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Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…

Machine Learning · Computer Science 2021-09-27 Aviv Tamar , Daniel Soudry , Ev Zisselman

Policy mirror descent (PMD) is a general policy optimization framework in reinforcement learning, which can cover a wide range of typical policy optimization methods by specifying different mirror maps. Existing analysis of PMD requires…

Optimization and Control · Mathematics 2025-09-24 Jiacai Liu , Wenye Li , Ke Wei

The linear Markov Decision Process (MDP) framework offers a principled foundation for reinforcement learning (RL) with strong theoretical guarantees and sample efficiency. However, its restrictive assumption-that both transition dynamics…

Machine Learning · Statistics 2025-06-03 Sinian Zhang , Kaicheng Zhang , Ziping Xu , Tianxi Cai , Doudou Zhou

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

Optimization and Control · Mathematics 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan

In this paper, we propose a provably convergent and practical framework for multi-objective reinforcement learning with max-min criterion. From a game-theoretic perspective, we reformulate max-min multi-objective reinforcement learning as a…

Machine Learning · Computer Science 2025-10-24 Woohyeon Byeon , Giseung Park , Jongseong Chae , Amir Leshem , Youngchul Sung

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

Diffusion policies have achieved great success in online reinforcement learning (RL) due to their strong expressive capacity. However, the inference of diffusion policy models relies on a slow iterative sampling process, which limits their…

Machine Learning · Computer Science 2025-10-17 Tianyi Chen , Haitong Ma , Na Li , Kai Wang , Bo Dai

Despite being highly over-parametrized, and having the ability to fully interpolate the training data, deep networks are known to generalize well to unseen data. It is now understood that part of the reason for this is that the training…

Machine Learning · Computer Science 2023-02-21 Danil Akhtiamov , Babak Hassibi

Group Relative Policy Optimization (GRPO) was introduced and used recently for promoting reasoning in LLMs under verifiable (binary) rewards. We show that the mean + variance calibration of these rewards induces a weighted contrastive loss…

Machine Learning · Computer Science 2025-10-22 Youssef Mroueh

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

Recent advances in rule-based reinforcement learning (RL) have significantly improved the reasoning capability of language models (LMs) with rule-based rewards. However, existing RL methods -- such as GRPO, REINFORCE++, and RLOO -- often…

Machine Learning · Computer Science 2025-05-20 Zongkai Liu , Fanqing Meng , Lingxiao Du , Zhixiang Zhou , Chao Yu , Wenqi Shao , Qiaosheng Zhang

This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective involves a convex regularisation function, denoted as $h$, with…

Optimization and Control · Mathematics 2025-08-22 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch , Yufei Zhang

Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…

Machine Learning · Computer Science 2021-11-30 Zhuang Liu , Xuanlin Li , Bingyi Kang , Trevor Darrell

We consider infinite-horizon discounted Markov decision problems with finite state and action spaces and study the convergence rates of the projected policy gradient method and a general class of policy mirror descent methods, all with…

Optimization and Control · Mathematics 2022-03-08 Lin Xiao

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

Machine Learning · Computer Science 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu