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Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

Reinforcement learning (RL) faces substantial challenges when applied to real-life problems, primarily stemming from the scarcity of available data due to limited interactions with the environment. This limitation is exacerbated by the fact…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Cristiano Capone , Paolo Muratore

Flow $Q$-learning has recently been introduced to integrate learning from expert demonstrations into an actor-critic structure. Central to this innovation is the ``the one-step policy'' network, which is optimized through a $Q$-function…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Farnaz Adib Yaghmaie , Arunava Naha

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

We study local linear convergence of gradient descent for finite-width feedforward networks under the squared empirical loss. Prior work shows that GD can remain confined to a Locally Quasi-Convex Region (LQCR) around initialization, but…

Machine Learning · Statistics 2026-05-29 Agnideep Aich , Ashit Baran Aich , Bruce Wade

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new…

Machine Learning · Computer Science 2017-04-10 Brendan O'Donoghue , Remi Munos , Koray Kavukcuoglu , Volodymyr Mnih

State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning. Hybrid approaches that combine…

Machine Learning · Computer Science 2026-05-25 Jonathan Spieler , Sven Behnke

Reinforcement learning (RL) and trajectory optimization (TO) present strong complementary advantages. On one hand, RL approaches are able to learn global control policies directly from data, but generally require large sample sizes to…

Robotics · Computer Science 2023-02-17 Quentin Le Lidec , Wilson Jallet , Ivan Laptev , Cordelia Schmid , Justin Carpentier

Physics informed neural networks (PINNs) represent a very popular class of neural solvers for partial differential equations. In practice, one often employs stochastic gradient descent type algorithms to train the neural network. Therefore,…

Machine Learning · Computer Science 2025-09-01 Bangti Jin , Longjun Wu

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the global convergence of gradient-based policy optimization methods…

Optimization and Control · Mathematics 2020-11-25 Joao Paulo Jansch-Porto , Bin Hu , Geir Dullerud

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

Reinforcement Learning (RL) has made significant strides in complex tasks but struggles in multi-task settings with different embodiments. World model methods offer scalability by learning a simulation of the environment but often rely on…

Machine Learning · Computer Science 2025-02-25 Ignat Georgiev , Varun Giridhar , Nicklas Hansen , Animesh Garg

Stochastic gradient descent (SGD) has been studied extensively over the past decades due to its simplicity and broad applicability in machine learning. In this work, we analyze the local behavior of gradient descent and stochastic gradient…

Optimization and Control · Mathematics 2026-05-15 Sebastian Kassing , Thomas Kruse

Reinforcement learning (RL) has become a central post-training paradigm for large language models (LLMs), but its performance is highly sensitive to the quality of training problems. This sensitivity stems from the non-stationarity of RL:…

Machine Learning · Computer Science 2026-02-26 Ningyuan Yang , Weihua Du , Weiwei Sun , Sean Welleck , Yiming Yang

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin