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In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…

Machine Learning · Computer Science 2021-09-27 Aviv Tamar , Daniel Soudry , Ev Zisselman

This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

Computer Science and Game Theory · Computer Science 2017-02-28 Georgios C. Chasparis

We are motivated by the real challenges presented in a human-robot system to develop new designs that are efficient at data level and with performance guarantees such as stability and optimality at systems level. Existing…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Xiang Gao , Jennie Si , Yue Wen , Minhan Li , He , Huang

Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

A policy is said to be robust if it maximizes the reward while considering a bad, or even adversarial, model. In this work we formalize two new criteria of robustness to action uncertainty. Specifically, we consider two scenarios in which…

Machine Learning · Computer Science 2019-05-08 Chen Tessler , Yonathan Efroni , Shie Mannor

Safety is the priority concern when applying reinforcement learning (RL) algorithms to real-world control problems. While policy iteration provides a fundamental algorithm for standard RL, an analogous theoretical algorithm for safe RL…

Machine Learning · Computer Science 2025-03-14 Yujie Yang , Zhilong Zheng , Shengbo Eben Li , Wei Xu , Jingjing Liu , Xianyuan Zhan , Ya-Qin Zhang

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…

Machine Learning · Computer Science 2017-04-24 John Schulman , Sergey Levine , Philipp Moritz , Michael I. Jordan , Pieter Abbeel

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

In value-based reinforcement learning (RL), unlike in supervised learning, the agent faces not a single, stationary, approximation problem, but a sequence of value prediction problems. Each time the policy improves, the nature of the…

Machine Learning · Computer Science 2021-01-05 Will Dabney , André Barreto , Mark Rowland , Robert Dadashi , John Quan , Marc G. Bellemare , David Silver

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for…

Artificial Intelligence · Computer Science 2021-04-06 Jaeyoung Lee , Richard S. Sutton

This work proposes a two-layered control scheme for constrained nonlinear systems represented by a class of recurrent neural networks and affected by additive disturbances. In particular, a base controller ensures global or regional…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Daniele Ravasio , Danilo Saccani , Marcello Farina , Giancarlo Ferrari-Trecate

We introduce a method for policy improvement that interpolates between the greedy approach of value-based reinforcement learning (RL) and the full planning approach typical of model-based RL. The new method builds on the concept of a…

Machine Learning · Statistics 2022-06-20 Shantanu Thakoor , Mark Rowland , Diana Borsa , Will Dabney , Rémi Munos , André Barreto

This paper describes a new information-theoretic policy evaluation technique for reinforcement learning. This technique converts any compression or density model into a corresponding estimate of value. Under appropriate stationarity and…

Artificial Intelligence · Computer Science 2014-11-20 Joel Veness , Marc G. Bellemare , Marcus Hutter , Alvin Chua , Guillaume Desjardins

This paper investigates the identification, the determinacy and the stability of ad hoc, "quasi-optimal" and optimal policy rules augmented with financial stability indicators (such as asset prices deviations from their fundamental values)…

Economics · Quantitative Finance 2014-04-15 Jean-Bernard Chatelain , Kirsten Ralf

In this article, two types of methods from different perspectives based on spectral normalization are described for ensuring the stability of the system controlled by a neural network. The first one is that the L2 gain of the feedback…

Artificial Intelligence · Computer Science 2020-12-29 Ryoichi Takase , Nobuyuki Yoshikawa , Toshisada Mariyama , Takeshi Tsuchiya

The prescribed-time stabilization problem for a general class of nonlinear systems with unknown input gain and appended dynamics (with unmeasured state) is addressed. Unlike the asymptotic stabilization problem, the prescribed-time…

Optimization and Control · Mathematics 2021-08-10 Prashanth Krishnamurthy , Farshad Khorrami

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

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
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