scholarly journals BUILDING AN ARTIFICIAL STOCK MARKET POPULATED BY REINFORCEMENT‐LEARNING AGENTS

2009 ◽  
Vol 10 (4) ◽  
pp. 329-341 ◽  
Author(s):  
Aleksandras Vytautas Rutkauskas ◽  
Tomas Ramanauskas
Keyword(s):  
Reinforcement Learning ◽  
Stock Market ◽  
Learning Algorithm ◽  
Self Regulation ◽  
Market Model ◽  
Emergent Properties ◽  
Q Learning ◽  
Evolutionary Selection ◽  
Learning Agents ◽  
Artificial Stock Market

In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward-looking behaviour is driven by the reinforcement-learning algorithm combined with some evolutionary selection mechanism. We use the model for the analysis of market self-regulation abilities, market efficiency and determinants of emergent properties of the financial market. Distinctive and novel features of the model include strong emphasis on the economic content of individual decision-making, application of the Q-learning algorithm for driving individual behaviour, and rich market setup. Along with that a parallel version of the model is presented, which is mainly based on research of current changes in the market, as well as on search of newly emerged consistent patterns, and which has been repeatedly used for optimal decisions’ search experiments in various capital markets.

scholarly journals Aircraft Maintenance Check Scheduling Using Reinforcement Learning

Aerospace ◽  
2021 ◽  
Vol 8 (4) ◽  
pp. 113
Author(s):  
Pedro Andrade ◽  
Catarina Silva ◽  
Bernardete Ribeiro ◽  
Bruno F. Santos
Keyword(s):  
Reinforcement Learning ◽  
Time Horizon ◽  
Learning Algorithm ◽  
Initial Conditions ◽  
Q Learning ◽  
Scheduling Policy ◽  
Real Scenario ◽  
Maintenance Plan ◽  
Small Disturbances

This paper presents a Reinforcement Learning (RL) approach to optimize the long-term scheduling of maintenance for an aircraft fleet. The problem considers fleet status, maintenance capacity, and other maintenance constraints to schedule hangar checks for a specified time horizon. The checks are scheduled within an interval, and the goal is to, schedule them as close as possible to their due date. In doing so, the number of checks is reduced, and the fleet availability increases. A Deep Q-learning algorithm is used to optimize the scheduling policy. The model is validated in a real scenario using maintenance data from 45 aircraft. The maintenance plan that is generated with our approach is compared with a previous study, which presented a Dynamic Programming (DP) based approach and airline estimations for the same period. The results show a reduction in the number of checks scheduled, which indicates the potential of RL in solving this problem. The adaptability of RL is also tested by introducing small disturbances in the initial conditions. After training the model with these simulated scenarios, the results show the robustness of the RL approach and its ability to generate efficient maintenance plans in only a few seconds.

scholarly journals Improved Q-Learning Algorithm Based on Approximate State Matching in Agricultural Plant Protection Environment

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 737
Author(s):  
Fengjie Sun ◽  
Xianchang Wang ◽  
Rui Zhang
Keyword(s):  
Decision Making ◽  
Reinforcement Learning ◽  
Optimal Policy ◽  
Feasible Solution ◽  
Learning Algorithm ◽  
Plant Protection ◽  
Agricultural Plant ◽  
Q Learning ◽  
Aerial Vehicle ◽  
Optimal Action

An Unmanned Aerial Vehicle (UAV) can greatly reduce manpower in the agricultural plant protection such as watering, sowing, and pesticide spraying. It is essential to develop a Decision-making Support System (DSS) for UAVs to help them choose the correct action in states according to the policy. In an unknown environment, the method of formulating rules for UAVs to help them choose actions is not applicable, and it is a feasible solution to obtain the optimal policy through reinforcement learning. However, experiments show that the existing reinforcement learning algorithms cannot get the optimal policy for a UAV in the agricultural plant protection environment. In this work we propose an improved Q-learning algorithm based on similar state matching, and we prove theoretically that there has a greater probability for UAV choosing the optimal action according to the policy learned by the algorithm we proposed than the classic Q-learning algorithm in the agricultural plant protection environment. This proposed algorithm is implemented and tested on datasets that are evenly distributed based on real UAV parameters and real farm information. The performance evaluation of the algorithm is discussed in detail. Experimental results show that the algorithm we proposed can efficiently learn the optimal policy for UAVs in the agricultural plant protection environment.

