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Aligning large language models (LLMs) with human preferences has gained significant attention, with Proximal Policy Optimization (PPO) as a standard yet computationally expensive method and Direct Preference Optimization (DPO) as a more…

Artificial Intelligence · Computer Science 2025-02-10 Yuzi Yan , Yibo Miao , Jialian Li , Yipin Zhang , Jian Xie , Zhijie Deng , Dong Yan

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Multi-objective reinforcement learning (MORL) seeks to learn policies that balance multiple, often conflicting objectives. Although a single preference-conditioned policy is the most flexible and scalable solution, existing approaches…

Machine Learning · Computer Science 2026-02-10 Tanmay Ambadkar , Sourav Panda , Shreyash Kale , Jonathan Dodge , Abhinav Verma

In constrained Markov decision processes, enforcing constraints during training is often thought of as decreasing the final return. Recently, it was shown that constraints can be incorporated directly into the policy geometry, yielding an…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

In recent years, reinforcement learning (RL) has gained increasing attention in control engineering. Especially, policy gradient methods are widely used. In this work, we improve the tracking performance of proximal policy optimization…

Machine Learning · Computer Science 2021-07-21 Jana Mayer , Johannes Westermann , Juan Pedro Gutiérrez H. Muriedas , Uwe Mettin , Alexander Lampe

The role of reinforcement learning (RL) in enhancing the reasoning of large language models (LLMs) is becoming increasingly significant. Despite the success of RL in many scenarios, there are still many challenges in improving the reasoning…

Artificial Intelligence · Computer Science 2024-12-25 Jiacai Liu , Chaojie Wang , Chris Yuhao Liu , Liang Zeng , Rui Yan , Yiwen Sun , Yang Liu , Yahui Zhou

Direct preference optimization (DPO) is a form of reinforcement learning from human feedback (RLHF) where the policy is learned directly from preferential feedback. Although many models of human preferences exist, the critical task of…

Machine Learning · Computer Science 2025-03-04 Branislav Kveton , Xintong Li , Julian McAuley , Ryan Rossi , Jingbo Shang , Junda Wu , Tong Yu

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

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

Proximal Policy Optimization (PPO) is widely regarded as one of the most successful deep reinforcement learning algorithms, known for its robustness and effectiveness across a range of problems. The PPO objective encourages the importance…

Machine Learning · Computer Science 2025-11-05 Gilad Karpel , Ruida Zhou , Shoham Sabach , Mohammad Ghavamzadeh

Problem definition: Supply chains are constantly evolving networks. Reinforcement learning is increasingly proposed as a solution to provide optimal control of these networks. Academic/practical: However, learning in continuously varying…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Wan Wang , Haiyan Wang , Adam J. Sobey

Legged locomotion in unstructured environments demands not only high-performance control policies but also formal guarantees to ensure robustness under perturbations. Control methods often require carefully designed reference trajectories,…

Robotics · Computer Science 2026-03-23 Vrushabh Zinage , Narek Harutyunyan , Eric Verheyden , Fred Y. Hadaegh , Soon-Jo Chung

We consider the problem of policy transfer between two Markov Decision Processes (MDPs). We introduce a lemma based on existing theoretical results in reinforcement learning to measure the relativity gap between two arbitrary MDPs, that is…

Machine Learning · Computer Science 2024-01-25 Jiawei Xu , Cheng Zhou , Yizheng Zhang , Baoxiang Wang , Lei Han

Reinforcement learning (RL) has been successfully applied to solve the problem of finding obstacle-free paths for autonomous agents operating in stochastic and uncertain environments. However, when the underlying stochastic dynamics of the…

Machine Learning · Computer Science 2024-10-29 Sheryl Paul , Jyotirmoy V. Deshmukh

Recent advances in reinforcement learning for foundation models, such as Group Relative Policy Optimization (GRPO), have significantly improved the performance of foundation models on reasoning tasks. Notably, the advantage function serves…

Artificial Intelligence · Computer Science 2025-09-26 Wenke Huang , Quan Zhang , Yiyang Fang , Jian Liang , Xuankun Rong , Huanjin Yao , Guancheng Wan , Ke Liang , Wenwen He , Mingjun Li , Leszek Rutkowski , Mang Ye , Bo Du , Dacheng Tao

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…

Machine Learning · Computer Science 2025-12-22 Matthijs van der Lende , Juan Cardenas-Cartagena

The field development optimization (FDO) problem represents a challenging mixed-integer nonlinear programming (MINLP) problem in which we seek to obtain the number of wells, their type, location, and drilling sequence that maximizes an…

Signal Processing · Electrical Eng. & Systems 2022-07-22 Yusuf Nasir

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu