Library

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • 2020-2024  (3)
Years
Year
Language
  • 1
    Publication Date: 2023-08-08
    Description: In this article we study the connection of stochastic optimal control and reinforcement learning. Our main motivation is an importance sampling application to rare events sampling which can be reformulated as an optimal control problem. By using a parameterized approach the optimal control problem turns into a stochastic optimization problem which still presents some open questions regarding how to tackle the scalability to high-dimensional problems and how to deal with the intrinsic metastability of the system. With the aim to explore new methods we connect the optimal control problem to reinforcement learning since both share the same underlying framework namely a Markov decision process (MDP). We show how the MDP can be formulated for the optimal control problem. Furthermore, we discuss how the stochastic optimal control problem can be interpreted in a reinforcement learning framework. At the end of the article we present the application of two different reinforcement learning algorithms to the optimal control problem and compare the advantages and disadvantages of the two algorithms.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 2
    Publication Date: 2023-10-02
    Description: Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 3
    Publication Date: 2023-09-25
    Description: Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...