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Real Time Dynamic Programming (RTDP) is an online algorithm based on Dynamic Programming (DP) that acts by 1-step greedy planning. Unlike DP, RTDP does not require access to the entire state space, i.e., it explicitly handles the…

Machine Learning · Computer Science 2020-10-13 Yonathan Efroni , Mohammad Ghavamzadeh , Shie Mannor

Memoryless and finite-memory policies offer a practical alternative for solving partially observable Markov decision processes (POMDPs), as they operate directly in the output space rather than in the high-dimensional belief space. However,…

Machine Learning · Computer Science 2025-12-15 Roy van Zuijlen , Duarte Antunes

This work develops new algorithms with rigorous efficiency guarantees for infinite horizon imitation learning (IL) with linear function approximation without restrictive coherence assumptions. We begin with the minimax formulation of the…

Machine Learning · Computer Science 2023-05-31 Luca Viano , Angeliki Kamoutsi , Gergely Neu , Igor Krawczuk , Volkan Cevher

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

This paper studies the infinite-horizon adaptive optimal control of continuous-time linear periodic (CTLP) systems. A novel value iteration (VI) based off-policy ADP algorithm is proposed for a general class of CTLP systems, so that…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Bo Pang , Zhong-Ping Jiang

We study diffusion-based world models for reinforcement learning, which offer high generative fidelity but face critical efficiency challenges in control. Current methods either require heavyweight models at inference or rely on highly…

Machine Learning · Computer Science 2026-02-18 Lior Cohen , Ofir Nabati , Kaixin Wang , Navdeep Kumar , Shie Mannor

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

Decision transformer based sequential policies have emerged as a powerful paradigm in offline reinforcement learning (RL), yet their efficacy remains constrained by the quality of static datasets and inherent architectural limitations.…

Machine Learning · Computer Science 2026-03-05 Yihao Qin , Yuanfei Wang , Hang Zhou , Peiran Liu , Hao Dong , Yiding Ji

In this work, we consider a cooperative multi-agent Markov decision process (MDP) involving m agents. At each decision epoch, all the m agents independently select actions in order to maximize a common long-term objective. In the policy…

Machine Learning · Computer Science 2024-05-01 Lakshmi Mandal , Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

This article investigates the core mechanisms of indirect data-driven control for unknown systems, focusing on the application of policy iteration (PI) within the context of the linear quadratic regulator (LQR) optimal control problem.…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Bowen Song , Andrea Iannelli

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…

Machine Learning · Computer Science 2017-04-24 John Schulman , Sergey Levine , Philipp Moritz , Michael I. Jordan , Pieter Abbeel

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

Optimization and Control · Mathematics 2022-02-16 Benjamin Gravell , Iman Shames , Tyler Summers

As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-25 Linggao Kong , Yuedong Xu , Lei Jiao , Chuan Xu

This paper proposes and analyzes two new policy learning methods: regularized policy gradient (RPG) and iterative policy optimization (IPO), for a class of discounted linear-quadratic control (LQC) problems over an infinite time horizon…

Optimization and Control · Mathematics 2025-10-08 Xin Guo , Xinyu Li , Renyuan Xu

In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…

Machine Learning · Computer Science 2024-05-31 Weiye Zhao , Feihan Li , Yifan Sun , Rui Chen , Tianhao Wei , Changliu Liu

The development of Policy Iteration (PI) has inspired many recent algorithms for Reinforcement Learning (RL), including several policy gradient methods that gained both theoretical soundness and empirical success on a variety of tasks. The…

Machine Learning · Computer Science 2025-06-03 Zhijie Xie , Shenghui Song

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur