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Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

The widespread use of neural networks across different scientific domains often involves constraining them to satisfy certain symmetries, conservation laws, or other domain knowledge. Such constraints are often imposed as soft penalties…

Machine Learning · Computer Science 2020-01-15 Sifan Wang , Yujun Teng , Paris Perdikaris

We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional (SF) based gradient estimation scheme. The first algorithm…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…

Optimization and Control · Mathematics 2024-08-21 Getachew K. Befekadu

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Policy gradient methods have been frequently applied to problems in control and reinforcement learning with great success, yet existing convergence analysis still relies on non-intuitive, impractical and often opaque conditions. In…

Machine Learning · Computer Science 2022-04-08 Matthew S. Zhang , Murat A. Erdogdu , Animesh Garg

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

Reinforcement learning has received high research interest for developing planning approaches in automated driving. Most prior works consider the end-to-end planning task that yields direct control commands and rarely deploy their algorithm…

Robotics · Computer Science 2023-07-31 Marvin Klimke , Benjamin Völz , Michael Buchholz

Using the policy gradient algorithm, we train a single-hidden-layer neural network to balance a physically accurate simulation of a single inverted pendulum. The trained weights and biases can then be transferred to a physical agent, where…

Machine Learning · Computer Science 2021-02-17 Dylan Bates

There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao

In these lecture notes we present different methods and concepts developed in statistical physics to analyze gradient descent dynamics in high-dimensional non-convex landscapes. Our aim is to show how approaches developed in physics, mainly…

Disordered Systems and Neural Networks · Physics 2023-11-13 Tony Bonnaire , Davide Ghio , Kamesh Krishnamurthy , Francesca Mignacco , Atsushi Yamamura , Giulio Biroli

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

Machine Learning · Computer Science 2012-06-18 Emma Brunskill , Bethany Leffler , Lihong Li , Michael L. Littman , Nicholas Roy

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

Although statistical learning theory provides a robust framework to understand supervised learning, many theoretical aspects of deep learning remain unclear, in particular how different architectures may lead to inductive bias when trained…

Machine Learning · Computer Science 2024-03-27 Cédric Gerbelot , Avetik Karagulyan , Stefani Karp , Kavya Ravichandran , Menachem Stern , Nathan Srebro

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst