Reinforcement Learning for the Unit Commitment Problem

In this work we solve the day-ahead unit commitment (UC) problem, by formulating it as a Markov decision process (MDP) and finding a low-cost policy for generation scheduling. We present two reinforcement learning algorithms, and devise a third one. We compare our results to previous work that uses simulated annealing (SA), and show a 27% improvement in operation costs, with running time of 2.5 minutes (compared to 2.5 hours of existing state-of-the-art).Comment: Accepted and presented in IEEE PES PowerTech, Eindhoven 2015, paper ID 46273

Metareasoning for Planning and Execution in Autonomous Systems

Metareasoning is the process by which an autonomous system optimizes, specifically monitors and controls, its own planning and execution processes in order to operate more effectively in its environment. As autonomous systems rapidly grow in sophistication and autonomy, the need for metareasoning has become critical for efficient and reliable operation in noisy, stochastic, unstructured domains for long periods of time. This is due to the uncertainty over the limitations of their reasoning capabilities and the range of their potential circumstances. However, despite considerable progress in metareasoning as a whole over the last thirty years, work on metareasoning for planning relies on several assumptions that diminish its accuracy and practical utility in autonomous systems that operate in the real world while work on metareasoning for execution has not seen much attention yet. This dissertation therefore proposes more effective metareasoning for planning while expanding the scope of metareasoning to execution to improve the efficiency of planning and the reliability of execution in autonomous systems. In particular, we offer a two-pronged framework that introduces metareasoning for efficient planning and reliable execution in autonomous systems. We begin by proposing two forms of metareasoning for efficient planning: (1) a method that determines when to interrupt an anytime algorithm and act on the current solution by using online performance prediction and (2) a method that tunes the hyperparameters of the anytime algorithm at runtime by using deep reinforcement learning. We then propose two forms of metareasoning for reliable execution: (3) a method that recovers from exceptions that can be encountered during operation by using belief space planning and (4) a method that maintains and restores safety during operation by using probabilistic planning

Parameterized MDPs and Reinforcement Learning Problems -- A Maximum Entropy Principle Based Framework

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing sensitivity analysis with respect to problem parameters. We consider two broad categories of sequential decision making problems modelled as infinite horizon Markov Decision Processes (MDPs) with (and without) an absorbing state. The central idea underlying our framework is to quantify exploration in terms of the Shannon Entropy of the trajectories under the MDP and determine the stochastic policy that maximizes it while guaranteeing a low value of the expected cost along a trajectory. This resulting policy enhances the quality of exploration early on in the learning process, and consequently allows faster convergence rates and robust solutions even in the presence of noisy data as demonstrated in our comparisons to popular algorithms such as Q-learning, Double Q-learning and entropy regularized Soft Q-learning. The framework extends to the class of parameterized MDP and RL problems, where states and actions are parameter dependent, and the objective is to determine the optimal parameters along with the corresponding optimal policy. Here, the associated cost function can possibly be non-convex with multiple poor local minima. Simulation results applied to a 5G small cell network problem demonstrate successful determination of communication routes and the small cell locations. We also obtain sensitivity measures to problem parameters and robustness to noisy environment data.Comment: 17 pages, 7 figure

Dynamic vehicle routing problems: Three decades and counting

Since the late 70s, much research activity has taken place on the class of dynamic vehicle routing problems (DVRP), with the time period after year 2000 witnessing a real explosion in related papers. Our paper sheds more light into work in this area over more than 3 decades by developing a taxonomy of DVRP papers according to 11 criteria. These are (1) type of problem, (2) logistical context, (3) transportation mode, (4) objective function, (5) fleet size, (6) time constraints, (7) vehicle capacity constraints, (8) the ability to reject customers, (9) the nature of the dynamic element, (10) the nature of the stochasticity (if any), and (11) the solution method. We comment on technological vis-à-vis methodological advances for this class of problems and suggest directions for further research. The latter include alternative objective functions, vehicle speed as decision variable, more explicit linkages of methodology to technological advances and analysis of worst case or average case performance of heuristics.© 2015 Wiley Periodicals, Inc