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Learning the continuous-time optimal decision law from discrete-time rewards
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作者 Ci Chen Lihua Xie +3 位作者 Kan Xie Frank Leroy Lewis Yilu Liu Shengli Xie 《National Science Open》 2024年第5期130-147,共18页
The concept of reward is fundamental in reinforcement learning with a wide range of applications in natural and social sciences.Seeking an interpretable reward for decision-making that largely shapes the system's ... The concept of reward is fundamental in reinforcement learning with a wide range of applications in natural and social sciences.Seeking an interpretable reward for decision-making that largely shapes the system's behavior has always been a challenge in reinforcement learning.In this work,we explore a discrete-time reward for reinforcement learning in continuous time and action spaces that represent many phenomena captured by applying physical laws.We find that the discrete-time reward leads to the extraction of the unique continuous-time decision law and improved computational efficiency by dropping the integrator operator that appears in classical results with integral rewards.We apply this finding to solve output-feedback design problems in power systems.The results reveal that our approach removes an intermediate stage of identifying dynamical models.Our work suggests that the discrete-time reward is efficient in search of the desired decision law,which provides a computational tool to understand and modify the behavior of large-scale engineering systems using the optimal learned decision. 展开更多
关键词 continuous-time state and action decision law learning discrete-time reward dynamical systems reinforcement learning
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