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Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy…

Machine Learning · Computer Science 2018-04-20 Gang Chen , Yiming Peng , Mengjie Zhang

In constrained Markov decision processes, enforcing constraints during training is often thought of as decreasing the final return. Recently, it was shown that constraints can be incorporated directly into the policy geometry, yielding an…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

In safe reinforcement learning (SRL) problems, an agent explores the environment to maximize an expected total reward and meanwhile avoids violation of certain constraints on a number of expected total costs. In general, such SRL problems…

Machine Learning · Computer Science 2021-06-01 Tengyu Xu , Yingbin Liang , Guanghui Lan

Hierarchical reinforcement learning is a promising approach to tackle long-horizon decision-making problems with sparse rewards. Unfortunately, most methods still decouple the lower-level skill acquisition process and the training of a…

Machine Learning · Computer Science 2020-05-15 Alexander C. Li , Carlos Florensa , Ignasi Clavera , Pieter Abbeel

While Group Relative Policy Optimization (GRPO) has emerged as a scalable framework for critic-free policy learning, extending it to settings with explicit behavioral constraints remains underexplored. We introduce Constrained GRPO, a…

Machine Learning · Computer Science 2026-02-09 Roger Girgis , Rodrigue de Schaetzen , Luke Rowe , Azalée Robitaille , Christopher Pal , Liam Paull

This paper presents the SCvx algorithm, a successive convexification algorithm designed to solve non-convex constrained optimal control problems with global convergence and superlinear convergence-rate guarantees. The proposed algorithm can…

Optimization and Control · Mathematics 2019-02-28 Yuanqi Mao , Michael Szmuk , Xiangru Xu , Behcet Acikmese

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Machine Learning · Computer Science 2026-02-11 Hanyong Wang , Menglong Yang

Model-free deep-reinforcement-based learning algorithms have been applied to a range of COPs~\cite{bello2016neural}~\cite{kool2018attention}~\cite{nazari2018reinforcement}. However, these approaches suffer from two key challenges when…

Machine Learning · Computer Science 2022-06-01 Nasrin Sultana , Jeffrey Chan , Tabinda Sarwar , A. K. Qin

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

This paper proposes a new algorithm that solves non-convex optimal control problems with a theoretical guarantee for global convergence to a feasible local solution of the original problem. The proposed algorithm extends the recently…

Optimization and Control · Mathematics 2024-10-15 Kenshiro Oguri

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

Machine Learning · Computer Science 2020-12-03 Prasenjit Karmakar

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

Current reinforcement-learning methods are unable to directly learn policies that solve the minimum cost reach-avoid problem to minimize cumulative costs subject to the constraints of reaching the goal and avoiding unsafe states, as the…

Machine Learning · Computer Science 2024-10-31 Oswin So , Cheng Ge , Chuchu Fan

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

Optimization and Control · Mathematics 2018-12-17 Yang Yang , Marius Pesavento

Reinforcement learning has become central to post-training large language models, yet dominant algorithms rely on clipping mechanisms that introduce optimization issues at scale, including zero-gradient regions, reward hacking, and training…

Machine Learning · Computer Science 2026-02-02 Ömer Veysel Çağatan , Barış Akgün , Gözde Gül Şahin , Xuandong Zhao