1. POMDP inference and robust solution via deep reinforcement learning: an application to railway optimal maintenance.
- Author
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Arcieri, Giacomo, Hoelzl, Cyprien, Schwery, Oliver, Straub, Daniel, Papakonstantinou, Konstantinos G., and Chatzi, Eleni
- Subjects
PARTIALLY observable Markov decision processes ,DEEP reinforcement learning ,REINFORCEMENT learning ,HIDDEN Markov models ,DEEP learning ,MARKOV chain Monte Carlo - Abstract
Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the unavailability of a suitable POMDP model or a simulator thereof. Available solution algorithms, such as Reinforcement Learning (RL), typically benefit from the knowledge of the transition dynamics and the observation generating process, which are often unknown and non-trivial to infer. In this work, we propose a combined framework for inference and robust solution of POMDPs via deep RL. First, all transition and observation model parameters are jointly inferred via Markov Chain Monte Carlo sampling of a hidden Markov model, which is conditioned on actions, in order to recover full posterior distributions from the available data. The POMDP with uncertain parameters is then solved via deep RL techniques with the parameter distributions incorporated into the solution via domain randomization, in order to develop solutions that are robust to model uncertainty. As a further contribution, we compare the use of Transformers and long short-term memory networks, which constitute model-free RL solutions and work directly on the observation space, with an approach termed the belief-input method, which works on the belief space by exploiting the learned POMDP model for belief inference. We apply these methods to the real-world problem of optimal maintenance planning for railway assets and compare the results with the current real-life policy. We show that the RL policy learned by the belief-input method is able to outperform the real-life policy by yielding significantly reduced life-cycle costs. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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