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We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

Optimization and Control · Mathematics 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

Policy gradient methods are known to be highly sensitive to the choice of policy parameterization. In particular, the widely used softmax parameterization can induce ill-conditioned optimization landscapes and lead to exponentially slow…

Machine Learning · Computer Science 2026-04-02 Safwan Labbi , Daniil Tiapkin , Paul Mangold , Eric Moulines

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

Policy gradient (PG) is a reinforcement learning (RL) approach that optimizes a parameterized policy model for an expected return using gradient ascent. While PG can work well even in non-Markovian environments, it may encounter plateaus or…

Machine Learning · Computer Science 2024-07-08 Tetsuro Morimura , Kazuhiro Ota , Kenshi Abe , Peinan Zhang

Large language models (LLMs) have shown promise in performing complex multi-step reasoning, yet they continue to struggle with mathematical reasoning, often making systematic errors. A promising solution is reinforcement learning (RL)…

Machine Learning · Computer Science 2025-09-22 Hanning Zhang , Pengcheng Wang , Shizhe Diao , Yong Lin , Rui Pan , Hanze Dong , Dylan Zhang , Pavlo Molchanov , Tong Zhang

This paper proposes and analyzes two new policy learning methods: regularized policy gradient (RPG) and iterative policy optimization (IPO), for a class of discounted linear-quadratic control (LQC) problems over an infinite time horizon…

Optimization and Control · Mathematics 2025-10-08 Xin Guo , Xinyu Li , Renyuan Xu

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…

Machine Learning · Computer Science 2023-04-10 Donghao Ying , Yuhao Ding , Javad Lavaei

An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…

Machine Learning · Computer Science 2019-07-19 Boris Belousov , Jan Peters

We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space. The flow is a continuous-time analogue of a policy mirror descent…

Optimization and Control · Mathematics 2025-06-09 Bekzhan Kerimkulov , James-Michael Leahy , David Siska , Lukasz Szpruch , Yufei Zhang

Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum…

Machine Learning · Computer Science 2024-01-23 Jie Feng , Ke Wei , Jinchi Chen

In this effort, we consider the impact of regularization on the diversity of actions taken by policies generated from reinforcement learning agents trained using a policy gradient. Policy gradient agents are prone to entropy collapse, which…

Machine Learning · Computer Science 2023-10-10 Andrew Starnes , Anton Dereventsov , Clayton Webster

Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Menno van Zutphen , Giannis Delimpaltadakis , Maurice Heemels , Duarte Antunes

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

We study the problem of policy optimization for infinite-horizon discounted Markov Decision Processes with softmax policy and nonlinear function approximation trained with policy gradient algorithms. We concentrate on the training dynamics…

Machine Learning · Computer Science 2020-10-23 Andrea Agazzi , Jianfeng Lu

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Given a dataset of expert demonstrations, inverse reinforcement learning (IRL) aims to recover a reward for which the expert is optimal. This work proposes a model-free algorithm to solve entropy-regularized IRL problem. In particular, we…

Machine Learning · Computer Science 2025-03-04 Titouan Renard , Andreas Schlaginhaufen , Tingting Ni , Maryam Kamgarpour

Reinforcement Learning and Imitation Learning have achieved widespread success in many domains but remain constrained during real-world deployment. One of the main issues is the additional requirements that were not considered during…

Machine Learning · Computer Science 2025-05-26 Pengcheng Wang , Xinghao Zhu , Yuxin Chen , Chenfeng Xu , Masayoshi Tomizuka , Chenran Li
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