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Non-Stationary Markov Decision Processes a Worst-Case Approach using Model-Based Reinforcement Learning

Lecarpentier, Erwan and Rachelson, Emmanuel Non-Stationary Markov Decision Processes a Worst-Case Approach using Model-Based Reinforcement Learning. (2019) In: NeurIPS, 9 December 2019 - 14 December 2019 (Vancouver, Canada).

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Official URL: https://nips.cc/

Abstract

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting. We make two hypotheses: 1) the environment evolves continuously with a bounded evolution rate; 2) a current model is known at each decision epoch but not its evolution. Our contribution can be presented in four points. 1) we define a specific class of MDPs that we call Non-Stationary MDPs (NSMDPs). We introduce the notion of regular evolution by making an hypothesis of Lipschitz-Continuity on the transition and reward functions w.r.t. time; 2) we consider a planning agent using the current model of the environment but unaware of its future evolution. This leads us to consider a worst-case method where the environment is seen as an adversarial agent; 3) following this approach, we propose the Risk-Averse Tree-Search (RATS) algorithm, a zero-shot Model-Based method similar to Minimax search; 4) we illustrate the benefits brought by RATS empirically and compare its performance with reference Model-Based algorithms.

Item Type:Conference or Workshop Item (Paper)
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
French research institutions > Office National d'Etudes et Recherches Aérospatiales - ONERA (FRANCE)
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Deposited By: Erwan Lecarpentier
Deposited On:08 Nov 2019 16:16

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