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Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Machine Learning · Computer Science 2017-10-18 Mengdi Wang

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

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens

Both the optimal value function and the optimal policy can be used to model an optimal controller based on the duality established by the Bellman equation. Even with this duality, no parametric model has been able to output both policy and…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Jicheng Shi , Yingzhao Lian , Colin N. Jones

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…

Machine Learning · Computer Science 2021-12-30 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

Machine Learning · Computer Science 2024-04-16 Zifan Wu , Bo Tang , Qian Lin , Chao Yu , Shangqin Mao , Qianlong Xie , Xingxing Wang , Dong Wang

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Approximate linear programming (ALP) represents one of the major algorithmic families to solve large-scale Markov decision processes (MDP). In this work, we study a primal-dual formulation of the ALP, and develop a scalable, model-free…

Machine Learning · Computer Science 2018-04-30 Yichen Chen , Lihong Li , Mengdi Wang

We study the problem of computing an optimal large language model (LLM) policy for the constrained alignment problem, where the goal is to maximize a primary reward objective while satisfying constraints on secondary utilities. Despite the…

Machine Learning · Computer Science 2025-11-27 Botong Zhang , Shuo Li , Ignacio Hounie , Osbert Bastani , Dongsheng Ding , Alejandro Ribeiro

Value-based reinforcement-learning algorithms provide state-of-the-art results in model-free discrete-action settings, and tend to outperform actor-critic algorithms. We argue that actor-critic algorithms are limited by their need for an…

Machine Learning · Computer Science 2019-06-13 Denis Steckelmacher , Hélène Plisnier , Diederik M. Roijers , Ann Nowé

We study the global convergence and global optimality of actor-critic, one of the most popular families of reinforcement learning algorithms. While most existing works on actor-critic employ bi-level or two-timescale updates, we focus on…

Machine Learning · Computer Science 2021-06-15 Zuyue Fu , Zhuoran Yang , Zhaoran Wang

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

Machine Learning · Statistics 2016-12-09 Yichen Chen , Mengdi Wang

We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

Artificial Intelligence · Computer Science 2025-04-07 Sergio Rozada , Dongsheng Ding , Antonio G. Marques , Alejandro Ribeiro

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

This paper proposes a novel distributed approach for solving a cooperative Constrained Multi-agent Reinforcement Learning (CMARL) problem, where agents seek to minimize a global objective function subject to shared constraints. Unlike…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Ali Kahe , Hamed Kebriaei

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Machine Learning · Computer Science 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

Optimization and Control · Mathematics 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

To obtain better value estimation in reinforcement learning, we propose a novel algorithm based on the double actor-critic framework with temporal difference error-driven regularization, abbreviated as TDDR. TDDR employs double actors, with…

Machine Learning · Computer Science 2024-10-01 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang
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