When to Sense and Control? A Time-adaptive Approach for Continuous-Time RL

Neural Information Processing Systems 

Reinforcement learning (RL) excels in optimizing policies for discrete-time Markov decision processes (MDP). However, various systems are inherently continuous in time, making discrete-time MDPs an inexact modeling choice. In many applications, such as greenhouse control or medical treatments, each interaction (measurement or switching of action) involves manual intervention and thus is inherently costly. Therefore, we generally prefer a time-adaptive approach with fewer interactions with the system.In this work, we formalize an RL framework, T