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We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the…

Optimization and Control · Mathematics 2023-11-10 Alan Yang , Stephen Boyd

Recent work has shown that reinforcement learning agents can develop policies that exploit spurious correlations between rewards and observations. This phenomenon, known as policy confounding, arises because the agent's policy influences…

Machine Learning · Computer Science 2025-06-16 Miguel Suau

Several approximate policy iteration schemes without value functions, which focus on policy representation using classifiers and address policy learning as a supervised learning problem, have been proposed recently. Finding good policies…

Machine Learning · Statistics 2009-12-30 Christos Dimitrakakis , Michail G. Lagoudakis

In order to distinguish policies that prescribe good from bad actions in transient states, we need to evaluate the so-called bias of a policy from transient states. However, we observe that most (if not all) works in approximate…

Machine Learning · Computer Science 2022-04-12 Vektor Dewanto , Marcus Gallagher

This paper develops a policy learning method for tuning a pre-trained policy to adapt to additional tasks without altering the original task. A method named Adaptive Policy Gradient (APG) is proposed in this paper, which combines Bellman's…

Machine Learning · Computer Science 2025-09-29 Wenjian Hao , Zehui Lu , Zihao Liang , Tianyu Zhou , Shaoshuai Mou

The classical policy gradient method is the theoretical and conceptual foundation of modern policy-based reinforcement learning (RL) algorithms. Most rigorous analyses of such methods, particularly those establishing convergence guarantees,…

Machine Learning · Computer Science 2026-02-11 Jongmin Lee , Ernest K. Ryu

Tabular reinforcement learning methods cannot operate directly on continuous state spaces. One solution for this problem is to partition the state space. A good partitioning enables generalization during learning and more efficient…

Machine Learning · Computer Science 2025-02-05 Mohsen Ghaffari , Mahsa Varshosaz , Einar Broch Johnsen , Andrzej Wąsowski

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

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

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst

The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…

Software Engineering · Computer Science 2021-10-28 Melika Dastranj , Mehran Alidoost Nia , Mehdi Kargahi

Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in…

Machine Learning · Computer Science 2026-01-30 Ayush Sawarni , Jikai Jin , Justin Whitehouse , Vasilis Syrgkanis

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

In this effort, we consider the impact of regularization on the diversity of actions taken by policies generated from reinforcement learning agents trained using a policy gradient. Policy gradient agents are prone to entropy collapse, which…

Machine Learning · Computer Science 2023-10-10 Andrew Starnes , Anton Dereventsov , Clayton Webster

We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the…

Machine Learning · Computer Science 2019-07-09 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

We propose a new aggregation framework for approximate dynamic programming, which provides a connection with rollout algorithms, approximate policy iteration, and other single and multistep lookahead methods. The central novel…

Machine Learning · Computer Science 2019-10-08 Dimitri Bertsekas

Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the…

Machine Learning · Computer Science 2018-11-20 George Tucker , Surya Bhupatiraju , Shixiang Gu , Richard E. Turner , Zoubin Ghahramani , Sergey Levine