English
Related papers

Related papers: Kalman meets Bellman: Improving Policy Evaluation …

200 papers

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

Critic-free reinforcement learning methods, particularly group policies, have attracted considerable attention for their efficiency in complex tasks. However, these methods rely heavily on multiple sampling and comparisons within the policy…

Machine Learning · Computer Science 2025-09-22 Wenfeng Feng , Penghong Zhao , Guochao Jiang , Chuzhan Hao , Yuewei Zhang , Guohua Liu , Hao Wang

Reinforcement learning (RL) algorithms typically optimize the expected cumulative reward, i.e., the expected value of the sum of scalar rewards an agent receives over the course of a trajectory. The expected value averages the performance…

Machine Learning · Computer Science 2025-09-01 Xinyi Sheng , Dominik Baumann

Proximal Policy Optimisation (PPO) is an established and effective policy gradient algorithm used for Language Model Reinforcement Learning from Human Feedback (LM-RLHF). PPO performs well empirically but has a heuristic motivation and…

Computation and Language · Computer Science 2025-08-26 Jason R Brown , Lennie Wells , Edward James Young , Sergio Bacallado

We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

Artificial Intelligence · Computer Science 2017-11-27 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Large Language Models (LLMs) have shown promise as intelligent agents in interactive decision-making tasks. Traditional approaches often depend on meticulously designed prompts, high-quality examples, or additional reward models for…

Machine Learning · Computer Science 2024-06-07 Muning Wen , Junwei Liao , Cheng Deng , Jun Wang , Weinan Zhang , Ying Wen

Reinforcement Learning with Verifiable Rewards (RLVR) has become a central post-training paradigm for improving the reasoning capabilities of large language models. Yet existing methods share a common blind spot: they optimize policies…

Machine Learning · Computer Science 2026-04-29 Huaiyang Wang , Xiaojie Li , Deqing Wang , Haoyi Zhou , Zixuan Huang , Yaodong Yang , Jianxin Li , Yikun Ban

Reinforcement learning is a framework for interactive decision-making with incentives sequentially revealed across time without a system dynamics model. Due to its scaling to continuous spaces, we focus on policy search where one…

Machine Learning · Computer Science 2023-01-04 Amrit Singh Bedi , Anjaly Parayil , Junyu Zhang , Mengdi Wang , Alec Koppel

Reinforcement Learning has significantly advanced the reasoning capabilities of Multimodal Large Language Models (MLLMs), yet the resulting policies remain brittle against real-world visual degradations such as blur, compression artifacts,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Rui Liu , Dian Yu , Haolin Liu , Yucheng Shi , Tong Zheng , Runpeng Dai , Haitao Mi , Pratap Tokekar , Leoweiliang

We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of…

Optimization and Control · Mathematics 2016-09-13 Dimitri P. Bertsekas

Ensuring safety is a critical challenge in applying Reinforcement Learning (RL) to real-world scenarios. Constrained Reinforcement Learning (CRL) addresses this by maximizing returns under predefined constraints, typically formulated as the…

Machine Learning · Computer Science 2026-01-21 Shiqing Gao , Yihang Zhou , Shuai Shao , Haoyu Luo , Yiheng Bing , Jiaxin Ding , Luoyi Fu , Xinbing Wang

Training Large Language Models (LLMs) to reason often relies on Reinforcement Learning (RL) with task-specific verifiers. However, many real-world reasoning-intensive tasks lack verifiers, despite offering abundant expert demonstrations…

Machine Learning · Computer Science 2025-12-10 Locke Cai , Ivan Provilkov

Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…

Machine Learning · Computer Science 2022-08-09 Taisuke Kobayashi , Kenta Yoshizawa

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

Large vision-language models (VLMs) fine-tuned on specialized visual instruction-following data have exhibited impressive language reasoning capabilities across various scenarios. However, this fine-tuning paradigm may not be able to…

Artificial Intelligence · Computer Science 2024-10-10 Yuexiang Zhai , Hao Bai , Zipeng Lin , Jiayi Pan , Shengbang Tong , Yifei Zhou , Alane Suhr , Saining Xie , Yann LeCun , Yi Ma , Sergey Levine

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

Information Retrieval · Computer Science 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

Single-trajectory reinforcement learning (RL) methods aim to optimize policies from datasets consisting of (prompt, response, reward) triplets, where scalar rewards are directly available. This supervision format is highly practical, as it…

Machine Learning · Computer Science 2025-12-23 Bilal Faye , Hanane Azzag , Mustapha Lebbah