Title
Column generation algorithms for constrained POMDPs
Abstract
AbstractIn several real-world domains it is required to plan ahead while there are finite resources available for executing the plan. The limited availability of resources imposes constraints on the plans that can be executed, which need to be taken into account while computing a plan. A Constrained Partially Observable Markov Decision Process (Constrained POMDP) can be used to model resource-constrained planning problems which include uncertainty and partial observability. Constrained POMDPs provide a framework for computing policies which maximize expected reward, while respecting constraints on a secondary objective such as cost or resource consumption. Column generation for linear programming can be used to obtain Constrained POMDP solutions. This method incrementally adds columns to a linear program, in which each column corresponds to a POMDP policy obtained by solving an unconstrained subproblem. Column generation requires solving a potentially large number of POMDPs, as well as exact evaluation of the resulting policies, which is computationally difficult. We propose a method to solve subproblems in a two-stage fashion using approximation algorithms. First, we use a tailored point-based POMDP algorithm to obtain an approximate subproblem solution. Next, we convert this approximate solution into a policy graph, which we can evaluate efficiently. The resulting algorithm is a new approximate method for Constrained POMDPs in single-agent settings, but also in settings in which multiple independent agents share a global constraint. Experiments based on several domains show that our method outperforms the current state of the art.
Year
DOI
Venue
2018
10.1613/jair.1.11216
Hosted Content
Field
DocType
Volume
Approximation algorithm,Graph,Mathematical optimization,Column generation,Observability,Partially observable Markov decision process,Algorithm,Linear programming,Approximate solution,Limited availability,Mathematics
Journal
62
Issue
ISSN
Citations 
1
1076-9757
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Erwin Walraven133.10
Matthijs T.J. Spaan286363.84