation of the state-of-the-art and novel methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, they elaborate on their work with illustrative examples and insightful comparisons. Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications. The recent development of applications involving complex systems has led to a surge of interest in RL and DP methods and the subsequent need for a quality resource on the subject. For graduate students and others new to the field, this book offers a thorough introduction to both the basics and emerging methods. And for those researchers and practitioners working in the fields of optimal and adaptive control, machine learning, artificial intelligence, and operations research, this resource offers a combination of practical algorithms, theoretical analysis, and comprehensive examples that they will be able to adapt and apply to their own work. Access the authors' website at www.dcsc.tudelft.nl/rlbook/ for additional material, including computer code used in the studies and information concerning new developments.

Reinforcement Learning and Dynamic Programming Using Function Approximators

Reinforcement Learning and Dynamic Programming Using Function Approximators
Author:
Publisher:
Total Pages: 270
Release: 2010
Genre: Digital control systems
ISBN:

Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications.

A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning

A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning
Author: Alborz Geramifard
Publisher:
Total Pages: 76
Release: 2013
Genre: Markov processes
ISBN: 9781601987617

A Markov Decision Process (MDP) is a natural framework for formulating sequential decision-making problems under uncertainty. In recent years, researchers have greatly advanced algorithms for learning and acting in MDPs. This article reviews such algorithms, beginning with well-known dynamic programming methods for solving MDPs such as policy iteration and value iteration, then describes approximate dynamic programming methods such as trajectory based value iteration, and finally moves to reinforcement learning methods such as Q-Learning, SARSA, and least-squares policy iteration. We describe algorithms in a unified framework, giving pseudocode together with memory and iteration complexity analysis for each. Empirical evaluations of these techniques with four representations across four domains, provide insight into how these algorithms perform with various feature sets in terms of running time and performance.

A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning

A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning
Author: Alborz Geramifard
Publisher:
Total Pages: 92
Release: 2013-12
Genre: Computers
ISBN: 9781601987600

This tutorial reviews techniques for planning and learning in Markov Decision Processes (MDPs) with linear function approximation of the value function. Two major paradigms for finding optimal policies were considered: dynamic programming (DP) techniques for planning and reinforcement learning (RL).

Reinforcement Learning and Approximate Dynamic Programming for Feedback Control

Reinforcement Learning and Approximate Dynamic Programming for Feedback Control
Author: Frank L. Lewis
Publisher: John Wiley & Sons
Total Pages: 498
Release: 2013-01-28
Genre: Technology & Engineering
ISBN: 1118453972

Reinforcement learning (RL) and adaptive dynamic programming (ADP) has been one of the most critical research fields in science and engineering for modern complex systems. This book describes the latest RL and ADP techniques for decision and control in human engineered systems, covering both single player decision and control and multi-player games. Edited by the pioneers of RL and ADP research, the book brings together ideas and methods from many fields and provides an important and timely guidance on controlling a wide variety of systems, such as robots, industrial processes, and economic decision-making.

Handbook of Learning and Approximate Dynamic Programming

Handbook of Learning and Approximate Dynamic Programming
Author: Jennie Si
Publisher: John Wiley & Sons
Total Pages: 670
Release: 2004-08-02
Genre: Technology & Engineering
ISBN: 9780471660545

A complete resource to Approximate Dynamic Programming (ADP), including on-line simulation code Provides a tutorial that readers can use to start implementing the learning algorithms provided in the book Includes ideas, directions, and recent results on current research issues and addresses applications where ADP has been successfully implemented The contributors are leading researchers in the field

Reinforcement Learning and Dynamic Programming Using Function Approximators

Reinforcement Learning and Dynamic Programming Using Function Approximators
Author: Lucian Busoniu
Publisher: CRC Press
Total Pages: 280
Release: 2017-07-28
Genre: Computers
ISBN: 1439821097

From household appliances to applications in robotics, engineered systems involving complex dynamics can only be as effective as the algorithms that control them. While Dynamic Programming (DP) has provided researchers with a way to optimally solve decision and control problems involving complex dynamic systems, its practical value was limited by algorithms that lacked the capacity to scale up to realistic problems. However, in recent years, dramatic developments in Reinforcement Learning (RL), the model-free counterpart of DP, changed our understanding of what is possible. Those developments led to the creation of reliable methods that can be applied even when a mathematical model of the system is unavailable, allowing researchers to solve challenging control problems in engineering, as well as in a variety of other disciplines, including economics, medicine, and artificial intelligence. Reinforcement Learning and Dynamic Programming Using Function Approximators provides a comprehensive and unparalleled exploration of the field of RL and DP. With a focus on continuous-variable problems, this seminal text details essential developments that have substantially altered the field over the past decade. In its pages, pioneering experts provide a concise introduction to classical RL and DP, followed by an extensive presentation of the state-of-the-art and novel methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, they elaborate on their work with illustrative examples and insightful comparisons. Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications. The recent development of applications involving complex systems has led to a surge of interest in RL and DP methods and the subsequent need for a quality resource on the subject. For graduate students and others new to the field, this book offers a thorough introduction to both the basics and emerging methods. And for those researchers and practitioners working in the fields of optimal and adaptive control, machine learning, artificial intelligence, and operations research, this resource offers a combination of practical algorithms, theoretical analysis, and comprehensive examples that they will be able to adapt and apply to their own work. Access the authors' website at www.dcsc.tudelft.nl/rlbook/ for additional material, including computer code used in the studies and information concerning new developments.

Algorithms for Reinforcement Learning

Algorithms for Reinforcement Learning
Author: Csaba Szepesvari
Publisher: Morgan & Claypool Publishers
Total Pages: 103
Release: 2010-08-08
Genre: Technology & Engineering
ISBN: 1608454932

Reinforcement learning is a learning paradigm concerned with learning to control a system so as to maximize a numerical performance measure that expresses a long-term objective. What distinguishes reinforcement learning from supervised learning is that only partial feedback is given to the learner about the learner's predictions. Further, the predictions may have long term effects through influencing the future state of the controlled system. Thus, time plays a special role. The goal in reinforcement learning is to develop efficient learning algorithms, as well as to understand the algorithms' merits and limitations. Reinforcement learning is of great interest because of the large number of practical applications that it can be used to address, ranging from problems in artificial intelligence to operations research or control engineering. In this book, we focus on those algorithms of reinforcement learning that build on the powerful theory of dynamic programming. We give a fairly comprehensive catalog of learning problems, describe the core ideas, note a large number of state of the art algorithms, followed by the discussion of their theoretical properties and limitations. Table of Contents: Markov Decision Processes / Value Prediction Problems / Control / For Further Exploration

Reinforcement Learning for Optimal Feedback Control

Reinforcement Learning for Optimal Feedback Control
Author: Rushikesh Kamalapurkar
Publisher: Springer
Total Pages: 305
Release: 2018-05-10
Genre: Technology & Engineering
ISBN: 331978384X

Reinforcement Learning for Optimal Feedback Control develops model-based and data-driven reinforcement learning methods for solving optimal control problems in nonlinear deterministic dynamical systems. In order to achieve learning under uncertainty, data-driven methods for identifying system models in real-time are also developed. The book illustrates the advantages gained from the use of a model and the use of previous experience in the form of recorded data through simulations and experiments. The book’s focus on deterministic systems allows for an in-depth Lyapunov-based analysis of the performance of the methods described during the learning phase and during execution. To yield an approximate optimal controller, the authors focus on theories and methods that fall under the umbrella of actor–critic methods for machine learning. They concentrate on establishing stability during the learning phase and the execution phase, and adaptive model-based and data-driven reinforcement learning, to assist readers in the learning process, which typically relies on instantaneous input-output measurements. This monograph provides academic researchers with backgrounds in diverse disciplines from aerospace engineering to computer science, who are interested in optimal reinforcement learning functional analysis and functional approximation theory, with a good introduction to the use of model-based methods. The thorough treatment of an advanced treatment to control will also interest practitioners working in the chemical-process and power-supply industry.