Reinforcement learning algorithm for non-stationary environments

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control, robotic applications, etc., one often encounters situations wit...

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Vydáno v:Applied intelligence (Dordrecht, Netherlands) Ročník 50; číslo 11; s. 3590 - 3606
Hlavní autoři: Padakandla, Sindhu, K. J., Prabuchandran, Bhatnagar, Shalabh
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.11.2020
Springer Nature B.V
Témata:
Algorithms
Artificial Intelligence
Computer Science
Decisions
Energy management
Machine learning
Machines
Manufacturing
Markov processes
Mechanical Engineering
Nonstationary environments
Optimization
Processes
Robot control
Robotics
Signal processing
Traffic control
Traffic signals
Markov decision processes
Change detection
Non-Stationary environments
Reinforcement learning
ISSN:0924-669X, 1573-7497
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Shrnutí:Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control, robotic applications, etc., one often encounters situations with non-stationary environments, and in these scenarios, RL methods yield sub-optimal decisions. In this paper, we thus consider the problem of developing RL methods that obtain optimal decisions in a non-stationary environment. The goal of this problem is to maximize the long-term discounted reward accrued when the underlying model of the environment changes over time. To achieve this, we first adapt a change point algorithm to detect change in the statistics of the environment and then develop an RL algorithm that maximizes the long-run reward accrued. We illustrate that our change point method detects change in the model of the environment effectively and thus facilitates the RL algorithm in maximizing the long-run reward. We further validate the effectiveness of the proposed solution on non-stationary random Markov decision processes, a sensor energy management problem, and a traffic signal control problem.
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ISSN:0924-669X
1573-7497
DOI:10.1007/s10489-020-01758-5