Opportunistic Learning for Markov Decision Systems with Application to Smart Robots

TL;DR

This paper introduces an online learning algorithm for Markov decision problems with an opportunistic structure, enabling robots to adaptively explore and collect objects with varying rewards in real-time.

Contribution

The paper develops a virtual system-based algorithm that achieves near-optimal solutions with proven convergence, applicable to real-time control of smart robots in dynamic environments.

Findings

Algorithm achieves $oldsymbol{ extit{O}(1/ extepsilon^2)}$ convergence time.

Virtual and actual systems' behaviors closely match in simulations.

Effective online control of robots exploring dynamic regions.

Abstract

This paper presents an online method that learns optimal decisions for a discrete time Markov decision problem with an opportunistic structure. The state at time $t$ is a pair $(S(t),W(t))$ where $S(t)$ takes values in a finite set $\mathcal{S}$ of basic states, and $\{W(t)\}_{t=0}^{\infty}$ is an i.i.d. sequence of random vectors that affect the system and that have an unknown distribution. Every slot $t$ the controller observes $(S(t),W(t))$ and chooses a control action $A(t)$. The triplet $(S(t),W(t),A(t))$ determines a vector of costs and the transition probabilities for the next state $S(t+1)$. The goal is to minimize the time average of an objective function subject to additional time average cost constraints. We develop an algorithm that acts on a corresponding virtual system where $S(t)$ is replaced by a decision variable. An equivalence between virtual and actual systems is established by enforcing a collection of time averaged global balance equations. For any desired $\epsilon>0$, we prove the algorithm achieves an $\epsilon$-optimal solution on the virtual system with a convergence time of $O(1/\epsilon^2)$. The actual system runs at the same time, its actions are informed by the virtual system, and its conditional transition probabilities and costs are proven to be the same as the virtual system at every instant of time. Also, its unconditional probabilities and costs are shown in simulation to closely match the virtual system. Our simulations consider online control of a robot that explores a region of interest. Objects with varying rewards appear and disappear and the robot learns what areas to explore and what objects to collect and deliver to a home base.