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Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…

Optimization and Control · Mathematics 2024-06-04 Zhenwei Lin , Chenyu Xue , Qi Deng , Yinyu Ye

Policy gradient algorithms have driven many recent advancements in language model reasoning. An appealing property is their ability to learn from exploration on their own trajectories, a process crucial for fostering diverse and creative…

Machine Learning · Computer Science 2026-03-13 Aleksei Petrenko , Ben Lipkin , Kevin Chen , Erik Wijmans , Marco Cusumano-Towner , Raja Giryes , Philipp Krähenbühl

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Entropy regularized Markov decision processes have been widely used in reinforcement learning. This paper is concerned with the primal-dual formulation of the entropy regularized problems. Standard first-order methods suffer from slow…

Optimization and Control · Mathematics 2023-06-13 Haoya Li , Hsiang-fu Yu , Lexing Ying , Inderjit Dhillon

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

Machine Learning · Computer Science 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

Reinforcement Learning (RL) has been used to finetune Large Language Models (LLMs) using a reward model trained from preference data, to better align with human judgment. The recently introduced direct alignment methods, which are often…

Despite the growing prevalence of artificial neural networks in real-world applications, their vulnerability to adversarial attacks remains a significant concern, which motivates us to investigate the robustness of machine learning models.…

Machine Learning · Computer Science 2024-08-23 Jie Wang , Rui Gao , Yao Xie

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2021-07-06 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

We study behavior-regularized reinforcement learning (RL), where regularization toward a reference distribution (the dataset in offline RL or the base model in LLM RL finetuning) is essential to prevent value over-optimization caused by…

Machine Learning · Computer Science 2026-04-17 Haoran Xu , Kaiwen Hu , Somayeh Sojoudi , Amy Zhang

We study the performance of policy gradient methods for the subclass of Markov games known as Markov potential games (MPGs), which extends the notion of normal-form potential games to the stateful setting and includes the important special…

Multiagent Systems · Computer Science 2022-06-16 Dingyang Chen , Qi Zhang , Thinh T. Doan

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Reinforcement learning with general utilities (RLGU) offers a unifying framework to capture several problems beyond standard expected returns, including imitation learning, pure exploration, and safe RL. Despite recent fundamental advances…

Machine Learning · Computer Science 2025-10-27 Anas Barakat , Souradip Chakraborty , Peihong Yu , Pratap Tokekar , Amrit Singh Bedi

Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the…

Machine Learning · Computer Science 2023-02-06 Ryo Karakida , Tomoumi Takase , Tomohiro Hayase , Kazuki Osawa

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

A wide variety of queueing systems can be naturally modeled as infinite-state Markov Decision Processes (MDPs). In the reinforcement learning (RL) context, a variety of algorithms have been developed to learn and optimize these MDPs. At the…

Machine Learning · Computer Science 2025-07-14 Isaac Grosof , Siva Theja Maguluri , R. Srikant

Programmatic reinforcement learning (PRL) offers an interpretable alternative to deep reinforcement learning by representing policies as human-readable and -editable programs. While gradient-based methods have been developed to optimize…

Machine Learning · Computer Science 2026-05-19 Chengpeng Hu , Yingqian Zhang , Hendrik Baier

Stochastic first-order methods for empirical risk minimization employ gradient approximations based on sampled data in lieu of exact gradients. Such constructions introduce noise into the learning dynamics, which can be corrected through…

Machine Learning · Computer Science 2025-03-18 Sean Xiao , Sangwoo Park , Stefan Vlaski

Regularization is one of the most important techniques in reinforcement learning algorithms. The well-known soft actor-critic algorithm is a special case of regularized policy iteration where the regularizer is chosen as Shannon entropy.…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Yunan Wang , Guojian Zhan , Jie Li , Shengbo Eben Li

For RL algorithms, appropriate entropy control is crucial to their effectiveness. To control the policy entropy, a commonly used method is entropy regularization, which is adopted in various popular RL algorithms including PPO, SAC and A3C.…

Machine Learning · Computer Science 2026-02-06 Han Shen