Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach

Fuente: arXiv
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Autores principales: Yao, Zhiyuan, Florescu, Ionut, Lee, Chihoon
Formato: Preprint
Publicado: 2024
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author Yao, Zhiyuan
Florescu, Ionut
Lee, Chihoon
author_facet Yao, Zhiyuan
Florescu, Ionut
Lee, Chihoon
contents In this paper we are introducing a new reinforcement learning method for control problems in environments with delayed feedback. Specifically, our method employs stochastic planning, versus previous methods that used deterministic planning. This allows us to embed risk preference in the policy optimization problem. We show that this formulation can recover the optimal policy for problems with deterministic transitions. We contrast our policy with two prior methods from literature. We apply the methodology to simple tasks to understand its features. Then, we compare the performance of the methods in controlling multiple Atari games.
format Preprint
id arxiv_https___arxiv_org_abs_2402_00313
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach
Yao, Zhiyuan
Florescu, Ionut
Lee, Chihoon
Machine Learning
Systems and Control
In this paper we are introducing a new reinforcement learning method for control problems in environments with delayed feedback. Specifically, our method employs stochastic planning, versus previous methods that used deterministic planning. This allows us to embed risk preference in the policy optimization problem. We show that this formulation can recover the optimal policy for problems with deterministic transitions. We contrast our policy with two prior methods from literature. We apply the methodology to simple tasks to understand its features. Then, we compare the performance of the methods in controlling multiple Atari games.
title Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach
topic Machine Learning
Systems and Control
url https://arxiv.org/abs/2402.00313