Model-free reinforcement learning for branching Markov decision processes
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Publication:832301
DOI10.1007/978-3-030-81688-9_30zbMATH Open1493.93060arXiv2106.06777OpenAlexW3184305164MaRDI QIDQ832301FDOQ832301
Ernst Moritz Hahn, Dominik Wojtczak, Ashutosh Trivedi, Fabio Somenzi, Mateo Perez, Sven Schewe
Publication date: 25 March 2022
Abstract: We study reinforcement learning for the optimal control of Branching Markov Decision Processes (BMDPs), a natural extension of (multitype) Branching Markov Chains (BMCs). The state of a (discrete-time) BMCs is a collection of entities of various types that, while spawning other entities, generate a payoff. In comparison with BMCs, where the evolution of a each entity of the same type follows the same probabilistic pattern, BMDPs allow an external controller to pick from a range of options. This permits us to study the best/worst behaviour of the system. We generalise model-free reinforcement learning techniques to compute an optimal control strategy of an unknown BMDP in the limit. We present results of an implementation that demonstrate the practicality of the approach.
Full work available at URL: https://arxiv.org/abs/2106.06777
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