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We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Fengjun Yang , Nikolai Matni

Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

Machine Learning · Computer Science 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

Much of the recent success of deep reinforcement learning has been driven by regularized policy optimization (RPO) algorithms with strong performance across multiple domains. In this family of methods, agents are trained to maximize…

Machine Learning · Computer Science 2022-03-24 Ted Moskovitz , Michael Arbel , Jack Parker-Holder , Aldo Pacchiano

Despite empirical success, the theory of reinforcement learning (RL) with value function approximation remains fundamentally incomplete. Prior work has identified a variety of pathological behaviours that arise in RL algorithms that combine…

Machine Learning · Computer Science 2020-10-30 Kenny Young , Richard S. Sutton

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably…

Machine Learning · Computer Science 2024-04-02 Qi Cai , Zhuoran Yang , Chi Jin , Zhaoran Wang

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

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

This paper proposes an algorithm that aims to improve generalization for reinforcement learning agents by removing overfitting to confounding features. Our approach consists of a max-min game theoretic objective. A generator transfers the…

Machine Learning · Computer Science 2023-08-31 Md Masudur Rahman , Yexiang Xue

This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of…

Machine Learning · Computer Science 2022-08-30 Boyi Jin

Online reinforcement learning is becoming increasingly important for aligning diffusion models with non-differentiable objectives. However, existing methods still face limitations in assigning fine-grained credit along denoising…

Machine Learning · Computer Science 2026-05-28 Zhengyang Liang , Qihang Zhang , Ceyuan Yang

Since the objective functions of reinforcement learning problems are typically highly nonconvex, it is desirable that policy gradient, the most popular algorithm, escapes saddle points and arrives at second-order stationary points. Existing…

Machine Learning · Computer Science 2024-05-15 Siqiao Mu , Diego Klabjan

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

Artificial Intelligence · Computer Science 2017-11-27 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

Actor-critic (AC) algorithms, empowered by neural networks, have had significant empirical success in recent years. However, most of the existing theoretical support for AC algorithms focuses on the case of linear function approximations,…

Machine Learning · Computer Science 2024-04-02 Yufeng Zhang , Siyu Chen , Zhuoran Yang , Michael I. Jordan , Zhaoran Wang

Recent studies have increasingly focused on non-asymptotic convergence analyses for actor-critic (AC) algorithms. One such effort introduced a two-timescale critic-actor algorithm for the discounted cost setting using a tabular…

Machine Learning · Computer Science 2025-10-07 Prashansa Panda , Shalabh Bhatnagar

Policy optimization methods remain a powerful workhorse in empirical Reinforcement Learning (RL), with a focus on neural policies that can easily reason over complex and continuous state and/or action spaces. Theoretical understanding of…

Machine Learning · Computer Science 2021-03-23 Fei Feng , Wotao Yin , Alekh Agarwal , Lin F. Yang

Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO…

Machine Learning · Computer Science 2019-11-11 Yuhui Wang , Hao He , Xiaoyang Tan , Yaozhong Gan

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

In this paper, we consider the problem of actor-critic reinforcement learning. Firstly, we extend the actor-critic architecture to actor-critic-N architecture by introducing more critics beyond rewards. Secondly, we combine the reward-based…

Machine Learning · Computer Science 2020-06-15 Weiya Ren