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Related papers: An operator view of policy gradient methods

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Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

This note introduces Isometric Policy Optimization (ISOPO), an efficient method to approximate the natural policy gradient in a single gradient step. In comparison, existing proximal policy methods such as GRPO or CISPO use multiple…

Machine Learning · Computer Science 2026-01-01 Nilin Abrahamsen

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

Off-policy stochastic actor-critic methods rely on approximating the stochastic policy gradient in order to derive an optimal policy. One may also derive the optimal policy by approximating the action-value gradient. The use of action-value…

Machine Learning · Statistics 2017-03-14 Yemi Okesanjo , Victor Kofia

In recent years, reinforcement learning (RL) has gained increasing attention in control engineering. Especially, policy gradient methods are widely used. In this work, we improve the tracking performance of proximal policy optimization…

Machine Learning · Computer Science 2021-07-21 Jana Mayer , Johannes Westermann , Juan Pedro Gutiérrez H. Muriedas , Uwe Mettin , Alexander Lampe

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

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

To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…

Machine Learning · Computer Science 2023-11-13 Jared Markowitz , Edward W. Staley

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

Approximate Policy Iteration (API) algorithms alternate between (approximate) policy evaluation and (approximate) greedification. Many different approaches have been explored for approximate policy evaluation, but less is understood about…

Machine Learning · Computer Science 2022-04-20 Alan Chan , Hugo Silva , Sungsu Lim , Tadashi Kozuno , A. Rupam Mahmood , Martha White

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Riccardo Zuliani , Efe C. Balta , John Lygeros

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization. The hybrid policy…

Machine Learning · Computer Science 2020-09-23 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Phuong Ha Nguyen , Marten van Dijk , Quoc Tran-Dinh

In this paper we discuss $\l$-policy iteration, a method for exact and approximate dynamic programming. It is intermediate between the classical value iteration (VI) and policy iteration (PI) methods, and it is closely related to optimistic…

Systems and Control · Computer Science 2015-07-07 Dimitri P. Bertsekas

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization…

Machine Learning · Computer Science 2020-06-19 Manish Prajapat , Kamyar Azizzadenesheli , Alexander Liniger , Yisong Yue , Anima Anandkumar

We introduce a learning method called ``gradient-based reinforcement planning'' (GREP). Unlike traditional DP methods that improve their policy backwards in time, GREP is a gradient-based method that plans ahead and improves its policy…

Artificial Intelligence · Computer Science 2007-05-23 Ivo Kwee , Marcus Hutter , Juergen Schmidhuber

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Machine Learning · Computer Science 2026-02-11 Hanyong Wang , Menglong Yang

Perspective functions arise explicitly or implicitly in various forms in applied mathematics and in statistical data analysis. To date, no systematic strategy is available to solve the associated, typically nonsmooth, optimization problems.…

Optimization and Control · Mathematics 2016-12-15 Patrick L. Combettes , Christian L. Müller

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi