ترغب بنشر مسار تعليمي؟ اضغط هنا

Policy Iteration for Decentralized Control of Markov Decision Processes

146   0   0.0 ( 0 )
 نشر من قبل Daniel S. Bernstein
 تاريخ النشر 2014
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov decision process (DEC-POMDP). Though much work has been done on optimal dynamic programming algorithms for the single-agent version of the problem, optimal algorithms for the multiagent case have been elusive. The main contribution of this paper is an optimal policy iteration algorithm for solving DEC-POMDPs. The algorithm uses stochastic finite-state controllers to represent policies. The solution can include a correlation device, which allows agents to correlate their actions without communicating. This approach alternates between expanding the controller and performing value-preserving transformations, which modify the controller without sacrificing value. We present two efficient value-preserving transformations: one can reduce the size of the controller and the other can improve its value while keeping the size fixed. Empirical results demonstrate the usefulness of value-preserving transformations in increasing value while keeping controller size to a minimum. To broaden the applicability of the approach, we also present a heuristic version of the policy iteration algorithm, which sacrifices convergence to optimality. This algorithm further reduces the size of the controllers at each step by assuming that probability distributions over the other agents actions are known. While this assumption may not hold in general, it helps produce higher quality solutions in our test problems.



قيم البحث

اقرأ أيضاً

141 - O.L.V. Costa , F. Dufour 2009
The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact act ion space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.
Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newtons method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or estimation of the inverse Hessian. In this work we investigate approximate Newton methods for policy optimization in Markov Decision Processes (MDPs). We first analyse the structure of the Hessian of the objective function for MDPs. We show that, like the gradient, the Hessian exhibits useful structure in the context of MDPs and we use this analysis to motivate two Gauss-Newton Methods for MDPs. Like the Gauss-Newton method for non-linear least squares, these methods involve approximating the Hessian by ignoring certain terms in the Hessian which are difficult to estimate. The approximate Hessians possess desirable properties, such as negative definiteness, and we demonstrate several important performance guarantees including guaranteed ascent directions, invariance to affine transformation of the parameter space, and convergence guarantees. We finally provide a unifying perspective of key policy search algorithms, demonstrating that our second Gauss-Newton algorithm is closely related to both the EM-algorithm and natural gradient ascent applied to MDPs, but performs significantly better in practice on a range of challenging domains.
The focus of this paper is on solving multi-robot planning problems in continuous spaces with partial observability. Decentralized partially observable Markov decision processes (Dec-POMDPs) are general models for multi-robot coordination problems, b ut representing and solving Dec-POMDPs is often intractable for large problems. To allow for a high-level representation that is natural for multi-robot problems and scalable to large discrete and continuous problems, this paper extends the Dec-POMDP model to the decentralized partially observable semi-Markov decision process (Dec-POSMDP). The Dec-POSMDP formulation allows asynchronous decision-making by the robots, which is crucial in multi-robot domains. We also present an algorithm for solving this Dec-POSMDP which is much more scalable than previous methods since it can incorporate closed-loop belief space macro-actions in planning. These macro-actions are automatically constructed to produce robust solutions. The proposed methods performance is evaluated on a complex multi-robot package delivery problem under uncertainty, showing that our approach can naturally represent multi-robot problems and provide high-quality solutions for large-scale problems.
59 - Zhengling Qi , Peng Liao 2020
We study the sequential decision making problem in Markov decision process (MDP) where each policy is evaluated by a set containing average rewards over different horizon lengths and with different initial distributions. Given a pre-collected dataset of multiple trajectories generated by some behavior policy, our goal is to learn a robust policy in a pre-specified policy class that can maximize the smallest value of this set. Leveraging the semi-parametric efficiency theory from statistics, we develop a policy learning method for estimating the defined robust optimal policy that can efficiently break the curse of horizon under mild technical conditions. A rate-optimal regret bound up to a logarithmic factor is established in terms of the number of trajectories and the number of decision points.
Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite models. In th is paper we address two questions: first, we investigate what kind of approximation guarantees are obtained when the Euclidean process is approximated by finite state approximations induced by increasingly fine partitions of the continuous state space. We show that for cost functions over finite time horizons the approximations become arbitrarily precise. Second, we use imprecise Markov decision process approximations as a tool to analyse and validate cost functions and strategies obtained by reinforcement learning. We find that, on the one hand, our new theoretical results validate basic design choices of a previously proposed reinforcement learning approach. On the other hand, the imprecise Markov decision process approximations reveal some inaccuracies in the learned cost functions.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا