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We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Deep Reinforcement Learning (Deep RL) has had incredible achievements on high dimensional problems, yet its learning process remains unstable even on the simplest tasks. Deep RL uses neural networks as function approximators. These neural…

Machine Learning · Computer Science 2022-10-18 Riccardo Della Vecchia , Alena Shilova , Philippe Preux , Riad Akrour

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

Stability is a basic requirement when studying the behavior of dynamical systems. However, stabilizing dynamical systems via reinforcement learning is challenging because only little data can be collected over short time horizons before…

Optimization and Control · Mathematics 2024-11-01 Steffen W. R. Werner , Benjamin Peherstorfer

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst

Reinforcement learning (RL) plays a crucial role in shaping the behavior of large language and reasoning models (LLMs/LRMs). However, it often produces brittle and unstable policies, leading to critical failures such as spurious reasoning,…

Artificial Intelligence · Computer Science 2025-07-29 Xingcheng Xu

Continuous control of non-stationary environments is a major challenge for deep reinforcement learning algorithms. The time-dependency of the state transition dynamics aggravates the notorious stability problems of model-free deep…

Machine Learning · Computer Science 2025-11-05 Abdullah Akgül , Gulcin Baykal , Manuel Haußmann , Melih Kandemir

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

Dynamical Systems · Mathematics 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

Machine Learning · Computer Science 2019-10-01 Zhenyu Zhang , Xiangfeng Luo , Tong Liu , Shaorong Xie , Jianshu Wang , Wei Wang , Yang Li , Yan Peng

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

This paper considers a class of reinforcement-based learning (namely, perturbed learning automata) and provides a stochastic-stability analysis in repeatedly-played, positive-utility, finite strategic-form games. Prior work in this class of…

Computer Science and Game Theory · Computer Science 2019-01-29 Georgios C. Chasparis

Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance…

Machine Learning · Computer Science 2019-12-02 Qi Zhou , Houqiang Li , Jie Wang

In this work, we provide theoretical guarantees for reward decomposition in deterministic MDPs. Reward decomposition is a special case of Hierarchical Reinforcement Learning, that allows one to learn many policies in parallel and combine…

Machine Learning · Computer Science 2018-03-14 Tom Zahavy , Avinatan Hasidim , Haim Kaplan , Yishay Mansour

We study the safe reinforcement learning problem with nonlinear function approximation, where policy optimization is formulated as a constrained optimization problem with both the objective and the constraint being nonconvex functions. For…

Machine Learning · Computer Science 2019-10-29 Ming Yu , Zhuoran Yang , Mladen Kolar , Zhaoran Wang

State entropy regularization has empirically shown better exploration and sample complexity in reinforcement learning (RL). However, its theoretical guarantees have not been studied. In this paper, we show that state entropy regularization…

Machine Learning · Computer Science 2025-12-02 Yonatan Ashlag , Uri Koren , Mirco Mutti , Esther Derman , Pierre-Luc Bacon , Shie Mannor

Updating machine learning models with new information usually improves their predictive performance, yet, in many applications, it is also desirable to avoid changing the model predictions too much. This property is called stability. In…

Machine Learning · Computer Science 2024-02-22 Morten Blørstad , Berent Å. S. Lunde , Nello Blaser

Approximate Policy Iteration (API) algorithms alternate between (approximate) policy evaluation and (approximate) greedification. Many different approaches have been explored for approximate policy evaluation, but less is understood about…

Machine Learning · Computer Science 2022-04-20 Alan Chan , Hugo Silva , Sungsu Lim , Tadashi Kozuno , A. Rupam Mahmood , Martha White

In offline reinforcement learning (RL), we learn policies from fixed datasets without environment interaction. The major challenges are to provide guarantees on the (1) performance and (2) safety of the resulting policy. A technique called…

Machine Learning · Computer Science 2026-05-12 Maris F. L. Galesloot , Thomas Rhemrev , Nils Jansen

Batch Reinforcement Learning (Batch RL) consists in training a policy using trajectories collected with another policy, called the behavioural policy. Safe policy improvement (SPI) provides guarantees with high probability that the trained…

Machine Learning · Computer Science 2019-07-12 Kimia Nadjahi , Romain Laroche , Rémi Tachet des Combes