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Related papers: Lagrangian Duality in Reinforcement Learning

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The reinforcement learning (RL) research area is very active, with an important number of new contributions; especially considering the emergent field of deep RL (DRL). However a number of scientific and technical challenges still need to…

Machine Learning · Computer Science 2019-11-20 Arthur Aubret , Laetitia Matignon , Salima Hassas

Reinforcement learning (RL) has shown impressive results in sequential decision-making tasks. Meanwhile, Large Language Models (LLMs) and Vision-Language Models (VLMs) have emerged, exhibiting impressive capabilities in multimodal…

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

While Reinforcement Learning (RL) achieves tremendous success in sequential decision-making problems of many domains, it still faces key challenges of data inefficiency and the lack of interpretability. Interestingly, many researchers have…

Artificial Intelligence · Computer Science 2023-06-02 Yan Zeng , Ruichu Cai , Fuchun Sun , Libo Huang , Zhifeng Hao

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

The process of meta-learning algorithms from data, instead of relying on manual design, is growing in popularity as a paradigm for improving the performance of machine learning systems. Meta-learning shows particular promise for…

Machine Learning · Computer Science 2025-09-11 Alexander David Goldie , Zilin Wang , Jaron Cohen , Jakob Nicolaus Foerster , Shimon Whiteson

While reinforcement learning (RL) has shown promising performance, its sample complexity continues to be a substantial hurdle, restricting its broader application across a variety of domains. Imitation learning (IL) utilizes oracles to…

Machine Learning · Computer Science 2025-08-12 Xuefeng Liu , Takuma Yoneda , Rick L. Stevens , Matthew R. Walter , Yuxin Chen

This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the…

Machine Learning · Computer Science 2022-03-04 Thanh Nguyen-Tang

Reinforcement learning (RL) has demonstrated strong potential in training large language models (LLMs) capable of complex reasoning for real-world problem solving. More recently, RL has been leveraged to create sophisticated LLM-based…

Computation and Language · Computer Science 2025-05-22 Bowen Jin , Jinsung Yoon , Priyanka Kargupta , Sercan O. Arik , Jiawei Han

Lagrangian duality underlies both classical and modern mechanism design. In particular, the dual perspective often permits simple and detail-free characterizations of optimal and approximately optimal mechanisms. This paper applies this…

Computer Science and Game Theory · Computer Science 2019-09-25 Shaddin Dughmi , Rad Niazadeh , Alexandros Psomas , S. Matthew Weinberg

While reinforcement learning (RL) demonstrated remarkable success in enhancing the reasoning capabilities of language models, the training dynamics of RL in LLMs remain unclear. In this work, we provide an explanation of the RL training…

Machine Learning · Computer Science 2025-09-30 Xingwu Chen , Tianle Li , Difan Zou

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future…

Machine Learning · Statistics 2016-08-12 Edgar D. Klenske , Philipp Hennig

Reinforcement Learning (RL) training is predominantly conducted in cost-effective and controlled simulation environments. However, the transfer of these trained models to real-world tasks often presents unavoidable challenges. This research…

Lagrangian methods are widely used algorithms for constrained optimization problems, but their learning dynamics exhibit oscillations and overshoot which, when applied to safe reinforcement learning, leads to constraint-violating behavior…

Optimization and Control · Mathematics 2020-07-09 Adam Stooke , Joshua Achiam , Pieter Abbeel

Finding meaningful and accurate dense rewards is a fundamental task in the field of reinforcement learning (RL) that enables agents to explore environments more efficiently. In traditional RL settings, agents learn optimal policies through…

Artificial Intelligence · Computer Science 2025-12-05 Shuyuan Zhang

The success of Reinforcement Learning (RL) heavily relies on the ability to learn robust representations from the observations of the environment. In most cases, the representations learned purely by the reinforcement learning loss can…

Machine Learning · Computer Science 2024-02-12 Somjit Nath , Rushiv Arora , Samira Ebrahimi Kahou

In the field of robotics many different approaches ranging from classical planning over optimal control to reinforcement learning (RL) are developed and borrowed from other fields to achieve reliable control in diverse tasks. In order to…

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens