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We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Many modern approaches to offline Reinforcement Learning (RL) utilize behavior regularization, typically augmenting a model-free actor critic algorithm with a penalty measuring divergence of the policy from the offline data. In this work,…

Machine Learning · Computer Science 2021-03-16 Ilya Kostrikov , Jonathan Tompson , Rob Fergus , Ofir Nachum

Actor-critic methods have achieved state-of-the-art performance in various challenging tasks. However, theoretical understandings of their performance remain elusive and challenging. Existing studies mostly focus on practically uncommon…

Machine Learning · Computer Science 2025-05-09 Xuyang Chen , Jingliang Duan , Lin Zhao

We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…

Machine Learning · Computer Science 2025-12-11 Yang Xu , Swetha Ganesh , Vaneet Aggarwal

Multi-agent reinforcement learning (MARL) has attracted much research attention recently. However, unlike its single-agent counterpart, many theoretical and algorithmic aspects of MARL have not been well-understood. In this paper, we study…

Machine Learning · Computer Science 2021-12-08 Siliang Zeng , Tianyi Chen , Alfredo Garcia , Mingyi Hong

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

We prove that a single-layer neural network trained with the online actor critic algorithm converges in distribution to a random ordinary differential equation (ODE) as the number of hidden units and the number of training steps…

Machine Learning · Computer Science 2026-05-28 Samuel Chun-Hei Lam , Justin Sirignano , Ziheng Wang

We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…

Machine Learning · Computer Science 2018-10-16 Ilya Kostrikov , Kumar Krishna Agrawal , Debidatta Dwibedi , Sergey Levine , Jonathan Tompson

The advances in unsupervised object-centric representation learning have significantly improved its application to downstream tasks. Recent works highlight that disentangled object representations can aid policy learning in image-based,…

Artificial Intelligence · Computer Science 2025-03-21 Leonid Ugadiarov , Vitaliy Vorobyov , Aleksandr I. Panov

With the increasing penetration of renewable energy sources, growing demand variability, and evolving grid control strategies, accurate and efficient load modeling has become a critical yet challenging task. Traditional methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ding Lin , Han Guo , Jianhui Wang , Meng Yue , Tianqiao Zhao

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

This paper contributes a first study into how different human users deliver simultaneous control and feedback signals during human-robot interaction. As part of this work, we formalize and present a general interactive learning framework…

Artificial Intelligence · Computer Science 2017-03-16 Kory W. Mathewson , Patrick M. Pilarski

Many existing reinforcement learning (RL) methods employ stochastic gradient iteration on the back end, whose stability hinges upon a hypothesis that the data-generating process mixes exponentially fast with a rate parameter that appears in…

Machine Learning · Computer Science 2023-02-02 Wesley A. Suttle , Amrit Singh Bedi , Bhrij Patel , Brian M. Sadler , Alec Koppel , Dinesh Manocha

We investigate the discounting mismatch in actor-critic algorithm implementations from a representation learning perspective. Theoretically, actor-critic algorithms usually have discounting for both actor and critic, i.e., there is a…

Machine Learning · Computer Science 2022-01-27 Shangtong Zhang , Romain Laroche , Harm van Seijen , Shimon Whiteson , Remi Tachet des Combes

We propose A-Crab (Actor-Critic Regularized by Average Bellman error), a new practical algorithm for offline reinforcement learning (RL) in complex environments with insufficient data coverage. Our algorithm combines the marginalized…

Machine Learning · Computer Science 2023-10-10 Hanlin Zhu , Paria Rashidinejad , Jiantao Jiao

In this paper, we propose actor-director-critic, a new framework for deep reinforcement learning. Compared with the actor-critic framework, the director role is added, and action classification and action evaluation are applied…

Machine Learning · Computer Science 2023-01-11 Zongwei Liu , Yonghong Song , Yuanlin Zhang

A widely-studied deep reinforcement learning (RL) technique known as Prioritized Experience Replay (PER) allows agents to learn from transitions sampled with non-uniform probability proportional to their temporal-difference (TD) error.…

Machine Learning · Computer Science 2022-09-02 Baturay Saglam , Furkan B. Mutlu , Dogan C. Cicek , Suleyman S. Kozat

Actor-Critic models are a class of model-free deep reinforcement learning (RL) algorithms that have demonstrated effectiveness across various robot learning tasks. While considerable research has focused on improving training stability and…

Robotics · Computer Science 2025-10-01 Hanlan Yang , Itamar Mishani , Luca Pivetti , Zachary Kingston , Maxim Likhachev

Reinforcement learning has proven its power on various occasions. However, its performance is not always guaranteed when system dynamics change. Instead, it largely relies on users' empirical experience. For reinforcement learning…

Machine Learning · Computer Science 2026-05-05 Jingyi Liu , Jian Guo , Eberhard Gill

Actor-critic methods have been central to many of the recent advances in deep reinforcement learning. The most common approach is to use symmetric architectures, whereby both actor and critic have the same network topology and number of…

Machine Learning · Computer Science 2025-08-15 Olya Mastikhina , Dhruv Sreenivas , Pablo Samuel Castro
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