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Goal-oriented Reinforcement Learning, where the agent needs to reach the goal state while simultaneously minimizing the cost, has received significant attention in real-world applications. Its theoretical formulation, stochastic shortest…

Machine Learning · Computer Science 2022-06-13 Ming Yin , Wenjing Chen , Mengdi Wang , Yu-Xiang Wang

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…

Machine Learning · Computer Science 2020-10-19 Jingbin Liu , Xinyang Gu , Shuai Liu

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

Artificial Intelligence · Computer Science 2026-03-17 Hongqiang Lin , Zhenghui Fu , Weihao Tang , Pengfei Wang , Yiding Sun , Qixian Huang , Dongxu Zhang

Reinforcement learning (RL) is vital for optimizing large language models (LLMs). Recent Group Relative Policy Optimization (GRPO) estimates advantages using multiple on-policy outputs per prompt, leading to high computational costs and low…

Computation and Language · Computer Science 2025-06-12 Siheng Li , Zhanhui Zhou , Wai Lam , Chao Yang , Chaochao Lu

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

Many reinforcement learning algorithms can be seen as versions of approximate policy iteration (API). While standard API often performs poorly, it has been shown that learning can be stabilized by regularizing each policy update by the…

Machine Learning · Computer Science 2021-02-15 Nevena Lazić , Botao Hao , Yasin Abbasi-Yadkori , Dale Schuurmans , Csaba Szepesvári

Reinforcement learning (RL) has become a cornerstone for fine-tuning Large Language Models (LLMs), with Proximal Policy Optimization (PPO) serving as the de facto standard algorithm. Despite its ubiquity, we argue that the core ratio…

Machine Learning · Computer Science 2026-05-27 Penghui Qi , Xiangxin Zhou , Zichen Liu , Tianyu Pang , Chao Du , Min Lin , Wee Sun Lee

Recent advances in constrained reinforcement learning (RL) have endowed reinforcement learning with certain safety guarantees. However, deploying existing constrained RL algorithms in continuous control tasks with general hard constraints…

Machine Learning · Computer Science 2023-12-22 Shutong Ding , Jingya Wang , Yali Du , Ye Shi

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…

Machine Learning · Computer Science 2020-02-25 Alon Cohen , Haim Kaplan , Yishay Mansour , Aviv Rosenberg

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Optimization and Control · Mathematics 2022-03-28 Xinyi Guan , Velibor V. Mišić

In this paper, we study reinforcement learning (RL) algorithms to solve real-world decision problems with the objective of maximizing the long-term reward as well as satisfying cumulative constraints. We propose a novel first-order policy…

Machine Learning · Computer Science 2019-10-23 Yongshuai Liu , Jiaxin Ding , Xin Liu

In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…

Optimization and Control · Mathematics 2025-07-21 Narim Jeong , Donghwan Lee , Niao He

We revisit offline reinforcement learning on episodic time-homogeneous Markov Decision Processes (MDP). For tabular MDP with $S$ states and $A$ actions, or linear MDP with anchor points and feature dimension $d$, given the collected $K$…

Machine Learning · Statistics 2022-02-11 Tongzheng Ren , Jialian Li , Bo Dai , Simon S. Du , Sujay Sanghavi

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…

Optimization and Control · Mathematics 2013-08-29 Gene A. Bunin , Grégory François , Dominique Bonvin

Reinforcement Learning (RL) in partially observable environments poses significant challenges due to the complexity of learning under uncertainty. While additional information, such as that available in simulations, can enhance training,…

Machine Learning · Computer Science 2026-03-16 Yueheng Li , Guangming Xie , Zongqing Lu

Batch Reinforcement Learning (RL) algorithms attempt to choose a policy from a designer-provided class of policies given a fixed set of training data. Choosing the policy which maximizes an estimate of return often leads to over-fitting…

Machine Learning · Statistics 2014-05-13 Joshua Joseph , Javier Velez , Nicholas Roy
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