Skip to main content

Markovian Learning Methods in Decision-Making Systems

  • Conference paper
  • First Online:
Lecture Notes in Computational Intelligence and Decision Making (ISDMCI 2021)

Abstract

The optimal decision-making task based on the Markovian learning methods is investigated. The stochastic and deterministic learning methods are described. The decision-making problem is formulated. The problem of Markovian learning of an agent making optimal decisions in a deterministic environment was solved on the example of finding the shortest path in the cell space. The mathematical formulation of the decision - making problem with deterministic and stochastic strategies based on recurrent estimation of criterion functions of utility of states and efficiency of options of actions of the agent was provided. The evaluation of criterion functions values takes place in real time on the basis of reinforced Q-learning and does not require a model of the environment, which is important for practical applications of decision-making in conditions of uncertainty. The algorithmic and software tools for the decision making modelling in uncertainty conditions are developed. The computer simulation results of decision-making process in cellular space are discussed and presented.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Baier, C., Größer, M., Bertrand, N.: Probabilistic w-automata. J. ACM (JACM) 59(1), 1–52 (2012). https://doi.org/10.1145/2108242.2108243

    Article  MATH  Google Scholar 

  2. Bienenstock, E., Soulié, F.F., Weisbuch, G. (eds.): Disordered Systems and Biological Organization: Proceedings of the NATO Advanced Research Workshop on Disordered Systems and Biological Organization Held at Les Houches. NATO ASI Series, vol. 20, p. 405. Springer, Berlin, Heidelberg (2012). https://doi.org/10.1007/978-3-642-82657-3

    Book  MATH  Google Scholar 

  3. Cormen, T.H., Leiserson, C.E., Rivest, R.L., Stein, C.: Introduction to Algorithms, 2nd edn. The Knuth-Morris-Pratt Algorithm (2001)

    Google Scholar 

  4. Feinberg, E.A., Shwartz, A. (eds.): Handbook of Markov Decision Processes: Methods and Applications. International Series in Operations Research & Management Science, vol. 40, 1st edn., p. 565. Springer, Boston, MA (2012). https://doi.org/10.1007/978-1-4615-0805-2

  5. Filar, J., Vrieze, K. (eds.): Competitive Markov Decision Processes, 1st edn., p. 394. Springer, New York, NY (2012). https://doi.org/10.1007/978-1-4612-4054-9

    Book  Google Scholar 

  6. Fricke, G.M., Letendre, K.A., Moses, M.E., Cannon, J.L.: Persistence and adaptation in immunity: T cells balance the extent and thoroughness of search. PLoS Comput. Biol. 12(3), e1004818 (2016). https://doi.org/10.1371/journal.pcbi.1004818

    Article  Google Scholar 

  7. Fudenberg, D., Levine, D.: The Theory of Learning in Games. MIT Press, Cambridge (1998)

    MATH  Google Scholar 

  8. Jordan, M.I., Mitchell, T.M.: Machine learning: trends, perspectives, and prospects. Science 349(6245), 255–260 (2015). https://doi.org/10.1126/science.aaa8415

    Article  MathSciNet  MATH  Google Scholar 

  9. Kochenderfer, M.J.: Decision Making Under Uncertainty: Theory and Application. MIT Press, Cambridge (2015)

    Book  Google Scholar 

  10. Kravets, P., Lytvyn, V., Vysotska, V., Burov, Y.: Promoting training of multi-agent systems. In: CEUR Workshop Proceedings, vol. 2608, pp. 364–378 (2020)

    Google Scholar 

  11. Kravets, P., Lytvyn, V., Vysotska, V., Ryshkovets, Y., Vyshemyrska, S., Smailova, S.: Dynamic coordination of strategies for multi-agent systems. Adv. Intell. Syst. Comput. 1246, 653–670 (2020). https://doi.org/10.1007/978-3-030-54215-3_42

    Article  Google Scholar 

  12. Kushner, H.J., Clark, D.S.: Stochastic Approximation Methods for Constrained and Unc1onstrained Systems. Applied Mathematical Sciences, vol. 26, 1st edn., p. 263. Springer, New York, NY (2012). https://doi.org/10.1007/978-1-4684-9352-8

    Book  Google Scholar 

  13. Puterman, M.L.: Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York (2005)

    MATH  Google Scholar 

  14. Stone, P.: Layered Learning in Multiagent Systems: A Winning Approach to Robotic Soccer. MIT Press, Cambridge (2000)

    Book  Google Scholar 

  15. Sutton, R., Barto, A.: Reinforcement Learning: An Introduction., 2nd edn. MIT Press, Cambridge (1998). https://doi.org/10.1017/S0263574799271172

    Book  MATH  Google Scholar 

  16. Szaban, M., Seredynski, F., Bouvry, P.: Collective behavior of rules for cellular automata-based stream ciphers. In: IEEE International Conference on Evolutionary Computation, pp. 179–183 (2006). https://doi.org/10.1109/CEC.2006.1688306

  17. Tanabe, R., Fukunaga, A.: Success-history based parameter adaptation for differential evolution. In: IEEE Congress on Evolutionary Computation, pp. 71–78 (2013). https://doi.org/10.1109/CEC.2013.6557555

  18. Wasan, M.T.: Stochastic Approximation, vol. 58, 1st edn., p. 216. Cambridge University Press, Cambridge (2004)

    Google Scholar 

  19. Watkins, C., Dayan, P.: Q-learning. Mach. Learn. 8, 279–292 (1992). https://doi.org/10.1007/BF00992698

    Article  MATH  Google Scholar 

  20. Weiss, G.: Multiagent Systems. LNCS, vol. 799, pp. 149–152. Springer, Heidelberg (1994). https://doi.org/10.1007/BFb0030538

  21. Wooldridge, M.: An Introduction to Multiagent Systems. Wiley, Hoboken (2002)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Victoria Vysotska .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2022 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Kravets, P. et al. (2022). Markovian Learning Methods in Decision-Making Systems. In: Babichev, S., Lytvynenko, V. (eds) Lecture Notes in Computational Intelligence and Decision Making. ISDMCI 2021. Lecture Notes on Data Engineering and Communications Technologies, vol 77. Springer, Cham. https://doi.org/10.1007/978-3-030-82014-5_28

Download citation

Publish with us

Policies and ethics