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In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

Robotics · Computer Science 2025-12-04 Taeho Lee , Donghwan Lee

This paper proposes a reinforcement learning--based framework for cryptocurrency portfolio management using the Soft Actor--Critic (SAC) and Deep Deterministic Policy Gradient (DDPG) algorithms. Traditional portfolio optimization methods…

Computational Finance · Quantitative Finance 2025-11-27 Kamal Paykan

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

In this paper, we explore deep reinforcement learning algorithms for vision-based robotic grasping. Model-free deep reinforcement learning (RL) has been successfully applied to a range of challenging environments, but the proliferation of…

Robotics · Computer Science 2018-03-30 Deirdre Quillen , Eric Jang , Ofir Nachum , Chelsea Finn , Julian Ibarz , Sergey Levine

In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…

Machine Learning · Computer Science 2022-03-08 Sean Gillen , Katie Byl

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…

Machine Learning · Computer Science 2023-12-12 Navdeep Kumar , Esther Derman , Matthieu Geist , Kfir Levy , Shie Mannor

Research on reinforcement learning has demonstrated promising results in manifold applications and domains. Still, efficiently learning effective robot behaviors is very difficult, due to unstructured scenarios, high uncertainties, and…

Robotics · Computer Science 2018-03-26 Francesco Riccio , Roberto Capobianco , Daniele Nardi

Deep Deterministic Policy Gradient (DDPG) algorithm is one of the most well-known reinforcement learning methods. However, this method is inefficient and unstable in practical applications. On the other hand, the bias and variance of the Q…

Machine Learning · Computer Science 2020-07-02 Shuai Han , Wenbo Zhou , Shuai Lü , Jiayu Yu

Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we…

Machine Learning · Computer Science 2019-11-14 Qingpeng Cai , Ling Pan , Pingzhong Tang

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

Machine Learning · Computer Science 2024-10-18 Alessandro Micheli , Mélodie Monod

We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…

Machine Learning · Computer Science 2022-07-26 Yanwei Jia , Xun Yu Zhou

Group Relative Policy Optimization (GRPO), recently introduced by DeepSeek, is a critic-free reinforcement learning algorithm for fine-tuning large language models. GRPO replaces the value function in Proximal Policy Optimization (PPO) with…

Machine Learning · Computer Science 2026-03-24 Lei Pang , Jun Luo , Ruinan Jin

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

In recent years, deep reinforcement learning has been shown to be adept at solving sequential decision processes with high-dimensional state spaces such as in the Atari games. Many reinforcement learning problems, however, involve…

Machine Learning · Computer Science 2018-06-05 Yiming Zhang , Quan Ho Vuong , Kenny Song , Xiao-Yue Gong , Keith W. Ross

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann