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Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

Optimal policies in standard MDPs can be obtained using either value iteration or policy iteration. However, in the case of zero-sum Markov games, there is no efficient policy iteration algorithm; e.g., it has been shown that one has to…

Machine Learning · Computer Science 2023-10-31 Anna Winnicki , R. Srikant

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

Optimization and Control · Mathematics 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

Projected policy gradient (PPG) is a basic policy optimization method in reinforcement learning. Given access to exact policy evaluations, previous studies have established the sublinear convergence of PPG for sufficiently small step sizes…

Optimization and Control · Mathematics 2024-09-19 Jiacai Liu , Wenye Li , Dachao Lin , Ke Wei , Zhihua Zhang

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…

Machine Learning · Computer Science 2017-04-24 John Schulman , Sergey Levine , Philipp Moritz , Michael I. Jordan , Pieter Abbeel

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

Machine Learning · Computer Science 2018-05-01 Rein Houthooft , Richard Y. Chen , Phillip Isola , Bradly C. Stadie , Filip Wolski , Jonathan Ho , Pieter Abbeel

Policy gradient methods usually rely on entropy regularization to prevent premature convergence. However, maximizing entropy indiscriminately pushes the policy towards a uniform distribution, often overriding the reward signal if not…

Machine Learning · Computer Science 2026-03-06 Luca Serfilippi , Giorgio Franceschelli , Antonio Corradi , Mirco Musolesi

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…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Reinforcement learning is a growing field in AI with a lot of potential. Intelligent behavior is learned automatically through trial and error in interaction with the environment. However, this learning process is often costly. Using…

Quantum Physics · Physics 2023-12-08 Nico Meyer , Daniel D. Scherer , Axel Plinge , Christopher Mutschler , Michael J. Hartmann

System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…

Machine Learning · Computer Science 2022-07-26 Runyu Zhang , Qinghua Liu , Huan Wang , Caiming Xiong , Na Li , Yu Bai

We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state…

Machine Learning · Computer Science 2018-10-03 Qingpeng Cai , Ling Pan , Pingzhong Tang

We study robust Markov decision processes (RMDPs) with general policy parameterization under s-rectangular and non-rectangular uncertainty sets. Prior work is largely limited to tabular policies, and hence either lacks sample complexity…

Machine Learning · Computer Science 2026-02-13 Anirudh Satheesh , Ziyi Chen , Furong Huang , Heng Huang

Policy gradient and actor-critic algorithms form the basis of many commonly used training techniques in deep reinforcement learning. Using these algorithms in multiagent environments poses problems such as nonstationarity and instability.…

Multi-agent reinforcement learning has been successfully applied to fully-cooperative and fully-competitive environments, but little is currently known about mixed cooperative/competitive environments. In this paper, we focus on a…

Machine Learning · Computer Science 2021-10-22 Roy Fox , Stephen McAleer , Will Overman , Ioannis Panageas

We study Concave Constrained Markov Decision Processes (Concave CMDPs) where both the objective and constraints are defined as concave functions of the state-action occupancy measure. We propose the Variance-Reduced Primal-Dual Policy…

Machine Learning · Computer Science 2024-05-28 Donghao Ying , Mengzi Amy Guo , Hyunin Lee , Yuhao Ding , Javad Lavaei , Zuo-Jun Max Shen