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We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…

Machine Learning · Computer Science 2024-02-16 Tobias Enders , James Harrison , Maximilian Schiffer

In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-convex optimization problems arising in the training of deep…

Optimization and Control · Mathematics 2024-01-18 Natasa Krejic , Natasa Krklec Jerinkic , Angeles Martinez , Mahsa Yousefi

In this work we present a novel extension of soft actor critic, a state of the art deep reinforcement algorithm. Our method allows us to combine traditional controllers with learned neural network policies. This combination allows us to…

Robotics · Computer Science 2020-12-23 Sean Gillen , Marco Molnar , Katie Byl

The actor-critic (AC) framework has achieved strong empirical success in off-policy reinforcement learning but suffers from the "moving target" problem, where the evaluated policy changes continually. Functional critics, or…

Machine Learning · Computer Science 2026-02-10 Qinxun Bai , Yuxuan Han , Wei Xu , Zhengyuan Zhou

ATARI is a suite of video games used by reinforcement learning (RL) researchers to test the effectiveness of the learning algorithm. Receiving only the raw pixels and the game score, the agent learns to develop sophisticated strategies,…

Machine Learning · Computer Science 2024-07-17 Le Zhang , Yong Gu , Xin Zhao , Yanshuo Zhang , Shu Zhao , Yifei Jin , Xinxin Wu

Despite definite success in deep reinforcement learning problems, actor-critic algorithms are still confronted with sample inefficiency in complex environments, particularly in tasks where efficient exploration is a bottleneck. These…

Machine Learning · Computer Science 2021-02-09 Yannis Flet-Berliac , Johan Ferret , Olivier Pietquin , Philippe Preux , Matthieu Geist

In reinforcement learning, off-policy actor-critic methods like DDPG and TD3 use deterministic policy gradients: the Q-function is learned from environment data, while the actor maximizes it via gradient ascent. We observe that in complex…

Machine Learning · Computer Science 2025-10-13 Ayush Jain , Norio Kosaka , Xinhu Li , Kyung-Min Kim , Erdem Bıyık , Joseph J. Lim

Reinforcement learning (RL) actor-critic algorithms enable autonomous learning but often require a large number of environment interactions, which limits their applicability in robotics. Leveraging expert data can reduce the number of…

Machine Learning · Computer Science 2026-03-02 Andreas Kernbach , Amr Elsheikh , Nicolas Grupp , René Nagel , Marco F. Huber

Many existing reinforcement learning (RL) methods employ stochastic gradient iteration on the back end, whose stability hinges upon a hypothesis that the data-generating process mixes exponentially fast with a rate parameter that appears in…

Machine Learning · Computer Science 2023-02-02 Wesley A. Suttle , Amrit Singh Bedi , Bhrij Patel , Brian M. Sadler , Alec Koppel , Dinesh Manocha

Actor-critic methods, a type of model-free reinforcement learning (RL), have achieved state-of-the-art performances in many real-world domains in continuous control. Despite their success, the wide-scale deployment of these models is still…

Machine Learning · Computer Science 2020-12-14 Srinjoy Roy , Saptam Bakshi , Tamal Maharaj

This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

Machine Learning · Computer Science 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…

Artificial Intelligence · Computer Science 2017-10-04 Xiangxiang Chu , Hangjun Ye

We investigate the combination of actor-critic reinforcement learning algorithms with uniform large-scale experience replay and propose solutions for two challenges: (a) efficient actor-critic learning with experience replay (b) stability…

Machine Learning · Computer Science 2019-11-19 Simon Schmitt , Matteo Hessel , Karen Simonyan

Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in…

Machine Learning · Statistics 2019-10-29 Kamil Ciosek , Quan Vuong , Robert Loftin , Katja Hofmann

In partially observable reinforcement learning, offline training gives access to latent information which is not available during online training and/or execution, such as the system state. Asymmetric actor-critic methods exploit such…

Machine Learning · Computer Science 2022-08-08 Andrea Baisero , Christopher Amato

In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…

Optimization and Control · Mathematics 2025-10-28 Weijian Li , Andreas A. Malikopoulos

We present a multi-agent actor-critic method that aims to implicitly address the credit assignment problem under fully cooperative settings. Our key motivation is that credit assignment among agents may not require an explicit formulation…

Machine Learning · Computer Science 2020-10-23 Meng Zhou , Ziyu Liu , Pengwei Sui , Yixuan Li , Yuk Ying Chung

Trust region-based optimization methods have become foundational reinforcement learning algorithms that offer stability and strong empirical performance in continuous control tasks. Growing interest in scalable and reusable control policies…

Machine Learning · Computer Science 2025-08-21 Thomas Gallien

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

Reinforcement learning has attracted great attention recently, especially policy gradient algorithms, which have been demonstrated on challenging decision making and control tasks. In this paper, we propose an active multi-step TD algorithm…

Machine Learning · Computer Science 2019-11-28 Gang Chen , Dingcheng Li , Ran Xu