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Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Reasoning ability has become a defining capability of Large Language Models (LLMs), with Reinforcement Learning with Verifiable Rewards (RLVR) emerging as a key paradigm to enhance it. However, RLVR training often suffers from policy…

Machine Learning · Computer Science 2026-04-20 Xiaoyun Zhang , Xiaojian Yuan , Di Huang , Wang You , Chen Hu , Jingqing Ruan , Ai Jian , Kejiang Chen , Xing Hu

Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…

Machine Learning · Computer Science 2024-07-16 Yuhao Ding , Junzi Zhang , Hyunin Lee , Javad Lavaei

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

Many of the recent trajectory optimization algorithms alternate between linear approximation of the system dynamics around the mean trajectory and conservative policy update. One way of constraining the policy change is by bounding the…

Machine Learning · Computer Science 2018-07-03 Riad Akrour , Abbas Abdolmaleki , Hany Abdulsamad , Jan Peters , Gerhard Neumann

In long-horizon tasks, recent agents based on Large Language Models (LLMs) face a significant challenge that sparse, outcome-based rewards make it difficult to assign credit to intermediate steps. Previous methods mainly focus on creating…

Machine Learning · Computer Science 2025-09-12 Jiawei Wang , Jiacai Liu , Yuqian Fu , Yingru Li , Xintao Wang , Yuan Lin , Yu Yue , Lin Zhang , Yang Wang , Ke Wang

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

Exogenous state variables and rewards can slow reinforcement learning by injecting uncontrolled variation into the reward signal. This paper formalizes exogenous state variables and rewards and shows that if the reward function decomposes…

Machine Learning · Computer Science 2026-01-15 George Trimponias , Thomas G. Dietterich

Recent model-free reinforcement learning algorithms have proposed incorporating learned dynamics models as a source of additional data with the intention of reducing sample complexity. Such methods hold the promise of incorporating imagined…

Machine Learning · Computer Science 2018-03-02 Vladimir Feinberg , Alvin Wan , Ion Stoica , Michael I. Jordan , Joseph E. Gonzalez , Sergey Levine

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

Reinforcement learning (RL) has become a key approach for enhancing reasoning in large language models (LLMs), yet scalable training is often hindered by the rapid collapse of policy entropy, which leads to premature convergence and…

Machine Learning · Computer Science 2026-04-14 Ming Lei , Christophe Baehr

Maximum entropy reinforcement learning motivates agents to explore states and actions to maximize the entropy of some distribution, typically by providing additional intrinsic rewards proportional to that entropy function. In this paper, we…

Machine Learning · Computer Science 2026-03-20 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

Learning to evaluate and improve policies is a core problem of Reinforcement Learning (RL). Traditional RL algorithms learn a value function defined for a single policy. A recently explored competitive alternative is to learn a single value…

Machine Learning · Computer Science 2022-07-05 Francesco Faccio , Aditya Ramesh , Vincent Herrmann , Jean Harb , Jürgen Schmidhuber

In this paper, we investigate optimal stopping problems in a continuous-time framework where only a discrete set of stopping dates is admissible, corresponding to the Bermudan option, within the so-called exploratory formulation. We…

Probability · Mathematics 2025-09-24 Noufel Frikha , Libo Li , Daniel Chee

Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…

Machine Learning · Computer Science 2020-10-29 Jian Shen , Han Zhao , Weinan Zhang , Yong Yu
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