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Entropy regularization is known to improve exploration in sequential decision-making problems. We show that this same mechanism can also lead to nearly unbiased and lower-variance estimates of the mean reward in the optimize-and-estimate…

Machine Learning · Computer Science 2022-08-26 Ben Chugg , Peter Henderson , Jacob Goldin , Daniel E. Ho

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Reinforcement Learning (RL) for constrained MDPs (CMDPs) is an increasingly important problem for various applications. Often, the average criterion is more suitable than the discounted criterion. Yet, RL for average-CMDPs (ACMDPs) remains…

Machine Learning · Computer Science 2024-05-27 Akhil Agnihotri , Rahul Jain , Haipeng Luo

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

Machine Learning · Computer Science 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

Reinforcement learning (RL) algorithms aim to balance exploiting the current best strategy with exploring new options that could lead to higher rewards. Most common RL algorithms use undirected exploration, i.e., select random sequences of…

Machine Learning · Computer Science 2025-08-01 Bhavya Sukhija , Stelian Coros , Andreas Krause , Pieter Abbeel , Carmelo Sferrazza

Experimentally, it has been observed that humans and animals often make decisions that do not maximize their expected utility, but rather choose outcomes randomly, with probability proportional to expected utility. Probability matching, as…

Machine Learning · Computer Science 2019-10-07 Benjamin Eysenbach , Sergey Levine

This paper aims to overcome a major obstacle in scaling RL for reasoning with LLMs, namely the collapse of policy entropy. Such phenomenon is consistently observed across vast RL runs without entropy intervention, where the policy entropy…

Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Menno van Zutphen , Giannis Delimpaltadakis , Maurice Heemels , Duarte Antunes

This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

Score-function based methods for policy learning, such as REINFORCE and PPO, have delivered strong results in game-playing and robotics, yet their high variance often undermines training stability. Using pathwise policy gradients, i.e.…

We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL). We first consider bounding the difference of the long-term average reward for two policies. We show that previous work based on the discounted return…

Machine Learning · Computer Science 2021-06-15 Yiming Zhang , Keith W. Ross

Reinforcement learning (RL) has been successfully applied to solve the problem of finding obstacle-free paths for autonomous agents operating in stochastic and uncertain environments. However, when the underlying stochastic dynamics of the…

Machine Learning · Computer Science 2024-10-29 Sheryl Paul , Jyotirmoy V. Deshmukh

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

We study the problem of training and fine-tuning expressive policies with online reinforcement learning (RL) given an offline dataset. Training expressive policy classes with online RL present a unique challenge of stable value…

Machine Learning · Computer Science 2026-05-01 Perry Dong , Qiyang Li , Dorsa Sadigh , Chelsea Finn
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