LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : Direct Policy Search is a widely used tool for reinforcement learning; however, it is usually not suitable for handling high-dimensional constrained action spaces such as those arising in power system control (unit commitmen problems). We propose Direct Value Search, an hybridization of DPS with Bellman decomposition techniques. We prove runtime properties, and apply the results to an energy management problem.
https://hal.inria.fr/hal-00997562
Contributor : Jérémie Decock
<>
Submitted on : Wednesday, June 4, 2014 - 11:54:07 PM
Last modification on : Monday, December 9, 2019 - 5:24:06 PM
Long-term archiving on: Thursday, September 4, 2014 - 10:41:33 AM
Jérémie Decock, Jean-Joseph Christophe, Olivier Teytaud. Optimization of Energy Policies Using Direct Value Search. 9èmes Journées Francophones de Planification, Décision et Apprentissage (JFPDA'14), May 2014, Liège, Belgium. 2014. ⟨hal-00997562⟩
