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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

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting…

Artificial Intelligence · Computer Science 2018-10-23 Scott Fujimoto , Herke van Hoof , David Meger

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

To improve policy robustness of deep reinforcement learning agents, a line of recent works focus on producing disturbances of the environment. Existing approaches of the literature to generate meaningful disturbances of the environment are…

Machine Learning · Computer Science 2022-10-04 Lucas Schott , Hatem Hajri , Sylvain Lamprier

This paper analyzes multi-step TD-learning algorithms within the `deadly triad' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that n-step TD-learning algorithms…

Systems and Control · Electrical Eng. & Systems 2024-04-09 Donghwan Lee

Sample efficiency is a critical property when optimizing policy parameters for the controller of a robot. In this paper, we evaluate two state-of-the-art policy optimization algorithms. One is a recent deep reinforcement learning method…

Machine Learning · Computer Science 2016-08-23 Arnaud de Froissard de Broissia , Olivier Sigaud

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

As an important type of reinforcement learning algorithms, actor-critic (AC) and natural actor-critic (NAC) algorithms are often executed in two ways for finding optimal policies. In the first nested-loop design, actor's one update of…

Machine Learning · Computer Science 2020-05-11 Tengyu Xu , Zhe Wang , Yingbin Liang

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

We investigate the combination of actor-critic reinforcement learning algorithms with uniform large-scale experience replay and propose solutions for two challenges: (a) efficient actor-critic learning with experience replay (b) stability…

Machine Learning · Computer Science 2019-11-19 Simon Schmitt , Matteo Hessel , Karen Simonyan

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

Deep Reinforcement Learning (DRL) algorithms for continuous action spaces are known to be brittle toward hyperparameters as well as \cut{being}sample inefficient. Soft Actor Critic (SAC) proposes an off-policy deep actor critic algorithm…

Machine Learning · Computer Science 2019-06-10 Patrick Nadeem Ward , Ariella Smofsky , Avishek Joey Bose

In this paper, we discuss the deterministic policy gradient using the Actor-Critic methods based on the linear compatible advantage function approximator, where the input spaces are continuous. When the policy is restricted by hard…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Sebastien Gros

We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…

Machine Learning · Computer Science 2025-12-11 Yang Xu , Swetha Ganesh , Vaneet Aggarwal

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann

Learning to evaluate and improve policies is a core problem of Reinforcement Learning (RL). Traditional RL algorithms learn a value function defined for a single policy. A recently explored competitive alternative is to learn a single value…

Machine Learning · Computer Science 2022-07-05 Francesco Faccio , Aditya Ramesh , Vincent Herrmann , Jean Harb , Jürgen Schmidhuber