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Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

We address the discounted reward setting in reinforcement learning (RL). To mitigate the value approximation challenges in policy gradient methods, actor-critic approaches have been developed and are known to converge to stationary points…

Machine Learning · Computer Science 2026-05-15 Sanjeev Manivannan , Shuban V

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In this paper, we study the problem of reinforcement learning in multi-agent systems where communication among agents is limited. We develop a decentralized actor-critic learning framework in which each agent performs several local updates…

Machine Learning · Computer Science 2025-10-23 Xiaoxing Ren , Nicola Bastianello , Thomas Parisini , Andreas A. Malikopoulos

With the increasing penetration of renewable energy sources, growing demand variability, and evolving grid control strategies, accurate and efficient load modeling has become a critical yet challenging task. Traditional methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ding Lin , Han Guo , Jianhui Wang , Meng Yue , Tianqiao Zhao

We propose a conceptually simple and lightweight framework for deep reinforcement learning that uses asynchronous gradient descent for optimization of deep neural network controllers. We present asynchronous variants of four standard…

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions…

Statistical Mechanics · Physics 2026-03-09 Venkata D. Pamulaparthy , Rosemary J. Harris

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

In cooperative stochastic games multiple agents work towards learning joint optimal actions in an unknown environment to achieve a common goal. In many real-world applications, however, constraints are often imposed on the actions that can…

Multiagent Systems · Computer Science 2020-07-14 Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Prabuchandran K. J. , Shalabh Bhatnagar

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…

Machine Learning · Computer Science 2021-02-04 Arushi Jain , Gandharv Patil , Ayush Jain , Khimya Khetarpal , Doina Precup

Continuous control tasks in reinforcement learning are important because they provide an important framework for learning in high-dimensional state spaces with deceptive rewards, where the agent can easily become trapped into suboptimal…

Machine Learning · Computer Science 2020-07-10 Thang Doan , Bogdan Mazoure , Moloud Abdar , Audrey Durand , Joelle Pineau , R Devon Hjelm

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

We propose a novel actor-critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent direction that is motivated by the solution of a certain non-linear…

Machine Learning · Computer Science 2015-07-30 Prashanth L. A. , H. L. Prasad , Shalabh Bhatnagar , Prakash Chandra

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action…

Machine Learning · Computer Science 2018-06-20 Shangda Li , Selina Bing , Steven Yang

Reinforcement learning control of an underground loader is investigated in simulated environment, using a multi-agent deep neural network approach. At the start of each loading cycle, one agent selects the dig position from a depth camera…

Robotics · Computer Science 2021-09-22 Sofi Backman , Daniel Lindmark , Kenneth Bodin , Martin Servin , Joakim Mörk , Håkan Löfgren

Policy gradient methods have become popular in multi-agent reinforcement learning, but they suffer from high variance due to the presence of environmental stochasticity and exploring agents (i.e., non-stationarity), which is potentially…

Machine Learning · Computer Science 2021-12-21 Yuchen Xiao , Xueguang Lyu , Christopher Amato

Solving multi-objective optimization problems is important in various applications where users are interested in obtaining optimal policies subject to multiple, yet often conflicting objectives. A typical approach to obtain optimal policies…

Systems and Control · Electrical Eng. & Systems 2019-10-07 Huixin Zhan , Yongcan Cao

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White