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We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…
When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…
Contemporary reinforcement learning with verifiable reward methods post-train language models on multi-step reasoning by assigning a single outcome reward uniformly across all tokens in a trajectory. Such uniform assignment ignores which…
We propose the Constraint-Generation Policy Optimization (CGPO) framework to optimize policy parameters within compact and interpretable policy classes for mixed discrete-continuous Markov Decision Processes (DC-MDP). CGPO can not only…
We introduce the Value-at-Risk Constrained Policy Optimization algorithm (VaR-CPO), a sample efficient and conservative method designed to optimize Value-at-Risk (VaR) constrained reinforcement learning (RL) problems. Empirically, we…
In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…
This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…
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…
Recent advances in constrained reinforcement learning (RL) have endowed reinforcement learning with certain safety guarantees. However, deploying existing constrained RL algorithms in continuous control tasks with general hard constraints…
Proximal policy optimization (PPO) is one of the most popular state-of-the-art on-policy algorithms that has become a standard baseline in modern reinforcement learning with applications in numerous fields. Though it delivers stable…
In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…
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…
Group-advantage-based reinforcement learning methods, such as GRPO and DAPO, have demonstrated strong performance across diverse domains, including mathematical reasoning and text-to-image generation. However, their reliance on sample-level…
The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is…
Proximal Policy Optimization (PPO) has become the predominant algorithm for on-policy reinforcement learning due to its scalability and empirical robustness across domains. However, there is a significant disconnect between the underlying…
The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…
Proximal policy optimization (PPO) algorithm is a deep reinforcement learning algorithm with outstanding performance, especially in continuous control tasks. But the performance of this method is still affected by its exploration ability.…
Reinforcement learning with verifiable reward has recently emerged as a central paradigm for post-training large language models (LLMs); however, prevailing mean-based methods, such as Group Relative Policy Optimization (GRPO), suffer from…
We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…
Reinforcement learning has significantly enhanced the reasoning capabilities of Large Language Models (LLMs) in complex problem-solving tasks. Recently, the introduction of DeepSeek R1 has inspired a surge of interest in leveraging…