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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…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

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.…

Optimization and Control · Mathematics 2023-05-01 Antonio Alcántara , Carlos Ruiz

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…

Artificial Intelligence · Computer Science 2026-05-27 Ankur Samanta , Akshayaa Magesh , Ayush Jain , Youliang Yu , Daniel Jiang , Kavosh Asadi , Kaveh Hassani , Paul Sajda , Jalaj Bhandari , Yonathan Efroni

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…

Optimization and Control · Mathematics 2025-03-18 Michael Gimelfarb , Ayal Taitler , Scott Sanner

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…

Machine Learning · Computer Science 2026-05-01 Rohan Tangri , Jan-Peter Calliess

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…

Optimization and Control · Mathematics 2021-11-23 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

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…

Machine Learning · Computer Science 2025-12-12 Akhil Agnihotri

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

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…

Machine Learning · Computer Science 2023-12-22 Shutong Ding , Jingya Wang , Yali Du , Ye Shi

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…

Machine Learning · Computer Science 2025-02-25 Qisai Liu , Zhanhong Jiang , Hsin-Jung Yang , Mahsa Khosravi , Joshua R. Waite , Soumik Sarkar

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…

Machine Learning · Computer Science 2024-05-31 Weiye Zhao , Feihan Li , Yifan Sun , Rui Chen , Tianhao Wei , Changliu Liu

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

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…

Computer Vision and Pattern Recognition · Computer Science 2026-05-29 Shufan Li , Konstantinos Kallidromitis , Akash Gokul Yusuke Kato , Kazuki Kozuka , Aditya Grover

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…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Ren Hu , Qifeng Li

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…

Optimization and Control · Mathematics 2013-08-29 Gene A. Bunin , Grégory François , Dominique Bonvin

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.…

Machine Learning · Computer Science 2020-11-12 Junwei Zhang , Zhenghao Zhang , Shuai Han , Shuai Lü

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…

Machine Learning · Computer Science 2025-10-02 Tao Ren , Jinyang Jiang , Hui Yang , Wan Tian , Minhao Zou , Guanghao Li , Zishi Zhang , Qinghao Wang , Shentao Qin , Yanjun Zhao , Rui Tao , Hui Shao , Yijie Peng

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…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

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…

Machine Learning · Computer Science 2025-08-07 Jinghang Han , Jiawei Chen , Hang Shao , Hao Ma , Mingcheng Li , Xintian Shen , Lihao Zheng , Wei Chen , Tao Wei , Lihua Zhang