PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Optimistic Planning for Deterministic Systems
Jean Francois Hren and Rémi Munos
In: European Workshop on Reinforcement Learning, Lille(2008).


Abstract. If one possesses a model of a controlled deterministic system, then from any state, one may consider the set of all possible reachable states starting from that state and using any sequence of actions. This forms a tree whose size is exponential in the planning time horizon. Here we ask the question: given finite computational resources (e.g. CPU time), which may not be known ahead of time, what is the best way to explore this tree, such that once all resources have been used, the algorithm would be able to propose an action (or a sequence of actions) whose performance is as close as possible to optimality? The performance with respect to optimality is assessed in terms of the regret (with respect to the sum of discounted future rewards) resulting from choosing the action returned by the algorithm instead of an optimal action. In this paper we investigate an optimistic exploration of the tree, where the most promising states are explored first, and compare this approach to a naive uniform exploration. Bounds on the regret are derived both for uniform and optimistic exploration strategies. Numerical simulations illustrate the benefit of optimistic planning.

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EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
ID Code:5141
Deposited By:Rémi Munos
Deposited On:24 March 2009