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The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

Reinforcement learning has been shown to perform a range of complex tasks through interaction with an environment or collected leveraging experience. However, many of these approaches presume optimal or near optimal experiences or the…

Machine Learning · Computer Science 2021-09-21 Chapman Siu , Jason Traish , Richard Yi Da Xu

Although duality is used extensively in certain fields, such as supervised learning in machine learning, it has been much less explored in others, such as reinforcement learning (RL). In this paper, we show how duality is involved in a…

Machine Learning · Computer Science 2020-07-28 Pranay Pasula

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Computational Finance · Quantitative Finance 2015-03-17 Keita Owari

Entropic regularization of policies in Reinforcement Learning (RL) is a commonly used heuristic to ensure that the learned policy explores the state-space sufficiently before overfitting to a local optimal policy. The primary motivation for…

Machine Learning · Computer Science 2021-01-19 Hisham Husain , Kamil Ciosek , Ryota Tomioka

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

This article is a gentle discussion about the field of reinforcement learning in practice, about opportunities and challenges, touching a broad range of topics, with perspectives and without technical details. The article is based on both…

Machine Learning · Computer Science 2022-04-25 Yuxi Li

We consider real-world reinforcement learning (RL) of robotic manipulation tasks that involve both visuomotor skills and contact-rich skills. We aim to train a policy that maps multimodal sensory observations (vision and force) to a…

Robotics · Computer Science 2022-03-01 Jun Jin , Daniel Graves , Cameron Haigh , Jun Luo , Martin Jagersand

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

We present a novel method for Deep Reinforcement Learning (DRL), incorporating the convex property of the value function over the belief space in Partially Observable Markov Decision Processes (POMDPs). We introduce hard- and soft-enforced…

Machine Learning · Computer Science 2025-03-13 Daniel Koutas , Daniel Hettegger , Kostas G. Papakonstantinou , Daniel Straub

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…

Optimization and Control · Mathematics 2025-02-28 Yan Yang , Bin Gao , Ya-xiang Yuan

In this paper, we study the Fenchel-Rockafellar duality and the Lagrange duality in the general frame work of vector spaces without topological structures. We utilize the geometric approach, inspired from its successful application by B. S.…

Optimization and Control · Mathematics 2025-10-07 Dang Van Cuong , Tuyen Tran

The goal of reinforcement learning (RL) is to find a policy that maximizes the expected cumulative return. It has been shown that this objective can be represented as an optimization problem of state-action visitation distribution under…

Machine Learning · Computer Science 2024-01-29 Harshit Sikchi , Qinqing Zheng , Amy Zhang , Scott Niekum

Two central paradigms have emerged in the reinforcement learning (RL) community: online RL and offline RL. In the online RL setting, the agent has no prior knowledge of the environment, and must interact with it in order to find an…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Aldo Pacchiano

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…

Machine Learning · Computer Science 2021-12-30 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

Machine Learning · Computer Science 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi
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