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We investigate the challenge of parametrizing policies for reinforcement learning (RL) in high-dimensional continuous action spaces. Our objective is to develop a multimodal policy that overcomes limitations inherent in the commonly-used…

Machine Learning · Computer Science 2023-07-21 Zhiao Huang , Litian Liang , Zhan Ling , Xuanlin Li , Chuang Gan , Hao Su

In this study, we investigate the use of global information to speed up the learning process and increase the cumulative rewards of reinforcement learning (RL) in competition tasks. Within the actor-critic RL, we introduce multiple…

Machine Learning · Computer Science 2020-03-03 Zehong Cao , Chin-Teng Lin

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Machine Learning · Computer Science 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Static feature exclusion strategies often fail to prevent bias when hidden dependencies influence the model predictions. To address this issue, we explore a reinforcement learning (RL) framework that integrates bias mitigation and automated…

Machine Learning · Computer Science 2025-10-14 Sudip Khadka , L. S. Paudel

Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a…

Machine Learning · Computer Science 2019-03-11 Andrew Levy , Robert Platt , Kate Saenko

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

Machine Learning · Computer Science 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks. In many of these cases,…

Machine Learning · Statistics 2020-09-17 Ashwin Pananjady , Martin J. Wainwright

Reinforcement Learning (RL) in environments with complex, history-dependent reward structures poses significant challenges for traditional methods. In this work, we introduce a novel approach that leverages automaton-based feedback to guide…

Machine Learning · Computer Science 2025-10-20 Mahyar Alinejad , Alvaro Velasquez , Yue Wang , George Atia

For continuing environments, reinforcement learning (RL) methods commonly maximize the discounted reward criterion with discount factor close to 1 in order to approximate the average reward (the gain). However, such a criterion only…

Machine Learning · Computer Science 2022-07-05 Vektor Dewanto , Marcus Gallagher

Offline goal-conditioned reinforcement learning (GCRL) offers a practical learning paradigm in which goal-reaching policies are trained from abundant state-action trajectory datasets without additional environment interaction. However,…

Machine Learning · Computer Science 2025-11-05 Hongjoon Ahn , Heewoong Choi , Jisu Han , Taesup Moon

We introduce learning and planning algorithms for average-reward MDPs, including 1) the first general proven-convergent off-policy model-free control algorithm without reference states, 2) the first proven-convergent off-policy model-free…

Machine Learning · Computer Science 2021-06-29 Yi Wan , Abhishek Naik , Richard S. Sutton

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

Markov decision processes are typically used for sequential decision making under uncertainty. For many aspects however, ranging from constrained or safe specifications to various kinds of temporal (non-Markovian) dependencies in task and…

Artificial Intelligence · Computer Science 2021-11-10 Nicky Lenaers , Martijn van Otterlo

The average reward criterion is relatively less studied as most existing works in the Reinforcement Learning literature consider the discounted reward criterion. There are few recent works that present on-policy average reward actor-critic…

Machine Learning · Computer Science 2023-07-20 Naman Saxena , Subhojyoti Khastigir , Shishir Kolathaya , Shalabh Bhatnagar

Policy gradient algorithms typically combine discounted future rewards with an estimated value function, to compute the direction and magnitude of parameter updates. However, for most Reinforcement Learning tasks, humans can provide…

Machine Learning · Computer Science 2019-04-09 Ishan Durugkar , Matthew Hausknecht , Adith Swaminathan , Patrick MacAlpine

Hierarchical Reinforcement Learning (HRL) enhances the scalability of decision-making in long-horizon tasks by introducing temporal abstraction through options-policies that span multiple timesteps. Despite its theoretical appeal, the…

Machine Learning · Computer Science 2025-10-30 Hemanath Arumugam , Falong Fan , Bo Liu