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We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

Model-Free Reinforcement Learning (RL) algorithms either learn how to map states to expected rewards or search for policies that can maximize a certain performance function. Model-Based algorithms instead, aim to learn an approximation of…

Machine Learning · Computer Science 2024-11-19 Juan Cardenas-Cartagena , Massimiliano Falzari , Marco Zullich , Matthia Sabatelli

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

The model-based power allocation algorithm has been investigated for decades, but it requires the mathematical models to be analytically tractable and it usually has high computational complexity. Recently, the data-driven model-free…

Information Theory · Computer Science 2019-01-23 Fan Meng , Peng Chen , Lenan Wu , Julian Cheng

We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…

Machine Learning · Computer Science 2025-08-12 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

Reinforcement learning (RL) post-training is crucial for LLM alignment and reasoning, but existing policy-based methods, such as PPO and DPO, can fall short of fixing shortcuts inherited from pre-training. In this work, we introduce…

Machine Learning · Computer Science 2025-10-21 Jin Peng Zhou , Kaiwen Wang , Jonathan Chang , Zhaolin Gao , Nathan Kallus , Kilian Q. Weinberger , Kianté Brantley , Wen Sun

We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given…

Artificial Intelligence · Computer Science 2018-05-23 Mohammadreza Nazari , Afshin Oroojlooy , Lawrence V. Snyder , Martin Takáč

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…

Machine Learning · Computer Science 2024-02-07 Haoxuan Wang , Zhiding Yu , Yisong Yue , Anima Anandkumar , Anqi Liu , Junchi Yan

Residual Reinforcement Learning (RL) is a popular approach for adapting pretrained policies by learning a lightweight residual policy that provides corrective actions. While Residual RL is more sample-efficient than finetuning the entire…

Machine Learning · Computer Science 2026-03-16 Lakshita Dodeja , Karl Schmeckpeper , Shivam Vats , Thomas Weng , Mingxi Jia , George Konidaris , Stefanie Tellex

This paper makes one step forward towards characterizing a new family of \textit{model-free} Deep Reinforcement Learning (DRL) algorithms. The aim of these algorithms is to jointly learn an approximation of the state-value function ($V$),…

Machine Learning · Computer Science 2019-10-15 Matthia Sabatelli , Gilles Louppe , Pierre Geurts , Marco A. Wiering

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

Distributed Distributional DrQ is a model-free and off-policy RL algorithm for continuous control tasks based on the state and observation of the agent, which is an actor-critic method with the data-augmentation and the distributional…

Machine Learning · Computer Science 2024-04-17 Zehao Zhou

Designing reward functions for continuous-control robotics often leads to subtle misalignments or reward hacking, especially in complex tasks. Preference-based RL mitigates some of these pitfalls by learning rewards from comparative…

Artificial Intelligence · Computer Science 2025-03-19 Anukriti Singh , Amisha Bhaskar , Peihong Yu , Souradip Chakraborty , Ruthwik Dasyam , Amrit Bedi , Pratap Tokekar

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Machine Learning · Computer Science 2025-05-22 Runze Zhao , Yue Yu , Adams Yiyue Zhu , Chen Yang , Dongruo Zhou