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In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning…

Machine Learning · Computer Science 2018-08-23 Dimitri P. Bertsekas

Function approximation is widely used in reinforcement learning to handle the computational difficulties associated with very large state spaces. However, function approximation introduces errors which may lead to instabilities when using…

Machine Learning · Computer Science 2022-12-15 Anna Winnicki , Joseph Lubars , Michael Livesay , R. Srikant

We consider a general aggregation framework for discounted finite-state infinite horizon dynamic programming (DP) problems. It defines an aggregate problem whose optimal cost function can be obtained off-line by exact DP and then used as a…

Optimization and Control · Mathematics 2026-05-06 Yuchao Li , Dimitri Bertsekas

Approximate dynamic programming algorithms, such as approximate value iteration, have been successfully applied to many complex reinforcement learning tasks, and a better approximate dynamic programming algorithm is expected to further…

Machine Learning · Statistics 2017-10-31 Tadashi Kozuno , Eiji Uchibe , Kenji Doya

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

Evolving security vulnerabilities and shifting operational conditions require frequent updates to network security policies. These updates include adjustments to incident response procedures and modifications to access controls, among…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Kim Hammar , Yuchao Li , Tansu Alpcan , Emil C. Lupu , Dimitri Bertsekas

We propose a distributed algorithm to solve a dynamic programming problem with multiple agents, where each agent has only partial knowledge of the state transition probabilities and costs. We provide consensus proofs for the presented…

Optimization and Control · Mathematics 2023-06-19 Nikolaus Vertovec , Kostas Margellos

We consider a Reinforcement Learning setup where an agent interacts with an environment in observation-reward-action cycles without any (esp.\ MDP) assumptions on the environment. State aggregation and more generally feature reinforcement…

Artificial Intelligence · Computer Science 2014-07-15 Marcus Hutter

Sampling efficiency is a key bottleneck in reinforcement learning with verifiable rewards. Existing group-based policy optimization methods, such as GRPO, allocate a fixed number of rollouts for all training prompts. This uniform allocation…

Machine Learning · Computer Science 2026-03-06 Hieu Trung Nguyen , Bao Nguyen , Wenao Ma , Yuzhi Zhao , Ruifeng She , Viet Anh Nguyen

Value iteration (VI) is a foundational dynamic programming method, important for learning and planning in optimal control and reinforcement learning. VI proceeds in batches, where the update to the value of each state must be completed…

Machine Learning · Computer Science 2022-11-29 Tian Tian , Kenny Young , Richard S. Sutton

We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas

Value aggregation is a general framework for solving imitation learning problems. Based on the idea of data aggregation, it generates a policy sequence by iteratively interleaving policy optimization and evaluation in an online learning…

Machine Learning · Computer Science 2018-01-24 Ching-An Cheng , Byron Boots

Several approximate policy iteration schemes without value functions, which focus on policy representation using classifiers and address policy learning as a supervised learning problem, have been proposed recently. Finding good policies…

Machine Learning · Statistics 2009-12-30 Christos Dimitrakakis , Michail G. Lagoudakis

Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

Machine Learning · Computer Science 2008-07-06 Christos Dimitrakakis , Michail G. Lagoudakis

Policy gradient methods rely on a baseline to measure the relative advantage of an action, ensuring the model reinforces behaviors that outperform its current average capability. In the training of Large Language Models (LLMs) using…

Computation and Language · Computer Science 2026-04-01 Yi-Kai Zhang , Zhiyuan Yao , Hongyan Hao , Yueqing Sun , Qi Gu , Hui Su , Xunliang Cai , De-Chuan Zhan , Han-Jia Ye

Aligning large-scale vision-language models (VLMs) for complex reasoning via reinforcement learning is often hampered by the limitations of existing policy optimization algorithms, such as static training schedules and the rigid, uniform…

Artificial Intelligence · Computer Science 2025-10-02 Yunhao Wang , Ziting Li , Shuai Chen , Tao Liu , Chao Song , Junjie Jiang , Jian Zhu , Peng Gao , Bin Qin

In this article, variational state estimation is examined from the dynamic programming perspective. This leads to two different value functional recursions depending on whether backward or forward dynamic programming is employed. The result…

Methodology · Statistics 2025-12-17 Filip Tronarp

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

When transferring a control policy from simulation to a physical system, the policy needs to be robust to variations in the dynamics to perform well. Commonly, the optimal policy overfits to the approximate model and the corresponding…

Machine Learning · Computer Science 2021-05-27 Michael Lutter , Shie Mannor , Jan Peters , Dieter Fox , Animesh Garg

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso
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