NDLI: Online Markov decision processes with Kullback-Leibler control cost

Content Provider	IEEE Xplore Digital Library
Author	Peng Guan Raginsky, M. Willett, R.
Copyright Year	2012
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Univ. of Illinois at Urbana-Champaign, Urbana, IL, USA (Raginsky, M.) \|\| Dept. of Electr. & Comput. Eng., Duke Univ., Durham, NC, USA (Peng Guan; Willett, R.)
Abstract	We consider an online (real-time) control problem that involves an agent performing a discrete-time random walk over a finite state space. The agent's action at each time step is to specify the probability distribution for the next state given the current state. Following the set-up of Todorov (2007, 2009), the state-action cost at each time step is a sum of a nonnegative state cost and a control cost given by the Kullback-Leibler divergence between the agent's next-state distribution and that determined by some fixed passive dynamics. The online aspect of the problem is due to the fact that the state cost functions are generated by a dynamic environment, and the agent learns the current state cost only after having selected the corresponding action. We give an explicit construction of an efficient strategy that has small regret (i.e., the difference between the total state-action cost incurred causally and the smallest cost attainable using noncausal knowledge of the state costs) under mild regularity conditions on the passive dynamics. We demonstrate the performance of our proposed strategy on a simulated target tracking problem.
Sponsorship	IEEE Control Syst. Soc.
Starting Page	1388
Ending Page	1393
File Size	335486
Page Count	6
File Format	PDF
ISBN	9781457710957
ISSN	07431619
e-ISBN	9781457710964
e-ISBN	9781467321020
DOI	10.1109/ACC.2012.6314926
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-06-27
Publisher Place	Canada
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Markov processes Cost function Steady-state Aerospace electronics Probability distribution Target tracking State feedback
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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