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This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex…

Machine Learning · Computer Science 2023-03-13 Nikolaus Hansen

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

Power iteration has been generalized to solve many interesting problems in machine learning and statistics. Despite its striking success, theoretical understanding of when and how such an algorithm enjoys good convergence property is…

Optimization and Control · Mathematics 2020-06-12 Cheolmin Kim , Youngseok Kim , Diego Klabjan

In reinforcement learning (RL), exploiting environmental symmetries can significantly enhance efficiency, robustness, and performance. However, ensuring that the deep RL policy and value networks are respectively equivariant and invariant…

Machine Learning · Computer Science 2024-12-31 Mirco Theile , Hongpeng Cao , Marco Caccamo , Alberto L. Sangiovanni-Vincentelli

We propose a method for finding approximate compilations of quantum unitary transformations, based on techniques from policy gradient reinforcement learning. The choice of a stochastic policy allows us to rephrase the optimization problem…

Quantum Physics · Physics 2022-09-14 David A. Herrera-Martí

In this paper we investigate the convergence of the Policy Iteration Algorithm (PIA) for a class of general continuous-time entropy-regularized stochastic control problems. In particular, instead of employing sophisticated PDE estimates for…

Optimization and Control · Mathematics 2025-04-24 Jin Ma , Gaozhan Wang , Jianfeng Zhang

This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorithm, that have been proposed in the literature for numerical…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta

In tabular case, when the reward and environment dynamics are known, policy evaluation can be written as $\bm{V}_{\bm{\pi}} = (I - \gamma P_{\bm{\pi}})^{-1} \bm{r}_{\bm{\pi}}$, where $P_{\bm{\pi}}$ is the state transition matrix given…

Machine Learning · Computer Science 2019-09-23 Sitao Luan , Xiao-Wen Chang , Doina Precup

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

In this paper, a new metaheuristic optimization algorithm, called Path Construction Imitation Algorithm (PCIA), is proposed. PCIA is inspired by how humans construct new paths and use them. Typically, humans prefer popular transportation…

Artificial Intelligence · Computer Science 2025-12-19 Mohammad-Javad Rezaei , Mozafar Bag-Mohammadi

Classical proportional--integral--derivative (PID) control is widely employed in industrial applications; however, achieving higher performance often motivates the adoption of model predictive control (MPC). Although gradient-based methods…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Teruki Kato , Koshi Oishi , Seigo Ito

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

In this paper we develop a Model Predictive Path Integral (MPPI) control algorithm based on a generalized importance sampling scheme and perform parallel optimization via sampling using a Graphics Processing Unit (GPU). The proposed…

Systems and Control · Computer Science 2015-10-29 Grady Williams , Andrew Aldrich , Evangelos Theodorou

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…

Machine Learning · Computer Science 2021-12-16 Yuhui Wang , Qingyuan Wu , Pengcheng He , Xiaoyang Tan

Assistive robots interact with humans and must adapt to different users' preferences to be effective. An easy and effective technique to learn non-expert users' preferences is through rankings of robot behaviors, for example, robot movement…

Robotics · Computer Science 2024-11-19 Nathaniel Dennler , Zhonghao Shi , Stefanos Nikolaidis , Maja Matarić

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur
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