NDLI: A Rollout Control Algorithm for Discrete-Time Stochastic Systems

Content Provider	The American Society of Mechanical Engineers (ASME) Digital Collection
Author	Andreas, A. Malikopoulos
Copyright Year	2010
Abstract	The growing demand for making autonomous intelligent systems that can learn how to improve their performance while interacting with their environment has induced significant research on computational cognitive models. Computational intelligence, or rationality, can be achieved by modeling a system and the interaction with its environment through actions, perceptions, and associated costs. A widely adopted paradigm for modeling this interaction is the controlled Markov chain. In this context, the problem is formulated as a sequential decision-making process in which an intelligent system has to select those control actions in several time steps to achieve long-term goals. This paper presents a rollout control algorithm that aims to build an online decision-making mechanism for a controlled Markov chain. The algorithm yields a lookahead suboptimal control policy. Under certain conditions, a theoretical bound on its performance can be established.
Sponsorship	Dynamic Systems and Control Division
Starting Page	711
Ending Page	717
Page Count	7
File Format	PDF
ISBN	9780791844182
DOI	10.1115/DSCC2010-4047
e-ISBN	9780791838846
Volume Number	ASME 2010 Dynamic Systems and Control Conference, Volume 2
Conference Proceedings	ASME 2010 Dynamic Systems and Control Conference
Language	English
Publisher Date	2010-09-12
Publisher Place	Cambridge, Massachusetts, USA
Access Restriction	Subscribed
Subject Keyword	Chain Algorithms Stochastic systems Decision making Modeling Control algorithms
Content Type	Text
Resource Type	Article

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