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Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…

Safe Reinforcement learning (Safe RL) aims at learning optimal policies while staying safe. A popular solution to Safe RL is shielding, which uses a logical safety specification to prevent an RL agent from taking unsafe actions. However,…

Artificial Intelligence · Computer Science 2023-03-07 Wen-Chi Yang , Giuseppe Marra , Gavin Rens , Luc De Raedt

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based…

Machine Learning · Computer Science 2019-11-19 Kevin Sebastian Luck , Mel Vecerik , Simon Stepputtis , Heni Ben Amor , Jonathan Scholz

We develop and implement a version of the popular "policytree" method (Athey and Wager, 2021) using discrete optimisation techniques. We test the performance of our algorithm in finite samples and find an improvement in the runtime of…

Econometrics · Economics 2025-06-19 James Cussens , Julia Hatamyar , Vishalie Shah , Noemi Kreif

We introduce Backpropagation Through Time and Space (BPTTS), a method for training a recurrent spatio-temporal neural network, that is used in a homogeneous multi-agent reinforcement learning (MARL) setting to learn numerical methods for…

Machine Learning · Computer Science 2022-03-30 Elliot Way , Dheeraj S. K. Kapilavai , Yiwei Fu , Lei Yu

Continual Pre-Training (CPT) has become a popular and effective method to apply strong foundation models to specific downstream tasks. In this work, we explore the learning dynamics throughout the CPT process for large language models. We…

Computation and Language · Computer Science 2025-06-23 Xingjin Wang , Howe Tissue , Lu Wang , Linjing Li , Daniel Dajun Zeng

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

Uncertainty quantification is one of the central challenges for machine learning in real-world applications. In reinforcement learning, an agent confronts two kinds of uncertainty, called epistemic uncertainty and aleatoric uncertainty.…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa , Haiyan Wang , Chetan Gupta

We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an $\epsilon$-approximate…

Machine Learning · Computer Science 2019-05-30 Pan Xu , Felicia Gao , Quanquan Gu

The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy crisis of 2021. In addition to harming producers and…

Trading and Market Microstructure · Quantitative Finance 2023-08-07 Jonas Hanetho

The enduring challenge in the field of artificial intelligence has been the control of systems to achieve desired behaviours. While for systems governed by straightforward dynamics equations, methods like Linear Quadratic Regulation (LQR)…

Machine Learning · Computer Science 2023-12-29 Jyothir S , Siddhartha Jalagam , Yann LeCun , Vlad Sobal

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…

Machine Learning · Computer Science 2020-06-30 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

In this paper, we introduce novel gradient-based optimization methods for state-based potential games (SbPGs) within self-learning distributed production systems. SbPGs are recognised for their efficacy in enabling self-optimizing…

Machine Learning · Computer Science 2024-06-17 Steve Yuwono , Marlon Löppenberg , Dorothea Schwung , Andreas Schwung

One less addressed issue of deep reinforcement learning is the lack of generalization capability based on new state and new target, for complex tasks, it is necessary to give the correct strategy and evaluate all possible actions for…

Artificial Intelligence · Computer Science 2018-11-16 Mincong Luo , Yin Tong , Jiachi Liu
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