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Policy iteration is a family of algorithms that are used to find an optimal policy for a given Markov Decision Problem (MDP). Simple Policy iteration (SPI) is a type of policy iteration where the strategy is to change the policy at exactly…

Machine Learning · Computer Science 2019-12-02 Sarthak Consul , Bhishma Dedhia , Kumar Ashutosh , Parthasarathi Khirwadkar

Bisimulation metrics define a distance measure between states of a Markov decision process (MDP) based on a comparison of reward sequences. Due to this property they provide theoretical guarantees in value function approximation (VFA). In…

Machine Learning · Computer Science 2022-11-15 Mete Kemertas , Allan Jepson

We consider the stochastic single node energy storage problem (SNES) and revisit Approximate Policy Iteration (API) to solve SNES. We show that the performance of API can be boosted by using neural networks as an approximation architecture…

Optimization and Control · Mathematics 2019-10-07 Trivikram Dokka , Richlove Frimpong

We propose a new sample-efficient methodology, called Supervised Policy Update (SPU), for deep reinforcement learning. Starting with data generated by the current policy, SPU formulates and solves a constrained optimization problem in the…

Machine Learning · Computer Science 2018-12-27 Quan Vuong , Yiming Zhang , Keith W. Ross

Batch Reinforcement Learning (Batch RL) consists in training a policy using trajectories collected with another policy, called the behavioural policy. Safe policy improvement (SPI) provides guarantees with high probability that the trained…

Machine Learning · Computer Science 2019-07-12 Kimia Nadjahi , Romain Laroche , Rémi Tachet des Combes

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Pure exploration in episodic Reinforcement Learning has primarily focused on Best Policy Identification (BPI), which seeks to identify a (near)-optimal policy with high confidence. Motivated by practical settings where a ``good enough''…

Machine Learning · Computer Science 2026-05-25 Zitian Li , Wang Chi Cheung

Optimal policies in standard MDPs can be obtained using either value iteration or policy iteration. However, in the case of zero-sum Markov games, there is no efficient policy iteration algorithm; e.g., it has been shown that one has to…

Machine Learning · Computer Science 2023-10-31 Anna Winnicki , R. Srikant

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Dynamic Programming (DP) provides standard algorithms to solve Markov Decision Processes. However, these algorithms generally do not optimize a scalar objective function. In this paper, we draw connections between DP and (constrained)…

Machine Learning · Computer Science 2019-10-30 Nino Vieillard , Olivier Pietquin , Matthieu Geist

We develop a simple framework to learn bio-inspired foraging policies using human data. We conduct an experiment where humans are virtually immersed in an open field foraging environment and are trained to collect the highest amount of…

In this paper, we give a new approximate dynamic programming (ADP) method to solve large-scale Markov decision programming (MDP) problem. In comparison with many classic ADP methods which have large number of constraints, we formulate an…

Optimization and Control · Mathematics 2025-07-15 Di Zhang

On-policy deep reinforcement learning algorithms have low data utilization and require significant experience for policy improvement. This paper proposes a proximal policy optimization algorithm with prioritized trajectory replay (PTR-PPO)…

Machine Learning · Computer Science 2021-12-09 Xingxing Liang , Yang Ma , Yanghe Feng , Zhong Liu

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

In this paper we propose an on-line policy iteration (PI) algorithm for finite-state infinite horizon discounted dynamic programming, whereby the policy improvement operation is done on-line, only for the states that are encountered during…

Optimization and Control · Mathematics 2021-06-03 Dimitri Bertsekas

Automated theorem proving (ATP) is one of the most challenging mathematical reasoning tasks for Large Language Models (LLMs). Most existing LLM-based ATP methods rely on supervised fine-tuning, which results in a limited alignment between…

Artificial Intelligence · Computer Science 2025-02-27 Shuming Shi , Ruobing Zuo , Gaolei He , Jianlin Wang , Chenyang Xu , Zhengfeng Yang

The standard version of the policy iteration (PI) algorithm fails for semicontinuous models, that is, for models with lower semicontinuous one-step costs and weakly continuous transition law. This is due to the lack of continuity properties…

Optimization and Control · Mathematics 2023-07-17 Óscar Vega-Amaya , Fernando Luque-Vásquez

We develop a method for obtaining safe initial policies for reinforcement learning via approximate dynamic programming (ADP) techniques for uncertain systems evolving with discrete-time dynamics. We employ kernelized Lipschitz estimation…

Systems and Control · Electrical Eng. & Systems 2019-07-05 Ankush Chakrabarty , Devesh K. Jha , Gregery T. Buzzard , Yebin Wang , Kyriakos Vamvoudakis

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

Proximal Policy Optimization (PPO) is a popular deep policy gradient algorithm. In standard implementations, PPO regularizes policy updates with clipped probability ratios, and parameterizes policies with either continuous Gaussian…

Machine Learning · Computer Science 2020-09-24 Chloe Ching-Yun Hsu , Celestine Mendler-Dünner , Moritz Hardt
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