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We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy…

Artificial Intelligence · Computer Science 2014-05-13 Bruno Scherrer

Artificial Neural Networks (ANNs) are currently being used as function approximators in many state-of-the-art Reinforcement Learning (RL) algorithms. Spiking Neural Networks (SNNs) have been shown to drastically reduce the energy…

Machine Learning · Computer Science 2020-01-23 Bleema Rosenfeld , Osvaldo Simeone , Bipin Rajendran

We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…

Machine Learning · Computer Science 2022-10-31 Gellért Weisz , András György , Tadashi Kozuno , Csaba Szepesvári

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

Tackling large approximate dynamic programming or reinforcement learning problems requires methods that can exploit regularities, or intrinsic structure, of the problem in hand. Most current methods are geared towards exploiting the…

Machine Learning · Computer Science 2014-07-03 Amir-massoud Farahmand , Doina Precup , André M. S. Barreto , Mohammad Ghavamzadeh

This paper studies approximate policy iteration (API) methods which use least-squares Bellman error minimization for policy evaluation. We address several of its enhancements, namely, Bellman error minimization using instrumental variables,…

Optimization and Control · Mathematics 2014-01-07 Warren R. Scott , Warren B. Powell , Somayeh Moazehi

We revisit a classic "chicken-and-egg" problem in reinforcement learning: to safely improve a policy, the value function must be accurate on the state-visitation distribution of the updated policy. That distribution over states is unknown…

Machine Learning · Computer Science 2026-05-08 Dillon Sandhu , Ronald Parr

Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes,…

Machine Learning · Computer Science 2019-04-09 Wen Sun , Geoffrey J. Gordon , Byron Boots , J. Andrew Bagnell

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

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function…

Machine Learning · Computer Science 2016-03-01 Joshua Achiam

With the increasing application scope of spiking neural networks (SNN), the complexity of SNN models has surged, leading to an exponential growth in demand for AI computility. As the new generation computing architecture of the neural…

Hardware Architecture · Computer Science 2025-05-21 Xueke Zhu , Wenjie Lin , Yanyu Lin , Yunhao Ma , Wenxiang Cheng , Zhengyu Ma , Yonghong Tian , Huihui Zhou

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

We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a…

Optimization and Control · Mathematics 2019-10-25 Boris Defourny , Damien Ernst , Louis Wehenkel

The goal of a sequential decision making problem is to design an interactive policy that adaptively selects a group of items, each selection is based on the feedback from the past, in order to maximize the expected utility of selected…

Data Structures and Algorithms · Computer Science 2022-09-13 Shaojie Tang

Graph data are pervasive in many real-world applications. Recently, increasing attention has been paid on graph neural networks (GNNs), which aim to model the local graph structures and capture the hierarchical patterns by aggregating the…

Machine Learning · Computer Science 2020-06-29 Kwei-Herng Lai , Daochen Zha , Kaixiong Zhou , Xia Hu

Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to…

Machine Learning · Statistics 2020-02-19 Saad Mohamad , Giovanni Montana

This paper investigates sequencing policies for file reading requests in linear storage devices, such as magnetic tapes. Tapes are the technology of choice for long-term storage in data centers due to their low cost and reliability.…

Data Structures and Algorithms · Computer Science 2022-05-11 Carlos H. Cardonha , Andre A. Cire , Lucas C. Villa Real

An Echo State Network (ESN) is a type of single-layer recurrent neural network with randomly-chosen internal weights and a trainable output layer. We prove under mild conditions that a sufficiently large Echo State Network can approximate…

Dynamical Systems · Mathematics 2021-06-28 Allen G. Hart , Kevin R. Olding , A. M. G. Cox , Olga Isupova , J. H. P. Dawes
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