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In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…

Machine Learning · Computer Science 2024-05-31 Weiye Zhao , Feihan Li , Yifan Sun , Rui Chen , Tianhao Wei , Changliu Liu

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

Enforcing state and input constraints during reinforcement learning (RL) in continuous state spaces is an open but crucial problem which remains a roadblock to using RL in safety-critical applications. This paper leverages invariant sets to…

Systems and Control · Electrical Eng. & Systems 2019-06-28 Ankush Chakrabarty , Rien Quirynen , Claus Danielson , Weinan Gao

Reinforcement learning algorithms rely on exploration to discover new behaviors, which is typically achieved by following a stochastic policy. In continuous control tasks, policies with a Gaussian distribution have been widely adopted.…

Machine Learning · Computer Science 2019-03-28 Dmytro Korenkevych , A. Rupam Mahmood , Gautham Vasan , James Bergstra

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

We present Anchored Direct Preference Optimization (ADPO), a policy alignment method derived from first principles of KL-regularized reinforcement learning. Unlike standard approaches that treat the reference policy merely as a regularizer,…

Machine Learning · Computer Science 2026-01-13 Wang Zixian

This paper addresses a fundamental issue central to approximation methods for solving large Markov decision processes (MDPs): how to automatically learn the underlying representation for value function approximation? A novel theoretically…

Artificial Intelligence · Computer Science 2012-07-09 Sridhar Mahadevan

In this paper, a hierarchical one-leader-multi-followers game for a class of continuous-time nonlinear systems with disturbance is investigated by a novel policy iteration reinforcement learning technique in which, the game model consists…

Systems and Control · Electrical Eng. & Systems 2019-07-29 Mohammad reza Satouri , Hamed Kebriaei , Abolhassan Razminia , Mohammad javad Yazdanpanah

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

This work presents In-Context Policy Iteration, an algorithm for performing Reinforcement Learning (RL), in-context, using foundation models. While the application of foundation models to RL has received considerable attention, most…

Machine Learning · Computer Science 2023-08-15 Ethan Brooks , Logan Walls , Richard L. Lewis , Satinder Singh

Policy networks are a central feature of deep reinforcement learning (RL) algorithms for continuous control, enabling the estimation and sampling of high-value actions. From the variational inference perspective on RL, policy networks, when…

Machine Learning · Computer Science 2021-10-26 Joseph Marino , Alexandre Piché , Alessandro Davide Ialongo , Yisong Yue

Markov games and robust MDPs are closely related models that involve computing a pair of saddle point policies. As part of the long-standing effort to develop efficient algorithms for these models, the Filar-Tolwinski (FT) algorithm has…

Computer Science and Game Theory · Computer Science 2025-11-18 Keith Badger , Jefferson Huang , Marek Petrik

This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…

Optimization and Control · Mathematics 2022-10-11 Heng Zhang

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

This paper develops a deep policy iteration method for high-dimensional finite-horizon mean-field games (MFG). We reformulate the game as a regenerative problem with deterministic cycles, which allows policy evaluation (PE), policy…

Numerical Analysis · Mathematics 2026-05-18 Shuixin Fang , Shupeng Wang , Zhen Wu , Hui Zhang , Tao Zhou

Howard's Policy Iteration (HPI) is a classic algorithm for solving Markov Decision Problems (MDPs). HPI uses a "greedy" switching rule to update from any non-optimal policy to a dominating one, iterating until an optimal policy is found.…

Artificial Intelligence · Computer Science 2025-05-05 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when…

Machine Learning · Computer Science 2019-07-12 Elad Sarafian , Aviv Tamar , Sarit Kraus

Deep Reinforcement Learning (Deep RL) has had incredible achievements on high dimensional problems, yet its learning process remains unstable even on the simplest tasks. Deep RL uses neural networks as function approximators. These neural…

Machine Learning · Computer Science 2022-10-18 Riccardo Della Vecchia , Alena Shilova , Philippe Preux , Riad Akrour

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

In this work, we consider a cooperative multi-agent Markov decision process (MDP) involving m agents. At each decision epoch, all the m agents independently select actions in order to maximize a common long-term objective. In the policy…

Machine Learning · Computer Science 2024-05-01 Lakshmi Mandal , Chandrashekar Lakshminarayanan , Shalabh Bhatnagar