Improvement on Supporting Machine Learning Algorithm for Solving Problem in Immediate Decision Making

2012 ◽  
Vol 566 ◽  
pp. 572-579
Author(s):  
Abdolkarim Niazi ◽  
Norizah Redzuan ◽  
Raja Ishak Raja Hamzah ◽  
Sara Esfandiari
Keyword(s):  
Reinforcement Learning ◽  
Learning Algorithm ◽  
Multi Agent Systems ◽  
Combined Model ◽  
Q Learning ◽  
Agent Systems ◽  
Multi Agent ◽  
Case Base ◽  
Case Base Reasoning ◽  
Robotic Tool

In this paper, a new algorithm based on case base reasoning and reinforcement learning (RL) is proposed to increase the convergence rate of the reinforcement learning algorithms. RL algorithms are very useful for solving wide variety decision problems when their models are not available and they must make decision correctly in every state of system, such as multi agent systems, artificial control systems, robotic, tool condition monitoring and etc. In the propose method, we investigate how making improved action selection in reinforcement learning (RL) algorithm. In the proposed method, the new combined model using case base reasoning systems and a new optimized function is proposed to select the action, which led to an increase in algorithms based on Q-learning. The algorithm mentioned was used for solving the problem of cooperative Markov’s games as one of the models of Markov based multi-agent systems. The results of experiments Indicated that the proposed algorithms perform better than the existing algorithms in terms of speed and accuracy of reaching the optimal policy.

scholarly journals KoGuN: Accelerating Deep Reinforcement Learning via Integrating Human Suboptimal Knowledge

2020 ◽  
Author(s):  
Peng Zhang ◽  
Jianye Hao ◽  
Weixun Wang ◽  
Hongyao Tang ◽  
Yi Ma ◽  
...  
Keyword(s):  
Reinforcement Learning ◽  
Prior Knowledge ◽  
Learning Process ◽  
Learning Algorithm ◽  
Fuzzy Rule ◽  
Policy Network ◽  
Human Knowledge ◽  
Learning Agents ◽  
The Common ◽  
Low Performance

Reinforcement learning agents usually learn from scratch, which requires a large number of interactions with the environment. This is quite different from the learning process of human. When faced with a new task, human naturally have the common sense and use the prior knowledge to derive an initial policy and guide the learning process afterwards. Although the prior knowledge may be not fully applicable to the new task, the learning process is significantly sped up since the initial policy ensures a quick-start of learning and intermediate guidance allows to avoid unnecessary exploration. Taking this inspiration, we propose knowledge guided policy network (KoGuN), a novel framework that combines human prior suboptimal knowledge with reinforcement learning. Our framework consists of a fuzzy rule controller to represent human knowledge and a refine module to finetune suboptimal prior knowledge. The proposed framework is end-to-end and can be combined with existing policy-based reinforcement learning algorithm. We conduct experiments on several control tasks. The empirical results show that our approach, which combines suboptimal human knowledge and RL, achieves significant improvement on learning efficiency of flat RL algorithms, even with very low-performance human prior knowledge.

scholarly journals Learning to Teach Reinforcement Learning Agents

2017 ◽  
Vol 1 (1) ◽  
pp. 21-42 ◽  
Author(s):  
Anestis Fachantidis ◽  
Matthew Taylor ◽  
Ioannis Vlahavas
Keyword(s):  
Reinforcement Learning ◽  
Learning Algorithm ◽  
Relevant Literature ◽  
Learning Approaches ◽  
Training Time ◽  
Factors Affecting ◽  
Learning Agents ◽  
Best Teachers ◽  
Previous Learning ◽  
Advice Quality

In this article, we study the transfer learning model of action advice under a budget. We focus on reinforcement learning teachers providing action advice to heterogeneous students playing the game of Pac-Man under a limited advice budget. First, we examine several critical factors affecting advice quality in this setting, such as the average performance of the teacher, its variance and the importance of reward discounting in advising. The experiments show that the best performers are not always the best teachers and reveal the non-trivial importance of the coefficient of variation (CV) as a statistic for choosing policies that generate advice. The CV statistic relates variance to the corresponding mean. Second, the article studies policy learning for distributing advice under a budget. Whereas most methods in the relevant literature rely on heuristics for advice distribution, we formulate the problem as a learning one and propose a novel reinforcement learning algorithm capable of learning when to advise or not. The proposed algorithm is able to advise even when it does not have knowledge of the student’s intended action and needs significantly less training time compared to previous learning approaches. Finally, in this article, we argue that learning to advise under a budget is an instance of a more generic learning problem: Constrained Exploitation Reinforcement Learning.

