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Federated reinforcement learning (RL) enables collaborative decision making of multiple distributed agents without sharing local data trajectories. In this work, we consider a multi-task setting, in which each agent has its own private…

Machine Learning · Computer Science 2024-08-19 Tong Yang , Shicong Cen , Yuting Wei , Yuxin Chen , Yuejie Chi

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

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

We propose a reinforcement learning (RL) approach to compute the expression of quasi-stationary distribution. Based on the fixed-point formulation of quasi-stationary distribution, we minimize the KL-divergence of two Markovian path…

Machine Learning · Computer Science 2022-09-14 Zhiqiang Cai , Ling Lin , Xiang Zhou

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

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

Reinforcement learning is essential for neural architecture search and hyperparameter optimization, but the conventional approaches impede widespread use due to prohibitive time and computational costs. Inspired by DeepSeek-V3 multi-token…

Machine Learning · Computer Science 2025-06-19 Zheng Li , Jerry Cheng , Huanying Helen Gu

In this paper, a deep reinforcement learning (DRL)-based approach to the Lyapunov optimization is considered to minimize the time-average penalty while maintaining queue stability. A proper construction of state and action spaces is…

Networking and Internet Architecture · Computer Science 2020-12-16 Sohee Bae , Seungyul Han , Youngchul Sung

Diffusion planners are a strong approach for offline reinforcement learning, but they can fail when value-guided selection favours trajectories that score well yet are locally inconsistent with the environment dynamics, resulting in brittle…

Machine Learning · Computer Science 2026-03-04 Yuan Lu , Dongqi Han , Yansen Wang , Dongsheng Li

Multi-stage sequential (MSS) robotic manipulation tasks are prevalent and crucial in robotics. They often involve state ambiguity, where visually similar observations correspond to different actions. We present SAGE, a state-aware guided…

Robotics · Computer Science 2025-09-25 BinXu Wu , TengFei Zhang , Chen Yang , JiaHao Wen , HaoCheng Li , JingTian Ma , Zhen Chen , JingYuan Wang

Considering generating samples with high rewards, we focus on optimizing deep neural networks parameterized stochastic differential equations (SDEs), the advanced generative models with high expressiveness, with policy gradient, the leading…

Machine Learning · Computer Science 2024-06-27 Xiangxin Zhou , Liang Wang , Yichi Zhou

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

Reinforcement learning (RL) on high-dimensional and complex problems relies on abstraction for improved efficiency and generalization. In this paper, we study abstraction in the continuous-control setting, and extend the definition of…

Machine Learning · Computer Science 2024-03-08 Prakash Panangaden , Sahand Rezaei-Shoshtari , Rosie Zhao , David Meger , Doina Precup

Reinforcement learning (RL) has emerged as the predominant paradigm for training large language model (LLM)-based AI agents. However, existing backbone RL algorithms lack verified convergence guarantees in agentic scenarios, especially in…

Artificial Intelligence · Computer Science 2026-02-09 Tianyi Hu , Qingxu Fu , Yanxi Chen , Zhaoyang Liu , Bolin Ding

In this paper, we propose a distributed zeroth-order policy optimization method for Multi-Agent Reinforcement Learning (MARL). Existing MARL algorithms often assume that every agent can observe the states and actions of all the other agents…

Machine Learning · Computer Science 2023-06-21 Yan Zhang , Michael M. Zavlanos

In current model-free reinforcement learning (RL) algorithms, stability criteria based on sampling methods are commonly utilized to guide policy optimization. However, these criteria only guarantee the infinite-time convergence of the…

Robotics · Computer Science 2023-10-16 Shengjie Wang , Fengbo Lan , Xiang Zheng , Yuxue Cao , Oluwatosin Oseni , Haotian Xu , Tao Zhang , Yang Gao

Despite extreme sample inefficiency, on-policy reinforcement learning, aka policy gradients, has become a fundamental tool in decision-making problems. With the recent advances in GPU-driven simulation, the ability to collect large amounts…

Machine Learning · Computer Science 2024-07-30 Jayesh Singla , Ananye Agarwal , Deepak Pathak

Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

Machine Learning · Computer Science 2024-05-22 Haobin Zhang , Zhuang Yang

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