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Chance-Constrained Control with Lexicographic Deep Reinforcement Learning

2020-10-19 · Alessandro Giuseppi, Antonio Pietrabissa

This paper proposes a lexicographic Deep Reinforcement Learning (DeepRL)-based approach to chance-constrained Markov Decision Processes, in which the controller seeks to ensure that the probability of satisfying the constraint is above a given threshold. Standard DeepRL approaches require i) the constraints to be included as additional weighted terms in the cost function, in a multi-objective fashion, and ii) the tuning of the introduced weights during the training phase of the Deep Neural Network (DNN) according to the probability thresholds. The proposed approach, instead, requires to separately train one constraint-free DNN and one DNN associated to each constraint and then, at each time-step, to select which DNN to use depending on the system observed state. The presented solution does not require any hyper-parameter tuning besides the standard DNN ones, even if the probability thresholds changes. A lexicographic version of the well-known DeepRL algorithm DQN is also proposed and validated via simulations.

📄 PDF Abstract BibTeX arXiv:2010.09468

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Deep Reinforcement Learningreinforcement-learningReinforcement LearningReinforcement Learning (RL)

Methods 이 논문이 사용한 방법론

Q-Learning Q-Learning is an off-policy temporal difference control algorithm: $$Q\left(S\_{t}, A\_{t}\right) \leftarrow Q\left(S\_{t}, A\_{t}\right) + \alpha\left[R_{t+1} +…
Convolution A convolution is a type of matrix operation, consisting of a kernel, a small matrix of weights, that slides over input data performing element-wise multiplication with the…
Dense Connections Dense Connections, or Fully Connected Connections, are a type of layer in a deep neural network that use a linear operation where every input is connected to every output…
DQN A DQN, or Deep Q-Network, approximates a state-value function in a Q-Learning framework with a neural network. In the Atari…

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