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Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

Machine Learning · Computer Science 2020-07-14 Nathan Kallus , Angela Zhou

We study the problem of efficiently estimating policies that simultaneously optimize multiple objectives in reinforcement learning (RL). Given $n$ objectives (or tasks), we seek the optimal partition of these objectives into $k \ll n$…

Machine Learning · Computer Science 2026-02-24 Zhenshuo Zhang , Minxuan Duan , Youran Ye , Hongyang R. Zhang

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

In this paper we investigate how gradient-based algorithms such as gradient descent, (multi-pass) stochastic gradient descent, its persistent variant, and the Langevin algorithm navigate non-convex loss-landscapes and which of them is able…

Disordered Systems and Neural Networks · Physics 2022-03-22 Francesca Mignacco , Pierfrancesco Urbani , Lenka Zdeborová

We address nonconvex learning problems over undirected networks. In particular, we focus on the challenge of designing an algorithm that is both communication-efficient and that guarantees the privacy of the agents' data. The first goal is…

Machine Learning · Computer Science 2026-04-06 Xiaoxing Ren , Yuwen Ma , Nicola Bastianello , Karl H. Johansson , Thomas Parisini , Andreas A. Malikopoulos

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we focus on the widely studied class of mirror descent schemes…

Optimization and Control · Mathematics 2017-09-21 Panayotis Mertikopoulos , Mathias Staudigl

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

Machine Learning · Computer Science 2023-07-13 Anurag Ajay , Abhishek Gupta , Dibya Ghosh , Sergey Levine , Pulkit Agrawal

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Despite remarkable achievements in artificial intelligence, the deployability of learning-enabled systems in high-stakes real-world environments still faces persistent challenges. For example, in safety-critical domains like autonomous…

Artificial Intelligence · Computer Science 2023-12-19 Minjae Cho , Chuangchuang Sun

Reinforcement learning has achieved great success in many decision-making tasks, and traditional reinforcement learning algorithms are mainly designed for obtaining a single optimal solution. However, recent works show the importance of…

Machine Learning · Computer Science 2023-08-24 Fanqi Lin , Shiyu Huang , Weiwei Tu

Several recent works have been dedicated to unsupervised reinforcement learning in a single environment, in which a policy is first pre-trained with unsupervised interactions, and then fine-tuned towards the optimal policy for several…

Machine Learning · Computer Science 2021-12-17 Mirco Mutti , Mattia Mancassola , Marcello Restelli

The integration of algorithmic components into neural architectures has gained increased attention recently, as it allows training neural networks with new forms of supervision such as ordering constraints or silhouettes instead of using…

Machine Learning · Computer Science 2021-10-27 Felix Petersen , Christian Borgelt , Hilde Kuehne , Oliver Deussen

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

Policy gradient lies at the core of deep reinforcement learning (RL) in continuous domains. Despite much success, it is often observed in practice that RL training with policy gradient can fail for many reasons, even on standard control…

Machine Learning · Computer Science 2024-01-23 Tao Wang , Sylvia Herbert , Sicun Gao

Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…

In performative Reinforcement Learning (RL), an agent faces a policy-dependent environment: the reward and transition functions depend on the agent's policy. Prior work on performative RL has studied the convergence of repeated retraining…

Machine Learning · Computer Science 2025-05-12 Vasilis Pollatos , Debmalya Mandal , Goran Radanovic
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