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Related papers: Truly Deterministic Policy Optimization

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We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…

Machine Learning · Computer Science 2025-12-22 Matthijs van der Lende , Juan Cardenas-Cartagena

The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…

Optimization and Control · Mathematics 2024-10-04 Yuchen Lou , Shigeng Sun , Jorge Nocedal

As the complexity of modern control systems increases, it becomes challenging to derive an accurate model of the uncertainty that affects their dynamics. Wasserstein Distributionally Robust Optimization (DRO) provides a powerful framework…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Riccardo Cescon , Andrea Martin , Giancarlo Ferrari-Trecate

In the field of online reinforcement learning (RL), traditional Gaussian policies and flow-based methods are often constrained by their unimodal expressiveness, complex gradient clipping, or stringent trust-region requirements. Moreover,…

Machine Learning · Computer Science 2026-04-21 Qi Zhang

Trust-region methods based on Kullback-Leibler divergence are pervasively used to stabilize policy optimization in reinforcement learning. In this paper, we exploit more flexible metrics and examine two natural extensions of policy…

Machine Learning · Computer Science 2023-06-27 Jun Song , Niao He , Lijun Ding , Chaoyue Zhao

We investigate the challenge of parametrizing policies for reinforcement learning (RL) in high-dimensional continuous action spaces. Our objective is to develop a multimodal policy that overcomes limitations inherent in the commonly-used…

Machine Learning · Computer Science 2023-07-21 Zhiao Huang , Litian Liang , Zhan Ling , Xuanlin Li , Chuang Gan , Hao Su

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

We introduce a global, gradient-free surrogate optimization strategy for expensive black-box functions inspired by the Fokker-Planck and Langevin equations. These can be written as an optimization problem where the objective is the target…

Machine Learning · Computer Science 2023-10-03 James M. Sullivan , Uros Seljak

In environments with delayed observation, state augmentation by including actions within the delay window is adopted to retrieve Markovian property to enable reinforcement learning (RL). However, state-of-the-art (SOTA) RL techniques with…

Machine Learning · Computer Science 2024-10-23 Qingyuan Wu , Simon Sinong Zhan , Yixuan Wang , Yuhui Wang , Chung-Wei Lin , Chen Lv , Qi Zhu , Chao Huang

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…

Optimization and Control · Mathematics 2025-09-30 Mengmeng Li , Daniel Kuhn , Tobias Sutter

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

In this paper, we revisit model-free policy search on an important robust control benchmark, namely $\mu$-synthesis. In the general output-feedback setting, there do not exist convex formulations for this problem, and hence global…

Optimization and Control · Mathematics 2024-02-20 Darioush Keivan , Xingang Guo , Peter Seiler , Geir Dullerud , Bin Hu

Policy gradient methods are appealing in deep reinforcement learning but suffer from high variance of gradient estimate. To reduce the variance, the state value function is applied commonly. However, the effect of the state value function…

Machine Learning · Computer Science 2021-08-06 Jiaming Guo , Rui Zhang , Xishan Zhang , Shaohui Peng , Qi Yi , Zidong Du , Xing Hu , Qi Guo , Yunji Chen

Offline reinforcement learning methods hold the promise of learning policies from pre-collected datasets without the need to query the environment for new transitions. This setting is particularly well-suited for continuous control robotic…

Machine Learning · Computer Science 2022-03-18 Xi Chen , Ali Ghadirzadeh , Tianhe Yu , Yuan Gao , Jianhao Wang , Wenzhe Li , Bin Liang , Chelsea Finn , Chongjie Zhang

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

We study finite horizon reachable set estimation for unknown discrete-time dynamical systems using only sampled state trajectories. Rather than treating scenario optimization as a black-box tool, we show how it can be tailored to reachable…

Optimization and Control · Mathematics 2026-04-15 Georgios Pantazis , Michelle S. Chong

Existing local dynamic route planning algorithms, when directly applied to terrain following/terrain avoidance, or dynamic obstacle avoidance for large and medium-sized fixed-wing aircraft, fail to simultaneously meet the requirements of…

Robotics · Computer Science 2024-12-31 Rongkun Xue , Jing Yang , Yuyang Jiang , Yiming Feng , Zi Yang

We argue that inventory management presents unique opportunities for the reliable application of deep reinforcement learning (DRL). To enable this, we emphasize and test two complementary techniques. The first is Hindsight Differentiable…

Machine Learning · Computer Science 2025-09-12 Matias Alvo , Daniel Russo , Yash Kanoria , Minuk Lee