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This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

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

With the advancement of data-driven techniques, addressing continuous con-trol challenges has become more efficient. However, the reliance of these methods on historical data introduces the potential for unexpected decisions in novel…

Robotics · Computer Science 2023-10-23 Xi Xiong , Lu Liu

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

Robotics · Computer Science 2022-03-29 Apan Dastider , Mingjie Lin

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Recent works in high-dimensional model-predictive control and model-based reinforcement learning with learned dynamics and reward models have resorted to population-based optimization methods, such as the Cross-Entropy Method (CEM), for…

Machine Learning · Computer Science 2020-04-21 Homanga Bharadhwaj , Kevin Xie , Florian Shkurti

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

The incorporation of macro-actions (temporally extended actions) into multi-agent decision problems has the potential to address the curse of dimensionality associated with such decision problems. Since macro-actions last for stochastic…

Artificial Intelligence · Computer Science 2019-05-30 Kunal Menda , Yi-Chun Chen , Justin Grana , James W. Bono , Brendan D. Tracey , Mykel J. Kochenderfer , David Wolpert

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

This paper investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a…

Optimization and Control · Mathematics 2019-07-16 Xinyang Zhou , Emiliano Dall'Anese , Lijun Chen

In this work, we provide theoretical guarantees for reward decomposition in deterministic MDPs. Reward decomposition is a special case of Hierarchical Reinforcement Learning, that allows one to learn many policies in parallel and combine…

Machine Learning · Computer Science 2018-03-14 Tom Zahavy , Avinatan Hasidim , Haim Kaplan , Yishay Mansour

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

Policy gradient algorithms have driven many recent advancements in language model reasoning. An appealing property is their ability to learn from exploration on their own trajectories, a process crucial for fostering diverse and creative…

Machine Learning · Computer Science 2026-03-13 Aleksei Petrenko , Ben Lipkin , Kevin Chen , Erik Wijmans , Marco Cusumano-Towner , Raja Giryes , Philipp Krähenbühl

Reinforcement learning for control over continuous spaces typically uses high-entropy stochastic policies, such as Gaussian distributions, for local exploration and estimating policy gradient to optimize performance. Many robotic control…

Machine Learning · Computer Science 2024-04-03 Ya-Chien Chang , Sicun Gao

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh