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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

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

Artificial Intelligence · Computer Science 2015-12-15 Lucas Lehnert , Doina Precup

The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples.…

Machine Learning · Statistics 2013-07-22 Syogo Mori , Voot Tangkaratt , Tingting Zhao , Jun Morimoto , Masashi Sugiyama

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…

Machine Learning · Computer Science 2026-04-01 Mikoto Kudo , Takumi Tanabe , Akifumi Wachi , Youhei Akimoto

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

Policy gradient lies at the core of deep reinforcement learning (RL) in continuous domains. Despite much success, it is often observed in practice that RL training with policy gradient can fail for many reasons, even on standard control…

Machine Learning · Computer Science 2024-01-23 Tao Wang , Sylvia Herbert , Sicun Gao

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

Reinforcement learning has shown strong performance in robotic manipulation, but learned policies often degrade in performance when test conditions differ from the training distribution. This limitation is especially important in…

Robotics · Computer Science 2026-04-02 Shaifalee Saxena , Rafael Fierro , Alexander Scheinker

Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions…

Machine Learning · Computer Science 2019-02-19 Carson Eisenach , Haichuan Yang , Ji Liu , Han Liu

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

Policy gradient methods in reinforcement learning have become increasingly prevalent for state-of-the-art performance in continuous control tasks. Novel methods typically benchmark against a few key algorithms such as deep deterministic…

Machine Learning · Computer Science 2017-08-15 Riashat Islam , Peter Henderson , Maziar Gomrokchi , Doina Precup

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Real-world tasks are often highly structured. Hierarchical reinforcement learning (HRL) has attracted research interest as an approach for leveraging the hierarchical structure of a given task in reinforcement learning (RL). However,…

Machine Learning · Computer Science 2019-03-08 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

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