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In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that…

Artificial Intelligence · Computer Science 2014-07-14 Yinlam Chow , Mohammad Ghavamzadeh

Collective variable (CV) or order parameter based enhanced sampling algorithms have achieved great success due to their ability to efficiently explore the rough potential energy landscapes of complex systems. However, the degeneracy of…

Chemical Physics · Physics 2018-07-11 Jing Zhang , Ming Chen

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White

Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…

Machine Learning · Computer Science 2018-08-10 Tuomas Haarnoja , Aurick Zhou , Pieter Abbeel , Sergey Levine

This paper develops a reinforcement learning (RL)approach to solve a cooperative, multi-agent Volt-Var Control (VVC) problem for high solar penetration distribution systems. The ingenuity of our RL method lies in a novel two-stage…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Si Zhang , Mingzhi Zhang , Rongxing Hu , David Lubkeman , Yunan Liu , Ning Lu

Stochastic variance-reduced gradient (SVRG) is an optimization method originally designed for tackling machine learning problems with a finite sum structure. SVRG was later shown to work for policy evaluation, a problem in reinforcement…

Machine Learning · Computer Science 2020-06-22 Zilun Peng , Ahmed Touati , Pascal Vincent , Doina Precup

Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use…

Robotics · Computer Science 2024-04-03 Dong Wang , Giovanni Beltrame

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

Learning expressive stochastic policies instead of deterministic ones has been proposed to achieve better stability, sample complexity, and robustness. Notably, in Maximum Entropy Reinforcement Learning (MaxEnt RL), the policy is modeled as…

Machine Learning · Computer Science 2024-05-03 Safa Messaoud , Billel Mokeddem , Zhenghai Xue , Linsey Pang , Bo An , Haipeng Chen , Sanjay Chawla

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a powerful paradigm for post-training large reasoning models (LRMs) using policy-gradient methods such as GRPO. To stabilize training, these methods typically center…

Machine Learning · Computer Science 2026-02-19 Guanning Zeng , Zhaoyi Zhou , Daman Arora , Andrea Zanette

Policy optimization methods remain a powerful workhorse in empirical Reinforcement Learning (RL), with a focus on neural policies that can easily reason over complex and continuous state and/or action spaces. Theoretical understanding of…

Machine Learning · Computer Science 2021-03-23 Fei Feng , Wotao Yin , Alekh Agarwal , Lin F. Yang

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

Model-free deep reinforcement learning (RL) algorithms have achieved tremendous success on a range of challenging tasks. However, safety concerns remain when these methods are deployed on real-world applications, necessitating risk-aware…

Machine Learning · Computer Science 2026-02-10 Alonso Granados , Jason Pacheco

Recent advancements in off-policy Reinforcement Learning (RL) have significantly improved sample efficiency, primarily due to the incorporation of various forms of regularization that enable more gradient update steps than traditional…

Machine Learning · Computer Science 2024-06-21 Michal Nauman , Michał Bortkiewicz , Piotr Miłoś , Tomasz Trzciński , Mateusz Ostaszewski , Marek Cygan

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

Offline reinforcement learning (RL) shows promise of applying RL to real-world problems by effectively utilizing previously collected data. Most existing offline RL algorithms use regularization or constraints to suppress extrapolation…

Machine Learning · Computer Science 2021-10-20 Xiaoteng Ma , Yiqin Yang , Hao Hu , Qihan Liu , Jun Yang , Chongjie Zhang , Qianchuan Zhao , Bin Liang

The rapid growth of Electric Vehicle (EV) adoption challenges power distribution networks through peak load spikes, voltage instability, and transformer overloads from uncoordinated charging. While Model Predictive Control (MPC) and…

Reinforcement learning (RL) is a machine learning approach that trains agents to maximize cumulative rewards through interactions with environments. The integration of RL with deep learning has recently resulted in impressive achievements…

Neural and Evolutionary Computing · Computer Science 2023-08-31 Hui Bai , Ran Cheng , Yaochu Jin

Policy evaluation is a crucial step in many reinforcement-learning procedures, which estimates a value function that predicts states' long-term value under a given policy. In this paper, we focus on policy evaluation with linear function…

Machine Learning · Computer Science 2017-06-12 Simon S. Du , Jianshu Chen , Lihong Li , Lin Xiao , Dengyong Zhou

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed…

Portfolio Management · Quantitative Finance 2019-05-07 Haoran Wang , Xun Yu Zhou