A Conflict-Free Routing Method for Automated Guided Vehicles Using Reinforcement Learning

2020 ◽  
Author(s):  
Taichi Chujo ◽  
Kosei Nishida ◽  
Tatsushi Nishi
Keyword(s):  
Reinforcement Learning ◽  
Large Scale ◽  
Learning Algorithm ◽  
Automated Guided Vehicles ◽  
Transport Systems ◽  
Deadlock Avoidance ◽  
Q Learning ◽  
Traffic Conditions ◽  
Bidirectional Transport ◽  
Routing Method

Abstract In a modern large-scale fabrication, hundreds of vehicles are used for transportation. Since traffic conditions are changing rapidly, the routing of automated guided vehicles (AGV) needs to be changed according to the change in traffic conditions. We propose a conflict-free routing method for AGVs using reinforcement learning in dynamic transportation. An advantage of the proposed method is that a change in the state can be obtained as an evaluation function. Therefore, the action can be selected according to the states. A deadlock avoidance method in bidirectional transport systems is developed using reinforcement learning. The effectiveness of the proposed method is demonstrated by comparing the performance with the conventional Q learning algorithm from computational results.

Reinforcement Learning Applied to a Differential Game

1995 ◽  
Vol 4 (1) ◽  
pp. 3-28 ◽  
Author(s):  
Mance E. Harmon ◽  
Leemon C. Baird ◽  
A. Harry Klopf
Keyword(s):  
Reinforcement Learning ◽  
Differential Game ◽  
Learning Algorithm ◽  
Learning System ◽  
Test Bed ◽  
Linear Quadratic ◽  
Time Step ◽  
Q Learning ◽  
Step Duration ◽  
Markov Decision

An application of reinforcement learning to a linear-quadratic, differential game is presented. The reinforcement learning system uses a recently developed algorithm, the residual-gradient form of advantage updating. The game is a Markov decision process with continuous time, states, and actions, linear dynamics, and a quadratic cost function. The game consists of two players, a missile and a plane; the missile pursues the plane and the plane evades the missile. Although a missile and plane scenario was the chosen test bed, the reinforcement learning approach presented here is equally applicable to biologically based systems, such as a predator pursuing prey. The reinforcement learning algorithm for optimal control is modified for differential games to find the minimax point rather than the maximum. Simulation results are compared to the analytical solution, demonstrating that the simulated reinforcement learning system converges to the optimal answer. The performance of both the residual-gradient and non-residual-gradient forms of advantage updating and Q-learning are compared, demonstrating that advantage updating converges faster than Q-learning in all simulations. Advantage updating also is demonstrated to converge regardless of the time step duration; Q-learning is unable to converge as the time step duration grows small.

Path Planning Collision Avoidance using Reinforcement Learning

2020 ◽  
Author(s):  
Josias G. Batista ◽  
Felipe J. S. Vasconcelos ◽  
Kaio M. Ramos ◽  
Darielson A. Souza ◽  
José L. N. Silva
Keyword(s):  
Reinforcement Learning ◽  
Path Planning ◽  
Production Process ◽  
Collision Avoidance ◽  
Production Systems ◽  
Learning Algorithm ◽  
Computational Cost ◽  
Trajectory Generation ◽  
Industrial Robots ◽  
Q Learning

Industrial robots have grown over the years making production systems more and more efficient, requiring the need for efficient trajectory generation algorithms that optimize and, if possible, generate collision-free trajectories without interrupting the production process. In this work is presented the use of Reinforcement Learning (RL), based on the Q-Learning algorithm, in the trajectory generation of a robotic manipulator and also a comparison of its use with and without constraints of the manipulator kinematics, in order to generate collisionfree trajectories. The results of the simulations are presented with respect to the efficiency of the algorithm and its use in trajectory generation, a comparison of the computational cost for the use of constraints is also presented.

A Unified Analysis of Value-Function-Based Reinforcement-Learning Algorithms

1999 ◽  
Vol 11 (8) ◽  
pp. 2017-2060 ◽  
Author(s):  
Csaba Szepesvári ◽  
Michael L. Littman
Keyword(s):  
Reinforcement Learning ◽  
Value Function ◽  
Learning Algorithm ◽  
Learning Algorithms ◽  
Sequential Decision ◽  
Q Learning ◽  
Markov Games ◽  
Optimal Behavior ◽  
Risk Sensitive ◽  
Optimal Value

Reinforcement learning is the problem of generating optimal behavior in a sequential decision-making environment given the opportunity of interacting with it. Many algorithms for solving reinforcement-learning problems work by computing improved estimates of the optimal value function. We extend prior analyses of reinforcement-learning algorithms and present a powerful new theorem that can provide a unified analysis of such value-function-based reinforcement-learning algorithms. The usefulness of the theorem lies in how it allows the convergence of a complex asynchronous reinforcement-learning algorithm to be proved by verifying that a simpler synchronous algorithm converges. We illustrate the application of the theorem by analyzing the convergence of Q-learning, model-based reinforcement learning, Q-learning with multistate updates, Q-learning for Markov games, and risk-sensitive reinforcement learning.

Sign in / Sign up

Export Citation Format

Share Document