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State entropy regularization has empirically shown better exploration and sample complexity in reinforcement learning (RL). However, its theoretical guarantees have not been studied. In this paper, we show that state entropy regularization…

Machine Learning · Computer Science 2025-12-02 Yonatan Ashlag , Uri Koren , Mirco Mutti , Esther Derman , Pierre-Luc Bacon , Shie Mannor

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

Optimization and Control · Mathematics 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

We propose an efficient encrypted policy synthesis to develop privacy-preserving model-based reinforcement learning. We first demonstrate that the relative-entropy-regularized reinforcement learning framework offers a computationally…

Machine Learning · Computer Science 2025-06-17 Jihoon Suh , Yeongjun Jang , Kaoru Teranishi , Takashi Tanaka

While the idea of robust dynamic programming (DP) is compelling for systems affected by uncertainty, addressing worst-case disturbances generally results in excessive conservatism. This paper introduces a method for constructing control…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Menno van Zutphen , Domagoj Herceg , Duarte J. Antunes

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

In optimal control problem, policy iteration (PI) is a powerful reinforcement learning (RL) tool used for designing optimal controller for the linear systems. However, the need for an initial stabilizing control policy significantly limits…

Optimization and Control · Mathematics 2024-11-13 Zhen Pang , Shengda Tang , Jun Cheng , Shuping He

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

We make three contributions toward better understanding policy gradient methods in the tabular setting. First, we show that with the true gradient, policy gradient with a softmax parametrization converges at a $O(1/t)$ rate, with constants…

Machine Learning · Computer Science 2022-06-03 Jincheng Mei , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Optimization and Control · Mathematics 2021-03-25 Aaron Havens , Bin Hu

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Policy regularization methods such as maximum entropy regularization are widely used in reinforcement learning to improve the robustness of a learned policy. In this paper, we show how this robustness arises from hedging against worst-case…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Tim Genewein , Jordi Grau-Moya , Grégoire Delétang , Markus Kunesch , Shane Legg , Pedro Ortega

Modern meta-reinforcement learning (Meta-RL) methods are mainly developed based on model-agnostic meta-learning, which performs policy gradient steps across tasks to maximize policy performance. However, the gradient conflict problem is…

Artificial Intelligence · Computer Science 2022-09-22 Haozhi Wang , Qing Wang , Yunfeng Shao , Dong Li , Jianye Hao , Yinchuan Li

For a general entropy-regularized stochastic control problem on an infinite horizon, we prove that a policy iteration algorithm (PIA) converges to an optimal relaxed control. Contrary to the standard stochastic control literature, classical…

Optimization and Control · Mathematics 2026-05-14 Yu-Jui Huang , Zhenhua Wang , Zhou Zhou

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

Machine Learning · Computer Science 2023-03-01 Anna Winnicki , R. Srikant

In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…

Machine Learning · Computer Science 2022-10-27 Ali Devran Kara , Serdar Yuksel

Much of the recent success of deep reinforcement learning has been driven by regularized policy optimization (RPO) algorithms with strong performance across multiple domains. In this family of methods, agents are trained to maximize…

Machine Learning · Computer Science 2022-03-24 Ted Moskovitz , Michael Arbel , Jack Parker-Holder , Aldo Pacchiano

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting,…

Machine Learning · Computer Science 2025-08-06 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni