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Reinforcement learning is time-consuming for complex tasks due to the need for large amounts of training data. Recent advances in GPU-based simulation, such as Isaac Gym, have sped up data collection thousands of times on a commodity GPU.…

Machine Learning · Computer Science 2023-07-25 Zechu Li , Tao Chen , Zhang-Wei Hong , Anurag Ajay , Pulkit Agrawal

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Statistics Theory · Mathematics 2025-08-13 Bo Pan , Jianya Lu , Yafei Wang , Hao Li , Bei Jiang , Linglong Kong

Enforcing state and input constraints during reinforcement learning (RL) in continuous state spaces is an open but crucial problem which remains a roadblock to using RL in safety-critical applications. This paper leverages invariant sets to…

Systems and Control · Electrical Eng. & Systems 2019-06-28 Ankush Chakrabarty , Rien Quirynen , Claus Danielson , Weinan Gao

Novel advanced policy gradient (APG) algorithms, such as proximal policy optimization (PPO), trust region policy optimization, and their variations, have become the dominant reinforcement learning (RL) algorithms because of their ease of…

Optimization and Control · Mathematics 2022-05-05 Mark Gluzman

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

Decoupled PPO has been a successful reinforcement learning (RL) algorithm to deal with the high data staleness under the asynchronous RL setting. Decoupled loss used in decoupled PPO improves coupled-loss style of algorithms' (e.g.,…

Machine Learning · Computer Science 2026-03-09 Xiaocan Li , Shiliang Wu , Zheng Shen

This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learning (RL). The primary contribution is that convergence rates…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Anant A Joshi , Heng-Sheng Chang , Amirhossein Taghvaei , Prashant G Mehta , Sean P. Meyn

We consider policy gradient algorithms for the indefinite least squares stationary optimal control, e.g., linear-quadratic-regulator (LQR) with indefinite state and input penalization matrices. Such a setup has important applications in…

Optimization and Control · Mathematics 2020-02-13 Jingjing Bu , Mehran Mesbahi

While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi

This work proposes and studies the distributed resource allocation problem in asynchronous and stochastic settings. We consider a distributed system with multiple workers and a coordinating server with heterogeneous computation and…

Optimization and Control · Mathematics 2025-09-03 Qiang Li , Michal Yemini , Hoi-To Wai

Asynchronous execution is essential for scaling reinforcement learning (RL) to modern large model workloads, including large language models and AI agents, but it can fundamentally alter RL optimization behavior. While prior work on…

Machine Learning · Computer Science 2026-03-03 Haofeng Xu , Junwei Su , Yukun Tian , Lansong Diao , Zhengping Qian , Chuan Wu

This paper studies the distributed model predictive control (DMPC) problem for distributed discrete-time linear systems with both local and global constraints over directed communication networks. We establish an optimization problem to…

Optimization and Control · Mathematics 2025-11-06 Pengbiao Wang , Xuemei Ren , Dongdong Zheng

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

The number of parameters in large-scale language models based on transformers is gradually increasing, and the scale of computing clusters is also growing. The technology of quickly mobilizing large amounts of computing resources for…

Artificial Intelligence · Computer Science 2025-01-03 Zongbiao Li , Xiezhao Li , Yinghao Cui , Yijun Chen , Zhixuan Gu , Yuxuan Liu , Wenbo Zhu , Fei Jia , Ke Liu , Qifeng Li , Junyao Zhan , Jiangtao Zhou , Chenxi Zhang , Qike Liu

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

Various acceleration approaches for Policy Gradient (PG) have been analyzed within the realm of Reinforcement Learning (RL). However, the theoretical understanding of the widely used momentum-based acceleration method on PG remains largely…

Machine Learning · Computer Science 2024-06-07 Yen-Ju Chen , Nai-Chieh Huang , Ching-Pei Lee , Ping-Chun Hsieh

We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…

Optimization and Control · Mathematics 2015-12-14 Ji Liu , Stephen J. Wright

Zeroth-order (ZO, also known as derivative-free) methods, which estimate the gradient only by two function evaluations, have attracted much attention recently because of its broad applications in machine learning community. The two function…

Machine Learning · Computer Science 2021-04-12 Zhou Zhai , Bin Gu , Heng Huang

In this work we study the convergence of gradient methods for nonconvex optimization problems -- specifically the effect of the problem formulation to the convergence behavior of the solution of a gradient flow. We show through a simple…

Optimization and Control · Mathematics 2025-10-03 Moh Kamalul Wafi , Arthur Castello B. de Oliveira , Eduardo D. Sontag

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen
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