Reinforcement Learning with Guarantees
摘要
Markov Decision Processes formalize many problems of interest and have been tackled using a variety of techniques, including Reinforcement Learning (RL) and Model Predictive Control (MPC). While each approach has both advantages and disadvantages, RL and MPC have been very successful in the respective domains. RL makes it possible to obtain optimality for the real system, without the need for a model. MPC requires a model, but makes it possible to provide strict stability and safety guarantees, as well as to promote explainability. In this regard, the two techniques are complementary, and this chapter focuses on how they can be combined in order to leverage the advantages of both.