Related papers: Policy Mirror Descent for Regularized Reinforcemen…
We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…
Natural policy gradient (NPG) is a common policy optimization algorithm and can be viewed as mirror ascent in the space of probabilities. Recently, Vaswani et al. [2021] introduced a policy gradient method that corresponds to mirror ascent…
Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…
In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…
While originally developed for continuous control problems, Proximal Policy Optimization (PPO) has emerged as the work-horse of a variety of reinforcement learning (RL) applications, including the fine-tuning of generative models.…
Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…
Entropy regularization has been widely used in policy optimization algorithms to enhance exploration and the robustness of the optimal control; however it also introduces an additional regularization bias. This work quantifies the impact of…
The generalization gap in reinforcement learning (RL) has been a significant obstacle that prevents the RL agent from learning general skills and adapting to varying environments. Increasing the generalization capacity of the RL systems can…
While reinforcement learning methods have delivered remarkable results in a number of settings, generalization, i.e., the ability to produce policies that generalize in a reliable and systematic way, has remained a challenge. The problem of…
Reinforcement learning algorithms solve sequential decision-making problems in probabilistic environments by optimizing for long-term reward. The desire to use reinforcement learning in safety-critical settings inspires a recent line of…
Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…
Recent advances in reinforcement learning (RL) enable its use on increasingly complex tasks, but the lack of formal safety guarantees still limits its application in safety-critical settings. A common practical approach is to augment the RL…
Reinforcement learning (RL) has gained attention for aligning large language models (LLMs) via reinforcement learning from human feedback (RLHF). The actor-only variants of Proximal Policy Optimization (PPO) are widely applied for their…
We introduce the receding-horizon policy gradient (RHPG) algorithm, the first PG algorithm with provable global convergence in learning the optimal linear estimator designs, i.e., the Kalman filter (KF). Notably, the RHPG algorithm does not…
In machine learning and statistical data analysis, we often run into objective function that is a summation: the number of terms in the summation possibly is equal to the sample size, which can be enormous. In such a setting, the stochastic…
It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…
Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…
Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…
In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…
We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…