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Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…

Machine Learning · Computer Science 2020-05-05 Gang Chen

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Path-planning for autonomous vehicles in threat-laden environments is a fundamental challenge. While traditional optimal control methods can find ideal paths, the computational time is often too slow for real-time decision-making. To solve…

Optimization and Control · Mathematics 2026-04-15 Qiang Le , Yaguang Yang , Isaac E. Weintraub

Policy Iteration (PI) is a widely used family of algorithms to compute optimal policies for Markov Decision Problems (MDPs). We derive upper bounds on the running time of PI on Deterministic MDPs (DMDPs): the class of MDPs in which every…

Discrete Mathematics · Computer Science 2023-10-10 Ritesh Goenka , Eashan Gupta , Sushil Khyalia , Pratyush Agarwal , Mulinti Shaik Wajid , Shivaram Kalyanakrishnan

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

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the…

Machine Learning · Statistics 2018-04-17 Kamil Ciosek , Shimon Whiteson

In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…

Machine Learning · Computer Science 2018-06-15 Matteo Papini , Damiano Binaghi , Giuseppe Canonaco , Matteo Pirotta , Marcello Restelli

Post-deployment machine learning algorithms often influence the environments they act in, and thus shift the underlying dynamics that the standard reinforcement learning (RL) methods ignore. While designing optimal algorithms in this…

Machine Learning · Computer Science 2026-02-03 Debabrota Basu , Udvas Das , Brahim Driss , Uddalak Mukherjee

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

Generative Diffusion Models (GDMs), have made significant strides in modeling complex data distributions across diverse domains. Meanwhile, Deep Reinforcement Learning (DRL) has demonstrated substantial improvements in optimizing Wi-Fi…

Networking and Internet Architecture · Computer Science 2025-01-08 Tie Liu , Xuming Fang , Rong He

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

We introduce Policy Gradient Guidance (PGG), a simple extension of classifier-free guidance from diffusion models to classical policy gradient methods. PGG augments the policy gradient with an unconditional branch and interpolates…

Machine Learning · Computer Science 2025-10-03 Jianing Qi , Hao Tang , Zhigang Zhu

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

Advances in mobile communication capabilities open the door for closer integration of pre-hospital and in-hospital care processes. For example, medical specialists can be enabled to guide on-site paramedics and can, in turn, be supplied…

Systems and Control · Electrical Eng. & Systems 2023-04-20 Steffen Gracla , Edgar Beck , Carsten Bockelmann , Armin Dekorsy

End-to-End (E2E) learning-based concept has been recently introduced to jointly optimize both the transmitter and the receiver in wireless communication systems. Unfortunately, this E2E learning architecture requires a prior differentiable…

Networking and Internet Architecture · Computer Science 2023-08-08 Bolun Zhang , Nguyen Van Huynh

What are the limits of controlling language models via synthetic training data? We develop a reinforcement learning (RL) primitive, the Dataset Policy Gradient (DPG), which can precisely optimize synthetic data generators to produce a…

Computation and Language · Computer Science 2026-04-10 Tristan Thrush , Sung Min Park , Herman Brunborg , Luke Bailey , Marcel Roed , Neil Band , Christopher Potts , Tatsunori Hashimoto

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup