Efficient pac-learning for episodic tasks with acyclic state spaces and the optimal node visitation problem in acyclic stochastic digaphs.

The first part of this research program concerns the development of customized and easily implementable Probably Approximately Correct (PAC)-learning algorithms for episodic tasks over acyclic state spaces. The defining characteristic of our algorithms is that they take explicitly into consideration the acyclic structure of the underlying state space and the episodic nature of the considered learning task. The first of the above two attributes enables a very straightforward and efficient resolution of the ``exploration vs exploitation' dilemma, while the second provides a natural regenerating mechanism that is instrumental in the dynamics of our algorithms. Some additional characteristics that distinguish our algorithms from those developed in the past literature are (i) their direct nature, that eliminates the need of a complete specification of the underlying MDP model and reduces their execution to a very simple computation, and (ii) the unique emphasis that they place in the efficient implementation of the sampling process that is defined by their PAC property. More specifically, the aforementioned PAC-learning algorithms complete their learning task by implementing a systematic episodic sampling schedule on the underlying acyclic state space. This sampling schedule combined with the stochastic nature of the transitions taking place, define the need for efficient routing policies that will help the algorithms complete their exploration program while minimizing, in expectation, the number of executed episodes. The design of an optimal policy that will satisfy a specified pattern of arc visitation requirements in an acyclic stochastic graph, while minimizing the expected number of required episodes, is a challenging problem, even under the assumption that all the branching probabilities involved are known a priori. Hence, the sampling process that takes place in the proposed PAC-learning algorithms gives rise to a novel, very interesting stochastic control/scheduling problem, that is characterized as the problem of the Optimal Node Visitation (ONV) in acyclic stochastic digraphs. The second part of the work presented herein seeks the systematic modelling and analysis of the ONV problem. The last part of this research program explores the computational merits obtained by heuristical implementations that result from the integration of the ONV problem developments into the PAC-algorithms developed in the first part of this work. We study, through numerical experimentation, the relative performance of these resulting heuristical implementations in comparison to (i) the initial version of the PAC-learning algorithms, presented in the first part of the research program, and (ii) standard Q-learning algorithm variations provided in the RL literature. The work presented in this last part reinforces and confirms the driving assumption of this research, i.e., that one can design customized RL algorithms of enhanced performance if the underlying problem structure is taken into account.Ph.D.Committee Chair: Reveliotis, Spyros; Committee Member: Ayhan, Hayriye; Committee Member: Goldsman, Dave; Committee Member: Shamma, Jeff; Committee Member: Zwart, Ber

Techniques for the allocation of resources under uncertainty

L’allocation de ressources est un problème omniprésent qui survient dès que des ressources limitées doivent être distribuées parmi de multiples agents autonomes (e.g., personnes, compagnies, robots, etc). Les approches standard pour déterminer l’allocation optimale souffrent généralement d’une très grande complexité de calcul. Le but de cette thèse est de proposer des algorithmes rapides et efficaces pour allouer des ressources consommables et non consommables à des agents autonomes dont les préférences sur ces ressources sont induites par un processus stochastique. Afin d’y parvenir, nous avons développé de nouveaux modèles pour des problèmes de planifications, basés sur le cadre des Processus Décisionnels de Markov (MDPs), où l’espace d’actions possibles est explicitement paramétrisés par les ressources disponibles. Muni de ce cadre, nous avons développé des algorithmes basés sur la programmation dynamique et la recherche heuristique en temps-réel afin de générer des allocations de ressources pour des agents qui agissent dans un environnement stochastique. En particulier, nous avons utilisé la propriété acyclique des créations de tâches pour décomposer le problème d’allocation de ressources. Nous avons aussi proposé une stratégie de décomposition approximative, où les agents considèrent des interactions positives et négatives ainsi que les actions simultanées entre les agents gérants les ressources. Cependant, la majeure contribution de cette thèse est l’adoption de la recherche heuristique en temps-réel pour l’allocation de ressources. À cet effet, nous avons développé une approche basée sur la Q-décomposition munie de bornes strictes afin de diminuer drastiquement le temps de planification pour formuler une politique optimale. Ces bornes strictes nous ont permis d’élaguer l’espace d’actions pour les agents. Nous montrons analytiquement et empiriquement que les approches proposées mènent à des diminutions de la complexité de calcul par rapport à des approches de planification standard. Finalement, nous avons testé la recherche heuristique en temps-réel dans le simulateur SADM, un simulateur d’allocation de ressource pour une frégate.Resource allocation is an ubiquitous problem that arises whenever limited resources have to be distributed among multiple autonomous entities (e.g., people, companies, robots, etc). The standard approaches to determine the optimal resource allocation are computationally prohibitive. The goal of this thesis is to propose computationally efficient algorithms for allocating consumable and non-consumable resources among autonomous agents whose preferences for these resources are induced by a stochastic process. Towards this end, we have developed new models of planning problems, based on the framework of Markov Decision Processes (MDPs), where the action sets are explicitly parameterized by the available resources. Given these models, we have designed algorithms based on dynamic programming and real-time heuristic search to formulating thus allocations of resources for agents evolving in stochastic environments. In particular, we have used the acyclic property of task creation to decompose the problem of resource allocation. We have also proposed an approximative decomposition strategy, where the agents consider positive and negative interactions as well as simultaneous actions among the agents managing the resources. However, the main contribution of this thesis is the adoption of stochastic real-time heuristic search for a resource allocation. To this end, we have developed an approach based on distributed Q-values with tight bounds to diminish drastically the planning time to formulate the optimal policy. These tight bounds enable to prune the action space for the agents. We show analytically and empirically that our proposed approaches lead to drastic (in many cases, exponential) improvements in computational efficiency over standard planning methods. Finally, we have tested real-time heuristic search in the SADM simulator, a simulator for the resource allocation of a platform