problem in input/putput and decision variable of RL? Could we consider input and output on the decision...












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Could we consider input and output on the decision variables on a feedback problem such as RL?



Could we consider "state" as "input" instead of "input from environment:D"?



Could we consider "state" as "output" instead of "real onput:O"?



My background is on ML. I need to translate a RL techniques working based on ML to mathematical optimization.



enter image description here



For instance:



In a decision making of a optimization problem, during time steps of running, a variable(D) is observed and based on state which is a pair of (D,A,B,C,O), decision about updating the variable (O) is made. Then, this variable (O) helps to update the parameters (A,B,C)by some formula Then cost is updated. the cost function on each time step is defined based on (A,B,O).This problem continues.
The goal is to minimize cumulative cost.



What are the input/output/decision variables of the problem if we want to write as an mathematical optimization one?



input: "D" or "state=(D,A,B,C,O)".



output: "O" or "(O,A,B,C)"



decision variable: "state=(D,A,B,C,O)" or"(A,B,C,O)" or "(A,B,C)"



Objective function is to minimize cumulative cost or "cost"?










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$endgroup$

















    1












    $begingroup$


    Could we consider input and output on the decision variables on a feedback problem such as RL?



    Could we consider "state" as "input" instead of "input from environment:D"?



    Could we consider "state" as "output" instead of "real onput:O"?



    My background is on ML. I need to translate a RL techniques working based on ML to mathematical optimization.



    enter image description here



    For instance:



    In a decision making of a optimization problem, during time steps of running, a variable(D) is observed and based on state which is a pair of (D,A,B,C,O), decision about updating the variable (O) is made. Then, this variable (O) helps to update the parameters (A,B,C)by some formula Then cost is updated. the cost function on each time step is defined based on (A,B,O).This problem continues.
    The goal is to minimize cumulative cost.



    What are the input/output/decision variables of the problem if we want to write as an mathematical optimization one?



    input: "D" or "state=(D,A,B,C,O)".



    output: "O" or "(O,A,B,C)"



    decision variable: "state=(D,A,B,C,O)" or"(A,B,C,O)" or "(A,B,C)"



    Objective function is to minimize cumulative cost or "cost"?










    share|cite|improve this question











    $endgroup$















      1












      1








      1





      $begingroup$


      Could we consider input and output on the decision variables on a feedback problem such as RL?



      Could we consider "state" as "input" instead of "input from environment:D"?



      Could we consider "state" as "output" instead of "real onput:O"?



      My background is on ML. I need to translate a RL techniques working based on ML to mathematical optimization.



      enter image description here



      For instance:



      In a decision making of a optimization problem, during time steps of running, a variable(D) is observed and based on state which is a pair of (D,A,B,C,O), decision about updating the variable (O) is made. Then, this variable (O) helps to update the parameters (A,B,C)by some formula Then cost is updated. the cost function on each time step is defined based on (A,B,O).This problem continues.
      The goal is to minimize cumulative cost.



      What are the input/output/decision variables of the problem if we want to write as an mathematical optimization one?



      input: "D" or "state=(D,A,B,C,O)".



      output: "O" or "(O,A,B,C)"



      decision variable: "state=(D,A,B,C,O)" or"(A,B,C,O)" or "(A,B,C)"



      Objective function is to minimize cumulative cost or "cost"?










      share|cite|improve this question











      $endgroup$




      Could we consider input and output on the decision variables on a feedback problem such as RL?



      Could we consider "state" as "input" instead of "input from environment:D"?



      Could we consider "state" as "output" instead of "real onput:O"?



      My background is on ML. I need to translate a RL techniques working based on ML to mathematical optimization.



      enter image description here



      For instance:



      In a decision making of a optimization problem, during time steps of running, a variable(D) is observed and based on state which is a pair of (D,A,B,C,O), decision about updating the variable (O) is made. Then, this variable (O) helps to update the parameters (A,B,C)by some formula Then cost is updated. the cost function on each time step is defined based on (A,B,O).This problem continues.
      The goal is to minimize cumulative cost.



      What are the input/output/decision variables of the problem if we want to write as an mathematical optimization one?



      input: "D" or "state=(D,A,B,C,O)".



      output: "O" or "(O,A,B,C)"



      decision variable: "state=(D,A,B,C,O)" or"(A,B,C,O)" or "(A,B,C)"



      Objective function is to minimize cumulative cost or "cost"?







      machine-learning mathematical-modeling






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Jan 23 at 20:32







      user10296606

















      asked Jan 23 at 19:38









      user10296606user10296606

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