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Automated matching engines execute millions of orders per session, yet systematic asymmetries in latency, order size, and market access compound into persistent execution disparities that erode participant trust. We formulate provably fair…

Computer Science and Game Theory · Computer Science 2026-04-09 Zehua Cheng , Zhipeng Wang , Wei Dai , Wenhu Zhang , Vadzim Mahilny , David Shi , Elena Jia , Jiahao Sun

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Machine Learning · Computer Science 2024-01-09 Wentse Chen , Shiyu Huang , Yuan Chiang , Tim Pearce , Wei-Wei Tu , Ting Chen , Jun Zhu

As large language model agents tackle increasingly complex long-horizon tasks, effective post-training becomes critical. Prior work faces fundamental challenges: outcome-only rewards fail to precisely attribute credit to intermediate steps,…

Computation and Language · Computer Science 2026-04-30 Mukai Li , Qingcheng Zeng , Tianqing Fang , Zhenwen Liang , Linfeng Song , Qi Liu , Haitao Mi , Dong Yu

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

Residential demand response programs aim to activate demand flexibility at the household level. In recent years, reinforcement learning (RL) has gained significant attention for these type of applications. A major challenge of RL algorithms…

Systems and Control · Electrical Eng. & Systems 2024-03-13 Thijs Peirelinck , Chris Hermans , Fred Spiessens , Geert Deconinck

Penalty methods are a well known class of algorithms for constrained optimization. They transform a constrained problem into a sequence of unconstrained \emph{penalized} problems in the hope that approximate solutions of the latter converge…

Optimization and Control · Mathematics 2025-12-01 Youssef Diouane , Maxence Gollier , Dominique Orban

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Machine Learning · Computer Science 2026-02-11 Hanyong Wang , Menglong Yang

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

Machine Learning · Computer Science 2019-10-01 Zhenyu Zhang , Xiangfeng Luo , Tong Liu , Shaorong Xie , Jianshu Wang , Wei Wang , Yang Li , Yan Peng

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

Reinforcement learning algorithms such as group-relative policy optimization (GRPO) have shown strong potential for improving the mathematical reasoning capabilities of large language models. While a growing body of work seeks to improve…

Machine Learning · Computer Science 2026-05-12 Wenquan Lu , Hai Huang , Enqi Liu , Randall Balestriero

Reinforcement Learning Fine-Tuning (RLFT) has achieved notable success in tasks with objectively verifiable answers (e.g., code generation, mathematical reasoning), yet struggles with open-ended subjective tasks like role-playing dialogue.…

Computation and Language · Computer Science 2025-08-13 Xinge Ye , Rui Wang , Yuchuan Wu , Victor Ma , Feiteng Fang , Fei Huang , Yongbin Li

Safety-critical learning requires policies that improve performance without leaving the safe operating regime. We study constrained policy learning where model parameters must satisfy rollout-based safety constraints that can be evaluated…

Machine Learning · Computer Science 2026-05-21 Shengfan Cao , Francesco Borrelli , Eunhyek Joa

Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…

Machine Learning · Computer Science 2024-03-18 James Kotary , Ferdinando Fioretto

Heuristic algorithms such as simulated annealing, Concorde, and METIS are effective and widely used approaches to find solutions to combinatorial optimization problems. However, they are limited by the high sample complexity required to…

Machine Learning · Computer Science 2019-06-18 Qingpeng Cai , Will Hang , Azalia Mirhoseini , George Tucker , Jingtao Wang , Wei Wei

To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…

Machine Learning · Computer Science 2023-11-13 Jared Markowitz , Edward W. Staley

Critic-free reinforcement learning methods, particularly group policies, have attracted considerable attention for their efficiency in complex tasks. However, these methods rely heavily on multiple sampling and comparisons within the policy…

Machine Learning · Computer Science 2025-09-22 Wenfeng Feng , Penghong Zhao , Guochao Jiang , Chuzhan Hao , Yuewei Zhang , Guohua Liu , Hao Wang

Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However,…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Hossein Nejatbakhsh Esfahani , Javad Mohammadpour Velni

Exploration is essential in reinforcement learning as an agent relies on trial and error to learn an optimal policy. However, when rewards are sparse, naive exploration strategies, like noise injection, are often insufficient. Intrinsic…

Machine Learning · Computer Science 2026-01-30 Minjae Cho , Huy Trong Tran

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

Safe reinforcement learning (RL) offers advanced solutions to constrained optimal control problems. Existing studies in safe RL implicitly assume continuity in policy functions, where policies map states to actions in a smooth,…

Machine Learning · Computer Science 2024-03-29 Wenjun Zou , Yao Lyu , Jie Li , Yujie Yang , Shengbo Eben Li , Jingliang Duan , Xianyuan Zhan , Jingjing Liu , Yaqin Zhang , Keqiang Li