Related papers: A policy gradient approach for optimization of smo…
Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of…
In Reinforcement Learning (abbreviated as RL), an agent interacts with the environment via a set of possible actions, and a reward is generated from some unknown distribution. The task here is to find an optimal set of actions such that the…
Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for Large Language Model (LLM) reasoning, yet current methods face key challenges in resource allocation and policy optimization dynamics: (i) uniform rollout…
With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…
For continuing tasks, average cost Markov decision processes have well-documented value and can be solved using efficient algorithms. However, it explicitly assumes that the agent is risk-neutral. In this work, we extend risk-neutral…
On-policy reinforcement learning (RL) algorithms have demonstrated great potential in robotic control, where effective exploration is crucial for efficient and high-quality policy learning. However, how to encourage the agent to explore the…
To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…
Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
Policy Gradient (PG) algorithms are among the best candidates for the much-anticipated applications of reinforcement learning to real-world control tasks, such as robotics. However, the trial-and-error nature of these methods poses safety…
The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…
Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…
We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…
The automatic synthesis of a policy through reinforcement learning (RL) from a given set of formal requirements depends on the construction of a reward signal and consists of the iterative application of many policy-improvement steps. The…
Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…
In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…