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Policy evaluation is a key process in Reinforcement Learning (RL). It assesses a given policy by estimating the corresponding value function. When using parameterized value functions, common approaches minimize the sum of squared Bellman…

Machine Learning · Computer Science 2020-02-19 Shirli Di-Castro Shashua , Shie Mannor

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master…

Machine Learning · Computer Science 2019-09-12 Shangtong Zhang , Shimon Whiteson

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

Artificial Intelligence · Computer Science 2026-03-17 Hongqiang Lin , Zhenghui Fu , Weihao Tang , Pengfei Wang , Yiding Sun , Qixian Huang , Dongxu Zhang

We study a structured bi-level optimization problem where the upper-level objective is a smooth function and the lower-level problem is policy optimization in a Markov decision process (MDP). The upper-level decision variable parameterizes…

Machine Learning · Computer Science 2026-04-23 Sihan Zeng , Sujay Bhatt , Sumitra Ganesh , Alec Koppel

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

Off-policy model-free deep reinforcement learning methods using previously collected data can improve sample efficiency over on-policy policy gradient techniques. On the other hand, on-policy algorithms are often more stable and easier to…

Machine Learning · Computer Science 2017-06-02 Shixiang Gu , Timothy Lillicrap , Zoubin Ghahramani , Richard E. Turner , Bernhard Schölkopf , Sergey Levine

A widely-studied deep reinforcement learning (RL) technique known as Prioritized Experience Replay (PER) allows agents to learn from transitions sampled with non-uniform probability proportional to their temporal-difference (TD) error.…

Machine Learning · Computer Science 2022-09-02 Baturay Saglam , Furkan B. Mutlu , Dogan C. Cicek , Suleyman S. Kozat

Pretraining with expert demonstrations have been found useful in speeding up the training process of deep reinforcement learning algorithms since less online simulation data is required. Some people use supervised learning to speed up the…

Artificial Intelligence · Computer Science 2018-02-12 Xiaoqin Zhang , Huimin Ma

Offline reinforcement learning (RL) aims to learn an effective policy from a static dataset. To alleviate extrapolation errors, existing studies often uniformly regularize the value function or policy updates across all states. However, due…

Machine Learning · Computer Science 2025-05-27 Qin-Wen Luo , Ming-Kun Xie , Ye-Wen Wang , Sheng-Jun Huang

We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…

Machine Learning · Computer Science 2022-07-26 Yanwei Jia , Xun Yu Zhou

We propose A-Crab (Actor-Critic Regularized by Average Bellman error), a new practical algorithm for offline reinforcement learning (RL) in complex environments with insufficient data coverage. Our algorithm combines the marginalized…

Machine Learning · Computer Science 2023-10-10 Hanlin Zhu , Paria Rashidinejad , Jiantao Jiao

Actor-critic algorithms are widely used in reinforcement learning, but are challenging to mathematically analyse due to the online arrival of non-i.i.d. data samples. The distribution of the data samples dynamically changes as the model is…

Machine Learning · Computer Science 2023-09-20 Ziheng Wang , Justin Sirignano

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

Reinforcement learning (RL) has achieved strong performance in robotic control; however, state-of-the-art policy learning methods, such as actor-critic methods, still suffer from high sample complexity and often produce physically…

Robotics · Computer Science 2026-03-24 Namai Chandra , Liu Mohan , Zhihao Gu , Lin Wang

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…

Optimization and Control · Mathematics 2020-01-17 Sulaiman A. Alghunaim , Ali H. Sayed

In this paper, we propose a second-order deterministic actor-critic framework in reinforcement learning that extends the classical deterministic policy gradient method to exploit curvature information of the performance function. Building…

Machine Learning · Computer Science 2025-11-13 Arash Bahari Kordabad , Dean Brandner , Sebastien Gros , Sergio Lucia , Sadegh Soudjani

Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate…

Machine Learning · Computer Science 2020-01-27 Erinc Merdivan , Sten Hanke , Matthieu Geist

Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…

Optimization and Control · Mathematics 2018-11-22 Donghwan Lee , Jianghai Hu