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This paper proposes GProp, a deep reinforcement learning algorithm for continuous policies with compatible function approximation. The algorithm is based on two innovations. Firstly, we present a temporal-difference based method for…

Machine Learning · Computer Science 2015-09-11 David Balduzzi , Muhammad Ghifary

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

Optimization and Control · Mathematics 2026-01-23 Teodor Rotaru , Panagiotis Patrinos , François Glineur

Reinforcement learning exhibits potential in enhancing the reasoning abilities of large language models, yet it is hard to scale for the low sample efficiency during the rollout phase. Existing methods attempt to improve efficiency by…

Machine Learning · Computer Science 2026-02-02 Deyang Kong , Qi Guo , Xiangyu Xi , Wei Wang , Jingang Wang , Xunliang Cai , Shikun Zhang , Wei Ye

The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…

Optimization and Control · Mathematics 2025-05-19 Songnian He , Qiao-Li Dong , Michael Th. Rassias

In multi-agent reinforcement learning (MARL), it is challenging for a collection of agents to learn complex temporally extended tasks. The difficulties lie in computational complexity and how to learn the high-level ideas behind reward…

Multiagent Systems · Computer Science 2021-10-04 Jueming Hu , Zhe Xu , Weichang Wang , Guannan Qu , Yutian Pang , Yongming Liu

Learning in MDPs with highly complex state representations is currently possible due to multiple advancements in reinforcement learning algorithm design. However, this incline in complexity, and furthermore the increase in the dimensions of…

Machine Learning · Computer Science 2023-06-12 Ezgi Korkmaz , Jonah Brown-Cohen

In this paper we consider the problem of how a reinforcement learning agent that is tasked with solving a sequence of reinforcement learning problems (a sequence of Markov decision processes) can use knowledge acquired early in its lifetime…

Machine Learning · Computer Science 2019-02-05 Francisco M. Garcia , Philip S. Thomas

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

Decision-making for engineering systems can be efficiently formulated as a Markov Decision Process (MDP) or a Partially Observable MDP (POMDP). Typical MDP and POMDP solution procedures utilize offline knowledge about the environment and…

Systems and Control · Computer Science 2018-11-07 C. P. Andriotis , K. G. Papakonstantinou

Traditional controllers have limitations as they rely on prior knowledge about the physics of the problem, require modeling of dynamics, and struggle to adapt to abnormal situations. Deep reinforcement learning has the potential to address…

Machine Learning · Computer Science 2023-10-24 Ammar N. Abbas , Georgios C. Chasparis , John D. Kelleher

Deep reinforcement learning (RL) has made it possible to solve complex robotics problems using neural networks as function approximators. However, the policies trained on stationary environments suffer in terms of generalization when…

Robotics · Computer Science 2021-11-09 Aditya M. Deshpande , Ali A. Minai , Manish Kumar

In recent years, deep reinforcement learning has been shown to be adept at solving sequential decision processes with high-dimensional state spaces such as in the Atari games. Many reinforcement learning problems, however, involve…

Machine Learning · Computer Science 2018-06-05 Yiming Zhang , Quan Ho Vuong , Kenny Song , Xiao-Yue Gong , Keith W. Ross

Deep learning has enabled traditional reinforcement learning methods to deal with high-dimensional problems. However, one of the disadvantages of deep reinforcement learning methods is the limited exploration capacity of learning agents. In…

Machine Learning · Computer Science 2019-07-30 Thanh Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Lane change is a challenging task which requires delicate actions to ensure safety and comfort. Some recent studies have attempted to solve the lane-change control problem with Reinforcement Learning (RL), yet the action is confined to…

Robotics · Computer Science 2019-06-07 Pin Wang , Hanhan Li , Ching-Yao Chan

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…

Machine Learning · Computer Science 2023-03-07 Ted Moskovitz , Brendan O'Donoghue , Vivek Veeriah , Sebastian Flennerhag , Satinder Singh , Tom Zahavy

The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

Portfolio Management · Quantitative Finance 2026-01-06 Rongwei Liu , Jin Zheng , John Cartlidge

We propose weakly coupled deep Q-networks (WCDQN), a novel deep reinforcement learning algorithm that enhances performance in a class of structured problems called weakly coupled Markov decision processes (WCMDP). WCMDPs consist of multiple…

Machine Learning · Computer Science 2023-10-31 Ibrahim El Shar , Daniel R. Jiang

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat
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