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We study an approach to policy selection for large relational Markov Decision Processes (MDPs). We consider a variant of approximate policy iteration (API) that replaces the usual value-function learning step with a learning step in policy…

Artificial Intelligence · Computer Science 2011-09-13 A. Fern , R. Givan , S. Yoon

Approximate Policy Iteration (API) algorithms alternate between (approximate) policy evaluation and (approximate) greedification. Many different approaches have been explored for approximate policy evaluation, but less is understood about…

Machine Learning · Computer Science 2022-04-20 Alan Chan , Hugo Silva , Sungsu Lim , Tadashi Kozuno , A. Rupam Mahmood , Martha White

Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…

Machine Learning · Computer Science 2021-03-04 Chen Chen , Hongyao Tang , Jianye Hao , Wulong Liu , Zhaopeng Meng

In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…

Machine Learning · Computer Science 2020-02-04 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Zheng , Gang Pan

This paper investigates a type of instability that is linked to the greedy policy improvement in approximated reinforcement learning. We show empirically that non-deterministic policy improvement can stabilize methods like LSPI by…

Artificial Intelligence · Computer Science 2016-12-23 Wendelin Böhmer , Rong Guo , Klaus Obermayer

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

For artificially intelligent learning systems to have widespread applicability in real-world settings, it is important that they be able to operate decentrally. Unfortunately, decentralized control is difficult -- computing even an…

Artificial Intelligence · Computer Science 2021-01-13 Samuel Sokota , Edward Lockhart , Finbarr Timbers , Elnaz Davoodi , Ryan D'Orazio , Neil Burch , Martin Schmid , Michael Bowling , Marc Lanctot

Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action…

Optimization and Control · Mathematics 2021-07-02 Vijay Kumar , Mort Webster

Classical value iteration approaches are not applicable to environments with continuous states and actions. For such environments, the states and actions are usually discretized, which leads to an exponential increase in computational…

Machine Learning · Computer Science 2021-05-12 Michael Lutter , Shie Mannor , Jan Peters , Dieter Fox , Animesh Garg

The development of Policy Iteration (PI) has inspired many recent algorithms for Reinforcement Learning (RL), including several policy gradient methods that gained both theoretical soundness and empirical success on a variety of tasks. The…

Machine Learning · Computer Science 2025-06-03 Zhijie Xie , Shenghui Song

Reinforcement Learning (RL) has the promise of providing data-driven support for decision-making in a wide range of problems in healthcare, education, business, and other domains. Classical RL methods focus on the mean of the total return…

Machine Learning · Computer Science 2022-02-02 Elynn Y. Chen , Rui Song , Michael I. Jordan

Infinite-horizon optimal control of constrained piecewise affine (PWA) systems has been approximately addressed by hybrid model predictive control (MPC), which, however, has computational limitations, both in offline design and online…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

Approximate dynamic programming algorithms, such as approximate value iteration, have been successfully applied to many complex reinforcement learning tasks, and a better approximate dynamic programming algorithm is expected to further…

Machine Learning · Statistics 2017-10-31 Tadashi Kozuno , Eiji Uchibe , Kenji Doya

Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts consecutive policies to be 'close' to one another, is…

Machine Learning · Computer Science 2019-12-13 Lior Shani , Yonathan Efroni , Shie Mannor

This paper studies the infinite-horizon adaptive optimal control of continuous-time linear periodic (CTLP) systems. A novel value iteration (VI) based off-policy ADP algorithm is proposed for a general class of CTLP systems, so that…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Bo Pang , Zhong-Ping Jiang

Diffusion Policy (DP) enables robots to learn complex behaviors by imitating expert demonstrations through action diffusion. However, in practical applications, hardware limitations often degrade data quality, while real-time constraints…

Computer Vision and Pattern Recognition · Computer Science 2025-08-12 Jiahua Ma , Yiran Qin , Yixiong Li , Xuanqi Liao , Yulan Guo , Ruimao Zhang

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

This paper tackles the task of goal-conditioned dynamic manipulation of deformable objects. This task is highly challenging due to its complex dynamics (introduced by object deformation and high-speed action) and strict task requirements…

Robotics · Computer Science 2022-04-25 Cheng Chi , Benjamin Burchfiel , Eric Cousineau , Siyuan Feng , Shuran Song

Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participation in the performance of a risky asset while protecting the invested capital. This protection is however not perfect and the gap risk must…

Pricing of Securities · Quantitative Finance 2010-02-10 Louis Paulot , Xavier Lacroze

The deep reinforcement learning (DRL) algorithm works brilliantly on solving various complex control tasks. This phenomenal success can be partly attributed to DRL encouraging intelligent agents to sufficiently explore the environment and…

Machine Learning · Computer Science 2023-01-09 Chao Li , Chen Gong , Qiang He , Xinwen Hou , Yu Liu