Reinforcement learning (RL) is a promising approach to tackling learning and decision-making problems in a dynamic environment. Most studies on RL focus on the improvement of state evaluation or action… Click to show full abstract
Reinforcement learning (RL) is a promising approach to tackling learning and decision-making problems in a dynamic environment. Most studies on RL focus on the improvement of state evaluation or action evaluation. In this article, we investigate how to reduce action space by using supermodularity. We consider the decision tasks in the multistage decision process as a collection of parameterized optimization problems, where state parameters dynamically vary along with the time or stage. The optimal solutions of these parameterized optimization problems correspond to the optimal actions in RL. For a given Markov decision process (MDP) with supermodularity, the monotonicity of the optimal action set and the optimal selection with respect to state parameters can be obtained by using the monotone comparative statics. Accordingly, we propose a monotonicity cut to remove unpromising actions from the action space. Taking bin packing problem (BPP) as an example, we show how the supermodularity and monotonicity cut work in RL. Finally, we evaluate the monotonicity cut on the benchmark datasets reported in the literature and compare the proposed RL with some popular baseline algorithms. The results show that the monotonicity cut can effectively improve the performance of RL.
               
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