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While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

Policy gradient (PG) gives rise to a rich class of reinforcement learning (RL) methods. Recently, there has been an emerging trend to accelerate the existing PG methods such as REINFORCE by the \emph{variance reduction} techniques. However,…

Machine Learning · Computer Science 2021-05-31 Junyu Zhang , Chengzhuo Ni , Zheng Yu , Csaba Szepesvari , Mengdi Wang

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

This paper presents a novel distributed formulation of the min-max optimization problem. Such a formulation enables enhanced flexibility among agents when optimizing their maximization variables. To address the problem, we propose two…

Optimization and Control · Mathematics 2025-05-19 Runze You , Kun Huang , Shi Pu

In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic

Reinforcement learning demonstrated immense success in modelling complex physics-driven systems, providing end-to-end trainable solutions by interacting with a simulated or real environment, maximizing a scalar reward signal. In this work,…

Computational Physics · Physics 2025-01-10 Tobias Kortus , Ralf Keidel , Nicolas R. Gauger , Jan Kieseler

We study the risk-sensitive exponential cost MDP formulation and develop a trajectory-based gradient algorithm to find the stationary point of the cost associated with a set of parameterized policies. We derive a formula that can be used to…

Systems and Control · Electrical Eng. & Systems 2022-08-31 Mehrdad Moharrami , Yashaswini Murthy , Arghyadip Roy , R. Srikant

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

An unmanned aerial vehicle (UAV)-aided mobile edge computing (MEC) framework is proposed, where several UAVs having different trajectories fly over the target area and support the user equipments (UEs) on the ground. We aim to jointly…

Signal Processing · Electrical Eng. & Systems 2020-09-24 Liang Wang , Kezhi Wang , Cunhua Pan , Wei Xu , Nauman Aslam , Lajos Hanzo

Atomic-scale materials synthesis via layer deposition techniques present a unique opportunity to control material structures and yield systems that display unique functional properties that cannot be stabilized using traditional bulk…

Computational Physics · Physics 2020-06-30 Siyan Liu , Nikolay Borodinov , Lukas Vlcek , Dan Lu , Nouamane Laanait , Rama K. Vasudevan

The conservation of hydrological resources involves continuously monitoring their contamination. A multi-agent system composed of autonomous surface vehicles is proposed in this paper to efficiently monitor the water quality. To achieve a…

Artificial Intelligence · Computer Science 2024-01-10 Samuel Yanes Luis , Dmitriy Shutin , Juan Marchal Gómez , Daniel Gutiérrez Reina , Sergio Toral Marín

We study high-probability (HP) convergence guarantees in decentralized stochastic optimization, where multiple agents collaborate to jointly train a model over a network. Existing HP results in decentralized settings almost exclusively…

Machine Learning · Computer Science 2026-05-04 Aleksandar Armacki , Haoyuan Cai , Ali H. Sayed

We introduce a novel training procedure for policy gradient methods wherein episodic memory is used to optimize the hyperparameters of reinforcement learning algorithms on-the-fly. Unlike other hyperparameter searches, we formulate…

Machine Learning · Computer Science 2021-12-06 Hung Le , Majid Abdolshah , Thommen K. George , Kien Do , Dung Nguyen , Svetha Venkatesh

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

The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

Off-policy algorithms, in which a behavior policy differs from the target policy and is used to gain experience for learning, have proven to be of great practical value in reinforcement learning. However, even for simple convex problems…

Machine Learning · Computer Science 2022-09-13 Rong J. B. Zhu , James M. Murray

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed