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Related papers: Truly Deterministic Policy Optimization

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Our goal is to train control policies that generalize well to unseen environments. Inspired by the Distributionally Robust Optimization (DRO) framework, we propose DRAGEN - Distributionally Robust policy learning via Adversarial Generation…

Robotics · Computer Science 2022-07-08 Allen Z. Ren , Anirudha Majumdar

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Trust Region Policy Optimization (TRPO) is an iterative method that simultaneously maximizes a surrogate objective and enforces a trust region constraint over consecutive policies in each iteration. The combination of the surrogate…

Machine Learning · Computer Science 2023-02-17 Mingfei Sun , Benjamin Ellis , Anuj Mahajan , Sam Devlin , Katja Hofmann , Shimon Whiteson

This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself…

Machine Learning · Computer Science 2026-05-12 Alex DeWeese , Guannan Qu

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Deterministic policy gradient (DPG) is widely utilized for continuous control; however, it inherently relies on the differentiability of the critic with respect to the action during policy updates. This assumption is violated in practical…

Machine Learning · Computer Science 2026-05-08 Hyunjun Na , Donghwan Lee

This paper presents a novel model-free and fully data-driven policy iteration scheme for quadratic regulation of linear dynamics with state- and input-multiplicative noise. The implementation is similar to the least-squares temporal…

Optimization and Control · Mathematics 2022-12-05 Peter Coppens , Panagiotis Patrinos

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…

Optimization and Control · Mathematics 2024-06-12 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

Standard on-policy reinforcement learning relies on heuristic clipping to enforce trust regions, but this mechanism imposes a severe cost by indiscriminately truncating high-return yet high-divergence updates. We demonstrate that explicitly…

Machine Learning · Computer Science 2026-05-27 Yu Luo , Shuo Han , Yihan Hu , Lei Lv , Huaping Liu , Fuchun Sun , Jianye Hao , Dong Li

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

In many real-world reinforcement learning applications, access to the environment is limited to a fixed dataset, instead of direct (online) interaction with the environment. When using this data for either evaluation or training of a new…

Machine Learning · Computer Science 2019-11-06 Ofir Nachum , Yinlam Chow , Bo Dai , Lihong Li

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to deterministic (even in some very simple environments), leading…

Machine Learning · Computer Science 2019-11-19 Chuheng Zhang , Yuanqi Li , Jian Li

By leveraging differentiable dynamics, Reparameterization Policy Gradient (RPG) achieves high sample efficiency. However, current approaches are hindered by two critical limitations: the under-utilization of computationally expensive…

Machine Learning · Computer Science 2026-02-09 Hai Zhong , Xun Wang , Zhuoran Li , Longbo Huang

This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infinite horizon scenarios. The exact joint probability…

Optimization and Control · Mathematics 2024-07-29 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong
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