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Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…
Natural policy gradient (NPG) methods with entropy regularization achieve impressive empirical success in reinforcement learning problems with large state-action spaces. However, their convergence properties and the impact of entropy…
Post-deployment machine learning algorithms often influence the environments they act in, and thus shift the underlying dynamics that the standard reinforcement learning (RL) methods ignore. While designing optimal algorithms in this…
We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state…
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…
We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…
We propose a framework, called neural-progressive hedging (NP), that leverages stochastic programming during the online phase of executing a reinforcement learning (RL) policy. The goal is to ensure feasibility with respect to constraints…
We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…
Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…
We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…
Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…
Reinforcement learning is a growing field in AI with a lot of potential. Intelligent behavior is learned automatically through trial and error in interaction with the environment. However, this learning process is often costly. Using…
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…
Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…
Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…
Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and…
We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…
Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…
Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…
This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…