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Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

Multiagent Systems · Computer Science 2026-04-02 Wonseok Yang , Thinh T. Doan

In this paper, a novel optimal control-based baseline function is presented for the policy gradient method in deep reinforcement learning (RL). The baseline is obtained by computing the value function of an optimal control problem, which is…

Machine Learning · Computer Science 2024-11-07 Xubo Lyu , Site Li , Seth Siriya , Ye Pu , Mo Chen

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas

Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

Machine Learning · Computer Science 2008-07-06 Christos Dimitrakakis , Michail G. Lagoudakis

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

There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

Despite its promise, reinforcement learning's real-world adoption has been hampered by the need for costly exploration to learn a good policy. Imitation learning (IL) mitigates this shortcoming by using an oracle policy during training as a…

Machine Learning · Computer Science 2020-12-08 Ching-An Cheng , Andrey Kolobov , Alekh Agarwal

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

We propose a simple, practical and intuitive approach to improve the performance of a conventional controller in uncertain environments using deep reinforcement learning while maintaining safe operation. Our approach is motivated by the…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Tom Staessens , Tom Lefebvre , Guillaume Crevecoeur

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning. Hybrid approaches that combine…

Machine Learning · Computer Science 2026-05-25 Jonathan Spieler , Sven Behnke

Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…

Machine Learning · Computer Science 2021-03-05 Navyata Sanghvi , Shinnosuke Usami , Mohit Sharma , Joachim Groeger , Kris Kitani

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Optimization and Control · Mathematics 2023-06-14 Richard Archibald , Feng Bao , Jiongmin Yong

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri