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We consider the stochastic single node energy storage problem (SNES) and revisit Approximate Policy Iteration (API) to solve SNES. We show that the performance of API can be boosted by using neural networks as an approximation architecture…

Optimization and Control · Mathematics 2019-10-07 Trivikram Dokka , Richlove Frimpong

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

Reinforcement learning algorithms rely on exploration to discover new behaviors, which is typically achieved by following a stochastic policy. In continuous control tasks, policies with a Gaussian distribution have been widely adopted.…

Machine Learning · Computer Science 2019-03-28 Dmytro Korenkevych , A. Rupam Mahmood , Gautham Vasan , James Bergstra

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Iterative imperative programs can be considered as infinite-state systems computing over possibly unbounded domains. Studying reachability in these systems is challenging as it requires to deal with an infinite number of states with…

Logic in Computer Science · Computer Science 2013-02-15 Arnaud Gotlieb , Tristan Denmat , Nadjib Lazaar

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor…

Machine Learning · Computer Science 2020-10-20 Pierluca D'Oro , Alberto Maria Metelli , Andrea Tirinzoni , Matteo Papini , Marcello Restelli

The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing…

Machine Learning · Computer Science 2020-07-31 Mark Rowland , Anna Harutyunyan , Hado van Hasselt , Diana Borsa , Tom Schaul , Rémi Munos , Will Dabney

Many continuous control tasks have bounded action spaces. When policy gradient methods are applied to such tasks, out-of-bound actions need to be clipped before execution, while policies are usually optimized as if the actions are not…

Machine Learning · Computer Science 2018-06-25 Yasuhiro Fujita , Shin-ichi Maeda

In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning…

Machine Learning · Computer Science 2018-08-23 Dimitri P. Bertsekas

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

Machine Learning · Computer Science 2023-03-01 Anna Winnicki , R. Srikant

There has been a recent focus in reinforcement learning on addressing continuous state and action problems by optimizing parameterized policies. PI2 is a recent example of this approach. It combines a derivation from first principles of…

Machine Learning · Computer Science 2012-06-22 Freek Stulp , Olivier Sigaud

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

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

Value-based reinforcement-learning algorithms provide state-of-the-art results in model-free discrete-action settings, and tend to outperform actor-critic algorithms. We argue that actor-critic algorithms are limited by their need for an…

Machine Learning · Computer Science 2019-06-13 Denis Steckelmacher , Hélène Plisnier , Diederik M. Roijers , Ann Nowé

Offline Reinforcement Learning (RL) relies on policy constraints to mitigate extrapolation error, where both the constraint form and constraint strength critically shape performance. However, most existing methods commit to a single…

Machine Learning · Computer Science 2026-02-02 Xinchen Han , Qiuyang Fang , Hossam Afifi , Michel Marot

We present a representation-driven framework for reinforcement learning. By representing policies as estimates of their expected values, we leverage techniques from contextual bandits to guide exploration and exploitation. Particularly,…

Machine Learning · Computer Science 2026-01-23 Ofir Nabati , Guy Tennenholtz , Shie Mannor

In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…

Machine Learning · Computer Science 2024-05-31 Weiye Zhao , Feihan Li , Yifan Sun , Rui Chen , Tianhao Wei , Changliu Liu

Aligning large-scale vision-language models (VLMs) for complex reasoning via reinforcement learning is often hampered by the limitations of existing policy optimization algorithms, such as static training schedules and the rigid, uniform…

Artificial Intelligence · Computer Science 2025-10-02 Yunhao Wang , Ziting Li , Shuai Chen , Tao Liu , Chao Song , Junjie Jiang , Jian Zhu , Peng Gao , Bin Qin

Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action…

Optimization and Control · Mathematics 2021-07-02 Vijay Kumar , Mort Webster