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We present a novel method for Deep Reinforcement Learning (DRL), incorporating the convex property of the value function over the belief space in Partially Observable Markov Decision Processes (POMDPs). We introduce hard- and soft-enforced…

Machine Learning · Computer Science 2025-03-13 Daniel Koutas , Daniel Hettegger , Kostas G. Papakonstantinou , Daniel Straub

Dynamic Programming (DP) provides standard algorithms to solve Markov Decision Processes. However, these algorithms generally do not optimize a scalar objective function. In this paper, we draw connections between DP and (constrained)…

Machine Learning · Computer Science 2019-10-30 Nino Vieillard , Olivier Pietquin , Matthieu Geist

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

Although deep reinforcement learning (DRL) algorithms have made important achievements in many control tasks, they still suffer from the problems of sample inefficiency and unstable training process, which are usually caused by sparse…

Robotics · Computer Science 2020-02-28 Ke Lin , Liang Gong , Xudong Li , Te Sun , Binhao Chen , Chengliang Liu , Zhengfeng Zhang , Jian Pu , Junping Zhang

Shifting from traditional control strategies to Deep Reinforcement Learning (RL) for legged robots poses inherent challenges, especially when addressing real-world physical constraints during training. While high-fidelity simulations…

Robotics · Computer Science 2023-09-28 Joonho Lee , Lukas Schroth , Victor Klemm , Marko Bjelonic , Alexander Reske , Marco Hutter

Value-based methods play a fundamental role in Markov decision processes (MDPs) and reinforcement learning (RL). In this paper, we present a unified control-theoretic framework for analyzing valued-based methods such as value computation…

Optimization and Control · Mathematics 2022-02-15 Xingang Guo , Bin Hu

Learning effective regularization is crucial for solving ill-posed inverse problems, which arise in a wide range of scientific and engineering applications. While data-driven methods that parameterize regularizers using deep neural networks…

Machine Learning · Statistics 2025-02-04 Yasi Zhang , Oscar Leong

By exploiting the property that the RBM log-likelihood function is the difference of convex functions, we formulate a stochastic variant of the difference of convex functions (DC) programming to minimize the negative log-likelihood.…

Machine Learning · Computer Science 2017-10-06 Vidyadhar Upadhya , P. S. Sastry

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

Machine Learning · Computer Science 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

The process of meta-learning algorithms from data, instead of relying on manual design, is growing in popularity as a paradigm for improving the performance of machine learning systems. Meta-learning shows particular promise for…

Machine Learning · Computer Science 2025-09-11 Alexander David Goldie , Zilin Wang , Jaron Cohen , Jakob Nicolaus Foerster , Shimon Whiteson

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

This paper provides a systematic comparison between Fitted Dynamic Programming (DP), where demand is estimated from data, and Reinforcement Learning (RL) methods in finite-horizon dynamic pricing problems. We analyze their performance…

General Economics · Economics 2026-04-16 Lev Razumovskiy , Nikolay Karenin

In this paper, we study Reinforcement Learning from Demonstrations (RLfD) that improves the exploration efficiency of Reinforcement Learning (RL) by providing expert demonstrations. Most of existing RLfD methods require demonstrations to be…

Machine Learning · Computer Science 2019-11-26 Mingxuan Jing , Xiaojian Ma , Wenbing Huang , Fuchun Sun , Chao Yang , Bin Fang , Huaping Liu

Offline imitation learning typically learns from expert and unlabeled demonstrations, yet often overlooks the valuable signal in explicitly undesirable behaviors. In this work, we study offline imitation learning from contrasting behaviors,…

Machine Learning · Computer Science 2025-05-28 Huy Hoang , Tien Mai , Pradeep Varakantham , Tanvi Verma

Demonstration-guided reinforcement learning (RL) is a promising approach for learning complex behaviors by leveraging both reward feedback and a set of target task demonstrations. Prior approaches for demonstration-guided RL treat every new…

Machine Learning · Computer Science 2021-07-22 Karl Pertsch , Youngwoon Lee , Yue Wu , Joseph J. Lim

While Reinforcement Learning (RL) has been proven essential for tuning large language models (LLMs), it can lead to reward over-optimization (ROO). Existing approaches address ROO by adding KL regularization, requiring computationally…

Computation and Language · Computer Science 2024-05-01 Mathieu Rita , Florian Strub , Rahma Chaabouni , Paul Michel , Emmanuel Dupoux , Olivier Pietquin

We propose an algorithm for optimizing the parameters of single hidden layer neural networks. Specifically, we derive a blockwise difference-of-convex (DC) functions representation of the objective function. Based on the latter, we propose…

Machine Learning · Computer Science 2024-01-17 Daniel Tschernutter , Mathias Kraus , Stefan Feuerriegel
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