Related papers: Optimistic Distributionally Robust Policy Optimiza…

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Reinforcement Learning(RL) with sparse rewards is a major challenge. We propose \emph{Hindsight Trust Region Policy Optimization}(HTRPO), a new RL algorithm that extends the highly successful TRPO algorithm with \emph{hindsight} to tackle…

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

We study an LLM fine-tuning task for designing reward functions for sequential resource allocation problems in public health, guided by human preferences expressed in natural language. This setting presents a challenging testbed for…

In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…

Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Existing Reinforcement Learning from Verifiable Rewards (RLVR) methods, such as Group Relative Policy Optimization (GRPO), have achieved remarkable progress in improving the reasoning capabilities of Large Reasoning Models (LRMs). However,…

Recent large reasoning models (LRMs) driven by reinforcement learning algorithms (e.g., GRPO) have achieved remarkable performance on challenging reasoning tasks. However, these models suffer from overthinking, generating unnecessarily long…

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

We consider a continuous-time continuous-space stochastic optimal control problem, where the controller lacks exact knowledge of the underlying diffusion process, relying instead on a finite set of historical disturbance trajectories. In…

Trust-region methods based on Kullback-Leibler divergence are pervasively used to stabilize policy optimization in reinforcement learning. In this paper, we exploit more flexible metrics and examine two natural extensions of policy…

Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can…

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

In safety-critical domains, reinforcement learning (RL) agents must often satisfy strict, zero-cost safety constraints while accomplishing tasks. Existing model-free methods frequently either fail to achieve near-zero safety violations or…

Recent progress in Large Language Model (LLM) reasoning is increasingly driven by the refinement of post-training loss functions and alignment strategies. However, standard Reinforcement Learning (RL) paradigms like Group Relative Policy…

Deep reinforcement learning (RL) uses model-free techniques to optimize task-specific control policies. Despite having emerged as a promising approach for complex problems, RL is still hard to use reliably for real-world applications. Apart…

The policy represented by the deep neural network can overfit the spurious features in observations, which hamper a reinforcement learning agent from learning effective policy. This issue becomes severe in high-dimensional state, where the…

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Reinforcement learning (RL) has proven remarkably effective at improving the accuracy of language models in verifiable and deterministic domains like mathematics. Here, we examine if current RL methods are also effective at optimizing…