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Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

Action-constrained reinforcement learning (RL) is a widely-used approach in various real-world applications, such as scheduling in networked systems with resource constraints and control of a robot with kinematic constraints. While the…

Machine Learning · Computer Science 2021-08-03 Jyun-Li Lin , Wei Hung , Shang-Hsuan Yang , Ping-Chun Hsieh , Xi Liu

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…

Machine Learning · Computer Science 2020-05-05 Gang Chen

Reinforcement Learning (RL) has been used to finetune Large Language Models (LLMs) using a reward model trained from preference data, to better align with human judgment. The recently introduced direct alignment methods, which are often…

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

We derive a policy gradient theorem for Cumulative Prospect Theory (CPT) objectives in finite-horizon Reinforcement Learning (RL), generalizing the standard policy gradient theorem and encompassing distortion-based risk objectives as…

Machine Learning · Computer Science 2026-02-18 Olivier Lepel , Anas Barakat

Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…

Machine Learning · Computer Science 2024-03-08 Sadegh Sadeghi Tabas , Vidya Samadi

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

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

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

Continual Reinforcement Learning (CRL) aims to develop lifelong learning agents to continuously acquire knowledge across diverse tasks while mitigating catastrophic forgetting. This requires efficiently managing the stability-plasticity…

Machine Learning · Computer Science 2026-02-02 Yuxuan Li , Qijun He , Mingqi Yuan , Wen-Tse Chen , Jeff Schneider , Jiayu Chen

This paper focuses on learning a Constrained Markov Decision Process (CMDP) via general parameterized policies. We propose a Primal-Dual based Regularized Accelerated Natural Policy Gradient (PDR-ANPG) algorithm that uses entropy and…

Machine Learning · Computer Science 2026-05-04 Washim Uddin Mondal , Vaneet Aggarwal

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

The deep reinforcement learning (DRL) algorithm works brilliantly on solving various complex control tasks. This phenomenal success can be partly attributed to DRL encouraging intelligent agents to sufficiently explore the environment and…

Machine Learning · Computer Science 2023-01-09 Chao Li , Chen Gong , Qiang He , Xinwen Hou , Yu Liu

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Deep neuroevolution and deep reinforcement learning (deep RL) algorithms are two popular approaches to policy search. The former is widely applicable and rather stable, but suffers from low sample efficiency. By contrast, the latter is more…

Machine Learning · Computer Science 2019-02-12 Aloïs Pourchot , Olivier Sigaud

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…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters