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We introduce \texttt{OPO-CMDP}, the first policy optimization algorithm for stochastic Contextual Markov Decision Process (CMDPs) under general offline function approximation. Our approach achieves a high probability regret bound of…

Machine Learning · Computer Science 2026-02-17 Orin Levy , Aviv Rosenberg , Alon Cohen , Yishay Mansour

Recent advances in constrained reinforcement learning (RL) have endowed reinforcement learning with certain safety guarantees. However, deploying existing constrained RL algorithms in continuous control tasks with general hard constraints…

Machine Learning · Computer Science 2023-12-22 Shutong Ding , Jingya Wang , Yali Du , Ye Shi

Recent research has made significant progress in optimizing diffusion models for downstream objectives, which is an important pursuit in fields such as graph generation for drug design. However, directly applying these models to graph…

Machine Learning · Computer Science 2024-10-28 Yijing Liu , Chao Du , Tianyu Pang , Chongxuan Li , Min Lin , Wei Chen

We introduce the Pontryagin-Guided Direct Policy Optimization (PG-DPO) framework for high-dimensional continuous-time portfolio choice. Our approach combines Pontryagin's Maximum Principle (PMP) with backpropagation through time (BPTT) to…

Portfolio Management · Quantitative Finance 2025-09-12 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

We consider the problem of constrained Markov decision process (CMDP) in continuous state-actions spaces where the goal is to maximize the expected cumulative reward subject to some constraints. We propose a novel Conservative Natural…

Machine Learning · Computer Science 2024-05-20 Qinbo Bai , Amrit Singh Bedi , Vaneet Aggarwal

Group Relative Policy Optimization (GRPO) effectively scales LLM reasoning but incurs prohibitive computational costs due to its extensive group-based sampling requirement. While recent selective data utilization methods can mitigate this…

Machine Learning · Computer Science 2026-03-05 Haodong Zhu , Yangyang Ren , Yanjing Li , Mingbao Lin , Linlin Yang , Xuhui Liu , Xiantong Zhen , Haiguang Liu , Baochang Zhang

We consider infinite-horizon $\gamma$-discounted (linear) constrained Markov decision processes (CMDPs) where the objective is to find a policy that maximizes the expected cumulative reward subject to expected cumulative constraints. Given…

Machine Learning · Computer Science 2025-10-29 Xingtu Liu , Lin F. Yang , Sharan Vaswani

Flow-based generative models, including diffusion models, excel at modeling continuous distributions in high-dimensional spaces. In this work, we introduce Flow Policy Optimization (FPO), a simple on-policy reinforcement learning algorithm…

Machine Learning · Computer Science 2025-08-04 David McAllister , Songwei Ge , Brent Yi , Chung Min Kim , Ethan Weber , Hongsuk Choi , Haiwen Feng , Angjoo Kanazawa

We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

Artificial Intelligence · Computer Science 2025-04-07 Sergio Rozada , Dongsheng Ding , Antonio G. Marques , Alejandro Ribeiro

Genetic algorithms have been widely used in many practical optimization problems. Inspired by natural selection, operators, including mutation, crossover and selection, provide effective heuristics for search and black-box optimization.…

Machine Learning · Statistics 2018-03-14 Tanmay Gangwani , Jian Peng

Reinforcement Learning (RL) agents can solve diverse tasks but often exhibit unsafe behavior. Constrained Markov Decision Processes (CMDPs) address this by enforcing safety constraints, yet existing methods either sacrifice reward…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

While Group Relative Policy Optimization (GRPO) has emerged as a scalable framework for critic-free policy learning, extending it to settings with explicit behavioral constraints remains underexplored. We introduce Constrained GRPO, a…

Machine Learning · Computer Science 2026-02-09 Roger Girgis , Rodrigue de Schaetzen , Luke Rowe , Azalée Robitaille , Christopher Pal , Liam Paull

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

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

Deep reinforcement learning (RL) uses model-free techniques to optimize task-specific control policies. Despite having emerged as a promising approach for complex problems, RL is still hard to use reliably for real-world applications. Apart…

Robotics · Computer Science 2020-02-25 Siddhant Gangapurwala , Alexander Mitchell , Ioannis Havoutis

We propose Discrete Consensus-Based Optimization (DCBO), a fully discrete version of the Consensus-Based Optimization (CBO) framework. DCBO is a multi-agent method for the global optimization of possibly non-convex and non-differentiable…

Optimization and Control · Mathematics 2024-04-17 Junhyeok Byeon , Seung-Yeal Ha , Joong-Ho Won