Reinforcement Learning Algorithms for Autonomous Adaptive Agents

Abstract

"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 presentation, I talk about 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. I 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. In our work, 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. "