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Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this scenario. Approximate dynamic programming (ADP) methods tackle…
Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…
In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…
Group-Relative Policy Optimization (GRPO) has emerged as the standard for training reasoning capabilities in large language models through reinforcement learning. By estimating advantages using group-mean rewards rather than a learned…
The Joint Replenishment Problem (JRP) is a fundamental optimization problem in supply-chain management, concerned with optimizing the flow of goods from a supplier to retailers. Over time, in response to demands at the retailers, the…
This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…
Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…
The classical policy gradient method is the theoretical and conceptual foundation of modern policy-based reinforcement learning (RL) algorithms. Most rigorous analyses of such methods, particularly those establishing convergence guarantees,…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place…
This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…
In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…
Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as…
The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…
While SGD, which samples from the data with replacement is widely studied in theory, a variant called Random Reshuffling (RR) is more common in practice. RR iterates through random permutations of the dataset and has been shown to converge…
We extend the Rate-Distortion-Perception (RDP) framework to the R\'enyi information-theoretic regime, utilizing Sibson's $\alpha$-mutual information to characterize the fundamental limits under distortion and perception constraints. For…
The Group Relative Policy Optimization (GRPO) algorithm has demonstrated considerable success in enhancing the reasoning capabilities of large language models (LLMs), as evidenced by DeepSeek-R1. However, the absence of intermediate…
Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…