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Related papers: Truly Deterministic Policy Optimization

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Balancing exploration and exploitation during reinforcement learning fine-tuning of generative models presents a critical challenge, as existing approaches rely on fixed divergence regularization that creates an inherent dilemma: strong…

Machine Learning · Computer Science 2025-10-22 Jiajun Fan , Tong Wei , Chaoran Cheng , Yuxin Chen , Ge Liu

Although multi-step generative policies achieve strong performance in robotic manipulation by modeling multimodal action distributions, they require multi-step iterative denoising at inference time. Each action therefore needs tens to…

Robotics · Computer Science 2026-04-22 Yuxuan Gao , Yedong Shen , Shiqi Zhang , Wenhao Yu , Yifan Duan , Jia pan , Jiajia Wu , Jiajun Deng , Yanyong Zhang

We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Chung I Lu

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Bowen Song , Andrea Iannelli

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow…

Machine Learning · Computer Science 2023-06-19 Yunfan Li , Yiran Wang , Yu Cheng , Lin Yang

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

Decentralized policy optimization has been commonly used in cooperative multi-agent tasks. However, since all agents are updating their policies simultaneously, from the perspective of individual agents, the environment is non-stationary,…

Machine Learning · Computer Science 2023-02-17 Hao Luo , Jiechuan Jiang , Zongqing Lu

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

Recent advancements in Large Reasoning Models (LRMs), exemplified by DeepSeek-R1, have underscored the potential of scaling inference-time compute through Group Relative Policy Optimization (GRPO). However, GRPO frequently suffers from…

Artificial Intelligence · Computer Science 2026-02-09 Yu Zhao , Fan Jiang , Tianle Liu , Bo Zeng , Yu Liu , Longyue Wang , Weihua Luo

We propose a method for finding approximate compilations of quantum unitary transformations, based on techniques from policy gradient reinforcement learning. The choice of a stochastic policy allows us to rephrase the optimization problem…

Quantum Physics · Physics 2022-09-14 David A. Herrera-Martí

We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and multiple cost functions are revealed, and the decision maker…

Machine Learning · Computer Science 2022-07-26 Jiashuo Jiang , Xiaocheng Li , Jiawei Zhang

We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes…

Machine Learning · Statistics 2016-02-09 Rowan McAllister , Carl Edward Rasmussen

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…

Machine Learning · Statistics 2025-06-12 Vahan Arsenyan , Elen Vardanyan , Arnak Dalalyan

Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…

Optimization and Control · Mathematics 2022-05-03 Rui Gao , Anton J. Kleywegt

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Leilei Cui , Lekan Molu

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the…

Machine Learning · Statistics 2018-04-17 Kamil Ciosek , Shimon Whiteson

This paper introduces two novel modifications to the Dynamic sAmpling Policy Optimization (DAPO) algorithm [1], approached from a mixed-policy perspective. Standard policy gradient methods can suffer from instability and sample…

Machine Learning · Computer Science 2025-08-20 Hongze Tan , Yuchen Li