A Deep Reinforcement Learning Architecture for Multi-stage Optimal Control

Deep reinforcement learning for high dimensional, hierarchical control tasks usually requires the use of complex neural networks as functional approximators, which can lead to inefficiency, instability and even divergence in the training process. Here, we introduce stacked deep Q learning (SDQL), a flexible modularized deep reinforcement learning architecture, that can enable finding of optimal control policy of control tasks consisting of multiple linear stages in a stable and efficient way.