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Related papers: On Policy Gradients

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In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…

Optimization and Control · Mathematics 2025-05-13 John Stachurski , Jingni Yang , Ziyue Yang

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this paper, we consider the problem…

Systems and Control · Computer Science 2018-07-31 Santiago Paternain , Juan Andrés Bazerque , Austin Small , Alejandro Ribeiro

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…

Machine Learning · Computer Science 2021-11-24 Thomas Spooner , Nelson Vadori , Sumitra Ganesh

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

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

Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

One of the most important parts of Artificial Neural Networks is minimizing the loss functions which tells us how good or bad our model is. To minimize these losses we need to tune the weights and biases. Also to calculate the minimum value…

Machine Learning · Computer Science 2021-01-08 Kaustubh Yadav

Gradient descent optimization algorithms, while increasingly popular, are often used as black-box optimizers, as practical explanations of their strengths and weaknesses are hard to come by. This article aims to provide the reader with…

Machine Learning · Computer Science 2017-06-16 Sebastian Ruder

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar