Roman Overko

Jonathan P. Epperlein, Roman Overko, Sergiy Zhuk et al.

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL agent, in which case the problem can be modeled as a contextual multi-armed bandit and lightweight myopic algorithms can be employed. On the other hand, when the RL agent's actions affect the environment, the problem must be modeled as a Markov decision process and more complex RL algorithms are required which take the future effects of actions into account. Moreover, in practice, it is often unknown from the outset whether or not the agent's actions will impact the environment and it is therefore not possible to determine which RL algorithm is most fitting. In this work, we propose to avoid this difficult decision entirely and incorporate a choice mechanism into our RL framework. Rather than assuming a specific problem structure, we use a probabilistic structure estimation procedure based on a likelihood-ratio (LR) test to make a more informed selection of learning algorithm. We derive a sufficient condition under which myopic policies are optimal, present an LR test for this condition, and derive a bound on the regret of our framework. We provide examples of real-world scenarios where our framework is needed and provide extensive simulations to validate our approach.

Roman Overko, Rodrigo H. Ordonez-Hurtado, Sergiy Zhuk et al.

We introduce a permissioned distributed ledger technology (DLT) design for crowdsourced smart mobility applications. This architecture is based on a directed acyclic graph architecture (similar to the IOTA tangle) and uses both Proof-of-Work and Proof-of-Position mechanisms to provide protection against spam attacks and malevolent actors. In addition to enabling individuals to retain ownership of their data and to monetize it, the architecture also is suitable for distributed privacy-preserving machine learning algorithms, is lightweight, and can be implemented in simple internet-of-things (IoT) devices. To demonstrate its efficacy, we apply this framework to reinforcement learning settings where a third party is interested in acquiring information from agents. In particular, one may be interested in sampling an unknown vehicular traffic flow in a city, using a DLT-type architecture and without perturbing the density, with the idea of realizing a set of virtual tokens as surrogates of real vehicles to explore geographical areas of interest. These tokens, whose authenticated position determines write access to the ledger, are thus used to emulate the probing actions of commanded (real) vehicles on a given planned route by "jumping" from a passing-by vehicle to another to complete the planned trajectory. Consequently, the environment stays unaffected (i.e., the autonomy of participating vehicles is not influenced by the algorithm), regardless of the number of emitted tokens. The design of such a DLT architecture is presented, and numerical results from large-scale simulations are provided to validate the proposed approach.