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We introduce a novel framework for analyzing reinforcement learning (RL) in continuous state-action spaces, and use it to prove fast rates of convergence in both off-line and on-line settings. Our analysis highlights two key stability…

Machine Learning · Computer Science 2024-01-11 Yaqi Duan , Martin J. Wainwright

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Reinforcement learning (RL) can provide adaptive and scalable controllers essential for power grid decarbonization. However, RL methods struggle with power grids' complex dynamics, long-horizon goals, and hard physical constraints. For…

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

Machine Learning · Computer Science 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh

Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…

Machine Learning · Computer Science 2022-08-09 Taisuke Kobayashi , Kenta Yoshizawa

Reinforcement learning (RL) has gained attention for aligning large language models (LLMs) via reinforcement learning from human feedback (RLHF). The actor-only variants of Proximal Policy Optimization (PPO) are widely applied for their…

Optimization and Control · Mathematics 2025-12-19 Yin Liu , Qiming Dai , Junyu Zhang , Zaiwen Wen

In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…

Machine Learning · Computer Science 2021-09-27 Aviv Tamar , Daniel Soudry , Ev Zisselman

In this article, two types of methods from different perspectives based on spectral normalization are described for ensuring the stability of the system controlled by a neural network. The first one is that the L2 gain of the feedback…

Artificial Intelligence · Computer Science 2020-12-29 Ryoichi Takase , Nobuyuki Yoshikawa , Toshisada Mariyama , Takeshi Tsuchiya

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

In this paper, the reinforcement learning (RL)-based optimal control problem is studied for multiplicative-noise systems, where input delay is involved and partial system dynamics is unknown. To solve a variant of Riccati-ZXL equations,…

Optimization and Control · Mathematics 2023-01-10 Hongxia Wang , Fuyu Zhao , Zhaorong Zhang , Juanjuan Xu , Xun Li

Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…

Machine Learning · Computer Science 2026-02-06 Minh Nguyen , Chandrajit Bajaj

Reinforcement learning (RL) has achieved phenomenal success in various domains. However, its data-driven nature also introduces new vulnerabilities that can be exploited by malicious opponents. Recent work shows that a well-trained RL agent…

Machine Learning · Computer Science 2024-03-08 Xiaolin Sun , Zizhan Zheng

To integrate into human-centered environments, autonomous agents must learn from and adapt to humans in their native settings. Preference-based reinforcement learning (PbRL) can enable this by learning reward functions from human…

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

This article introduces a novel sample-efficient curriculum learning (CL) approach for training an end-to-end reinforcement learning (RL) policy for robust stabilization of a Quadrotor. The learning objective is to simultaneously stabilize…

Continuous learning seeks to perform the learning on the data that arrives from time to time. While prior works have demonstrated several possible solutions, these approaches require excessive training time as well as memory usage. This is…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Chih-Hsing Ho , Shang-Ho , Tsai

In modern chip design, placement aims at placing millions of circuit modules, which is an essential step that significantly influences power, performance, and area (PPA) metrics. Recently, reinforcement learning (RL) has emerged as a…

Machine Learning · Computer Science 2024-12-11 Ke Xue , Ruo-Tong Chen , Xi Lin , Yunqi Shi , Shixiong Kai , Siyuan Xu , Chao Qian

Achieving highly dynamic behaviors on humanoid robots, such as running, requires controllers that are both robust and precise, and hence difficult to design. Classical control methods offer valuable insight into how such systems can…

Robotics · Computer Science 2025-09-25 Zachary Olkin , Kejun Li , William D. Compton , Aaron D. Ames

Safety remains a central obstacle preventing widespread use of RL in the real world: learning new tasks in uncertain environments requires extensive exploration, but safety requires limiting exploration. We propose Recovery RL, an algorithm…

We address the problem of deploying a reinforcement learning (RL) agent on a physical system such as a datacenter cooling unit or robot, where critical constraints must never be violated. We show how to exploit the typically smooth dynamics…

Artificial Intelligence · Computer Science 2018-01-29 Gal Dalal , Krishnamurthy Dvijotham , Matej Vecerik , Todd Hester , Cosmin Paduraru , Yuval Tassa
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