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Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

Language model (LM) post-training (or alignment) involves maximizing a reward function that is derived from preference annotations. Direct Preference Optimization (DPO) is a popular offline alignment method that trains a policy directly on…

Machine Learning · Computer Science 2025-03-04 Adam Fisch , Jacob Eisenstein , Vicky Zayats , Alekh Agarwal , Ahmad Beirami , Chirag Nagpal , Pete Shaw , Jonathan Berant

On-policy deep reinforcement learning algorithms have low data utilization and require significant experience for policy improvement. This paper proposes a proximal policy optimization algorithm with prioritized trajectory replay (PTR-PPO)…

Machine Learning · Computer Science 2021-12-09 Xingxing Liang , Yang Ma , Yanghe Feng , Zhong Liu

Recent advances in deep learning have enabled optimization of deep reactive policies (DRPs) for continuous MDP planning by encoding a parametric policy as a deep neural network and exploiting automatic differentiation in an end-to-end…

Artificial Intelligence · Computer Science 2022-03-25 Siow Meng Low , Akshat Kumar , Scott Sanner

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Reinforcement learning has become a central paradigm for improving LLM reasoning. However, existing methods use a single policy to produce both inference responses and training optimization trajectories. The objective conflict between…

Machine Learning · Computer Science 2026-01-26 Jingchu Wang , Bingbing Xu , Yige Yuan , Bin Xie , Xiaoqian Sun , Huawei Shen

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

Machine Learning · Computer Science 2024-04-02 Miao Lu , Yifei Min , Zhaoran Wang , Zhuoran Yang

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

Machine Learning · Computer Science 2019-10-01 Zhenyu Zhang , Xiangfeng Luo , Tong Liu , Shaorong Xie , Jianshu Wang , Wei Wang , Yang Li , Yan Peng

Multi-period portfolio optimization is important for real portfolio management, as it accounts for transaction costs, path-dependent risks, and the intertemporal structure of trading decisions that single-period models cannot capture.…

Computational Engineering, Finance, and Science · Computer Science 2025-12-16 Yuxuan Linghu , Zhiyuan Liu , Qi Deng

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Standard on-policy reinforcement learning relies on heuristic clipping to enforce trust regions, but this mechanism imposes a severe cost by indiscriminately truncating high-return yet high-divergence updates. We demonstrate that explicitly…

Machine Learning · Computer Science 2026-05-27 Yu Luo , Shuo Han , Yihan Hu , Lei Lv , Huaping Liu , Fuchun Sun , Jianye Hao , Dong Li

Multi-turn human-AI collaboration is fundamental to deploying interactive services such as adaptive tutoring, conversational recommendation, and professional consultation. However, optimizing these interactions via reinforcement learning is…

Machine Learning · Computer Science 2026-03-26 Haoyu Wang , Yuxin Chen , Liang Luo , Buyun Zhang , Ellie Dingqiao Wen , Pan Li

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

Proximal Policy Optimization (PPO) dominates reinforcement learning and LLM alignment but relies on a "hard clipping" mechanism that discards valuable gradients. Conversely, unconstrained methods like SPO expose the optimization to…

Artificial Intelligence · Computer Science 2026-05-07 Yiheng Zhang , Yiming Wang , Kaiyan Zhao , Zhenglin Wan , Jiayu Chen , Leong Hou U

The rapid development of large language model (LLM) alignment algorithms has resulted in a complex and fragmented landscape, with limited clarity on the effectiveness of different methods and their inter-connections. This paper introduces…

Policy-based Reinforcement Learning (RL) has established itself as the dominant paradigm in generative recommendation for optimizing sequential user interactions. However, when applied to offline historical logs, these methods suffer a…

Machine Learning · Computer Science 2026-02-12 Jie Jiang , Yusen Huo , Xiangxin Zhan , Changping Wang , Jun Zhang

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi