Model-based reinforcement learning for approximate optimal regulation

Model-based reinforcement learning for approximate optimal regulation

In deterministic systems, reinforcement learningbased online approximate optimal control methods typically require a restrictive persistence of excitation (PE) condition for convergence. This paper presents a concurrent learningbased solution to the online approximate optimal regulation problem that eliminates the need for PE. The development is based on the observation that given a model of th...

Efficient model-based reinforcement learning for approximate online optimal

In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike traditional methods that aim to approximate a function over a large compact set, the StaF kernel method aims to approximate a function in a small neighborhood of a sta...

Approximately Optimal Approximate Reinforcement Learning

On Stochastic Optimal Control and Reinforcement Learning by Approximate Inference

We present a reformulation of the stochastic optimal control problem in terms of KL divergence minimisation, not only providing a unifying perspective of previous approaches in this area, but also demonstrating that the formalism leads to novel practical approaches to the control problem. Specifically, a natural relaxation of the dual formulation gives rise to exact iterative solutions to the f...

Selecting Near-Optimal Approximate State Representations in Reinforcement Learning

We consider a reinforcement learning setting introduced in [6] where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models that map histories of past interactions to states. Here we improve over known regret bounds in this setting, and more importantly generalize to the case where the models given to th...