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In coming up with solutions to real-world problems, humans implicitly adhere to constraints that are too numerous and complex to be specified completely. However, reinforcement learning (RL) agents need these constraints to learn the…

Machine Learning · Computer Science 2024-06-25 Sriram Ganapathi Subramanian , Guiliang Liu , Mohammed Elmahgiubi , Kasra Rezaee , Pascal Poupart

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

The development of Policy Iteration (PI) has inspired many recent algorithms for Reinforcement Learning (RL), including several policy gradient methods that gained both theoretical soundness and empirical success on a variety of tasks. The…

Machine Learning · Computer Science 2025-06-03 Zhijie Xie , Shenghui Song

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

In the paper, we design a novel Bregman gradient policy optimization framework for reinforcement learning based on Bregman divergences and momentum techniques. Specifically, we propose a Bregman gradient policy optimization (BGPO) algorithm…

Machine Learning · Computer Science 2022-03-17 Feihu Huang , Shangqian Gao , Heng Huang

In this paper, we develop a method for learning a control policy guaranteed to satisfy an affine state constraint of high relative degree in closed loop with a black-box system. Previous reinforcement learning (RL) approaches to satisfy…

Systems and Control · Electrical Eng. & Systems 2024-07-31 Jean-Baptiste Bouvier , Kartik Nagpal , Negar Mehr

We consider a context-dependent Reinforcement Learning (RL) setting, which is characterized by: a) an unknown finite number of not directly observable contexts; b) abrupt (discontinuous) context changes occurring during an episode; and c)…

Machine Learning · Computer Science 2022-02-15 Hang Ren , Aivar Sootla , Taher Jafferjee , Junxiao Shen , Jun Wang , Haitham Bou-Ammar

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…

Optimization and Control · Mathematics 2025-02-28 Yan Yang , Bin Gao , Ya-xiang Yuan

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

In this paper, we explore deep reinforcement learning algorithms for vision-based robotic grasping. Model-free deep reinforcement learning (RL) has been successfully applied to a range of challenging environments, but the proliferation of…

Robotics · Computer Science 2018-03-30 Deirdre Quillen , Eric Jang , Ofir Nachum , Chelsea Finn , Julian Ibarz , Sergey Levine

We consider infinite-horizon discounted Markov decision problems with finite state and action spaces and study the convergence rates of the projected policy gradient method and a general class of policy mirror descent methods, all with…

Optimization and Control · Mathematics 2022-03-08 Lin Xiao

Reinforcement Learning (RL) is a widely employed technique in decision-making problems, encompassing two fundamental operations -- policy evaluation and policy improvement. Enhancing learning efficiency remains a key challenge in RL, with…

Machine Learning · Computer Science 2024-05-15 Yiwen Zhu , Jinyi Liu , Wenya Wei , Qianyi Fu , Yujing Hu , Zhou Fang , Bo An , Jianye Hao , Tangjie Lv , Changjie Fan

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

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

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović