Advances in Reinforcement Learning

Reinforcement Learning (RL) is a very dynamic area in terms of theory and application. This book brings together many different aspects of the current research on several fields associated to RL which has been growing rapidly, producing a wide variety of learning algorithms for different applications. Based on 24 Chapters, it covers a very broad variety of topics in RL and their application in autonomous systems. A set of chapters in this book provide a general overview of RL while other chapters focus mostly on the applications of RL paradigms: Game Theory, Multi-Agent Theory, Robotic, Networking Technologies, Vehicular Navigation, Medicine and Industrial Logistic

Controlled Sequential Monte Carlo

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in statistics and related fields; e.g. for inference in non-linear non-Gaussian state space models, and in complex static models. Like many Monte Carlo sampling schemes, they rely on proposal distributions which crucially impact their performance. We introduce here a class of controlled sequential Monte Carlo algorithms, where the proposal distributions are determined by approximating the solution to an associated optimal control problem using an iterative scheme. This method builds upon a number of existing algorithms in econometrics, physics, and statistics for inference in state space models, and generalizes these methods so as to accommodate complex static models. We provide a theoretical analysis concerning the fluctuation and stability of this methodology that also provides insight into the properties of related algorithms. We demonstrate significant gains over state-of-the-art methods at a fixed computational complexity on a variety of applications

Adaptive dynamic programming with eligibility traces and complexity reduction of high-dimensional systems

This dissertation investigates the application of a variety of computational intelligence techniques, particularly clustering and adaptive dynamic programming (ADP) designs especially heuristic dynamic programming (HDP) and dual heuristic programming (DHP). Moreover, a one-step temporal-difference (TD(0)) and n-step TD (TD(λ)) with their gradients are utilized as learning algorithms to train and online-adapt the families of ADP. The dissertation is organized into seven papers. The first paper demonstrates the robustness of model order reduction (MOR) for simulating complex dynamical systems. Agglomerative hierarchical clustering based on performance evaluation is introduced for MOR. This method computes the reduced order denominator of the transfer function by clustering system poles in a hierarchical dendrogram. Several numerical examples of reducing techniques are taken from the literature to compare with our work. In the second paper, a HDP is combined with the Dyna algorithm for path planning. The third paper uses DHP with an eligibility trace parameter (λ) to track a reference trajectory under uncertainties for a nonholonomic mobile robot by using a first-order Sugeno fuzzy neural network structure for the critic and actor networks. In the fourth and fifth papers, a stability analysis for a model-free action-dependent HDP(λ) is demonstrated with batch- and online-implementation learning, respectively. The sixth work combines two different gradient prediction levels of critic networks. In this work, we provide a convergence proofs. The seventh paper develops a two-hybrid recurrent fuzzy neural network structures for both critic and actor networks. They use a novel n-step gradient temporal-difference (gradient of TD(λ)) of an advanced ADP algorithm called value-gradient learning (VGL(λ)), and convergence proofs are given. Furthermore, the seventh paper is the first to combine the single network adaptive critic with VGL(λ). --Abstract, page iv

Cooperative Strategies for Management of Power Quality Problems in Voltage-Source Converter-based Microgrids

The development of cooperative control strategies for microgrids has become an area of increasing research interest in recent years, often a result of advances in other areas of control theory such as multi-agent systems and enabled by emerging wireless communications technology, machine learning techniques, and power electronics. While some possible applications of the cooperative control theory to microgrids have been described in the research literature, a comprehensive survey of this approach with respect to its limitations and wide-ranging potential applications has not yet been provided. In this regard, an important area of research into microgrids is developing intelligent cooperative operating strategies within and between microgrids which implement and allocate tasks at the local level, and do not rely on centralized command and control structures. Multi-agent techniques are one focus of this research, but have not been applied to the full range of power quality problems in microgrids. The ability for microgrid control systems to manage harmonics, unbalance, flicker, and black start capability are some examples of applications yet to be fully exploited. During islanded operation, the normal buffer against disturbances and power imbalances provided by the main grid coupling is removed, this together with the reduced inertia of the microgrid (MG), makes power quality (PQ) management a critical control function. This research will investigate new cooperative control techniques for solving power quality problems in voltage source converter (VSC)-based AC microgrids. A set of specific power quality problems have been selected for the application focus, based on a survey of relevant published literature, international standards, and electricity utility regulations. The control problems which will be addressed are voltage regulation, unbalance load sharing, and flicker mitigation. The thesis introduces novel approaches based on multi-agent consensus problems and differential games. It was decided to exclude the management of harmonics, which is a more challenging issue, and is the focus of future research. Rather than using model-based engineering design for optimization of controller parameters, the thesis describes a novel technique for controller synthesis using off-policy reinforcement learning. The thesis also addresses the topic of communication and control system co-design. In this regard, stability of secondary voltage control considering communication time-delays will be addressed, while a performance-oriented approach to rate allocation using a novel solution method is described based on convex optimization