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Learning from previously collected datasets of expert data offers the promise of acquiring robotic policies without unsafe and costly online explorations. However, a major challenge is a distributional shift between the states in the…

Machine Learning · Computer Science 2022-07-19 Alfredo Reichlin , Giovanni Luca Marchetti , Hang Yin , Ali Ghadirzadeh , Danica Kragic

We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…

Probability · Mathematics 2015-03-17 James Y. Zhao

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO) are among the most successful policy gradient approaches in deep reinforcement learning (RL). While these methods achieve state-of-the-art performance across a…

Machine Learning · Computer Science 2020-06-22 Ahmed Touati , Amy Zhang , Joelle Pineau , Pascal Vincent

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

We propose networked policy gradient play for solving Markov potential games with continuous and/or discrete state-action pairs. During the game, agents use parametrized and differentiable policies that depend on the current state and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Sarper Aydin , Ceyhun Eksin

When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…

Machine Learning · Computer Science 2019-12-12 Ilya Kostrikov , Ofir Nachum , Jonathan Tompson

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Multiagent Systems · Computer Science 2014-11-06 Sergio Valcarcel Macua , Jianshu Chen , Santiago Zazo , Ali H. Sayed

We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational…

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Off-policy policy evaluation methods for sequential decision making can be used to help identify if a proposed decision policy is better than a current baseline policy. However, a new decision policy may be better than a baseline policy for…

Machine Learning · Computer Science 2021-11-30 Ramtin Keramati , Omer Gottesman , Leo Anthony Celi , Finale Doshi-Velez , Emma Brunskill

We revisit Group Relative Policy Optimization (GRPO) in both on-policy and off-policy optimization regimes. Our motivation comes from recent work on off-policy Proximal Policy Optimization (PPO), which improves training stability, sampling…

Optimal Markov Decision Process policies for problems with finite state and action space are identified through a partial ordering by comparing the value function across states. This is referred to as state-based optimality. This paper…

Optimization and Control · Mathematics 2021-12-02 Dylan Solms

Motivated from Bertsekas' recent study on policy iteration (PI) for solving the problems of infinite-horizon discounted Markov decision processes (MDPs) in an on-line setting, we develop an off-line PI integrated with a multi-policy…

Optimization and Control · Mathematics 2021-12-07 Hyeong Soo Chang

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe