Related papers: Refined Policy Improvement Bounds for MDPs
In this technical note, we establish an upper-bound on the threshold on the discount factor starting from which all discounted-optimal deterministic policies are gain-optimal, that we prove to be tight on an example. To address…
Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts consecutive policies to be 'close' to one another, is…
Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…
We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…
Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO) are among the most successful policy gradient approaches in deep reinforcement learning (RL). While these methods achieve state-of-the-art performance across a…
Reinforcement Learning (RL) for constrained MDPs (CMDPs) is an increasingly important problem for various applications. Often, the average criterion is more suitable than the discounted criterion. Yet, RL for average-CMDPs (ACMDPs) remains…
We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL). We first consider bounding the difference of the long-term average reward for two policies. We show that previous work based on the discounted return…
Many policy-based reinforcement learning (RL) algorithms can be viewed as instantiations of approximate policy iteration (PI), i.e., where policy improvement and policy evaluation are both performed approximately. In applications where the…
Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO…
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…
Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…
We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…
We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…
Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate…
We study the roots of algorithmic progress in deep policy gradient algorithms through a case study on two popular algorithms: Proximal Policy Optimization (PPO) and Trust Region Policy Optimization (TRPO). Specifically, we investigate the…
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…
Policy Iteration (PI) is a widely used family of algorithms to compute optimal policies for Markov Decision Problems (MDPs). We derive upper bounds on the running time of PI on Deterministic MDPs (DMDPs): the class of MDPs in which every…
Reinforcement learning (RL) has re-emerged as a natural approach for training interactive LLM agents in real-world environments. However, directly applying the widely used Group Relative Policy Optimization (GRPO) algorithm to multi-turn…
Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…
Trust Region Policy Optimization (TRPO) is an iterative method that simultaneously maximizes a surrogate objective and enforces a trust region constraint over consecutive policies in each iteration. The combination of the surrogate…