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Optimizing risk-averse objectives in discounted MDPs is challenging because most models do not admit direct dynamic programming equations and require complex history-dependent policies. In this paper, we show that the risk-averse {\em total…

Machine Learning · Computer Science 2025-07-15 Xihong Su , Julien Grand-Clément , Marek Petrik

Policy Mirror Descent (PMD) stands as a versatile algorithmic framework encompassing several seminal policy gradient algorithms such as natural policy gradient, with connections with state-of-the-art reinforcement learning (RL) algorithms…

Machine Learning · Computer Science 2024-11-07 Kimon Protopapas , Anas Barakat

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

Policy gradient lies at the core of deep reinforcement learning (RL) in continuous domains. Despite much success, it is often observed in practice that RL training with policy gradient can fail for many reasons, even on standard control…

Machine Learning · Computer Science 2024-01-23 Tao Wang , Sylvia Herbert , Sicun Gao

The goal of reinforcement learning is estimating a policy that maps states to actions and maximizes the cumulative reward of a Markov Decision Process (MDP). This is oftentimes achieved by estimating first the optimal (reward) value…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

We consider deep deterministic policy gradient (DDPG) in the context of reinforcement learning with sparse rewards. To enhance exploration, we introduce a search procedure, \emph{${\epsilon}{t}$-greedy}, which generates exploratory options…

Machine Learning · Computer Science 2026-02-18 Ehsan Futuhi , Shayan Karimi , Chao Gao , Martin Müller

Reward inference (learning a reward model from human preferences) is a critical intermediate step in the Reinforcement Learning from Human Feedback (RLHF) pipeline for fine-tuning Large Language Models (LLMs). In practice, RLHF faces…

Machine Learning · Computer Science 2025-03-04 Qining Zhang , Lei Ying

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

Machine Learning · Statistics 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi

We build on a recently introduced geometric interpretation of Markov Decision Processes (MDPs) to analyze classical MDP-solving algorithms: Value Iteration (VI) and Policy Iteration (PI). First, we develop a geometry-based analytical…

Machine Learning · Computer Science 2025-03-07 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…

Machine Learning · Computer Science 2022-03-08 Sean Gillen , Katie Byl

We introduce a learning method called ``gradient-based reinforcement planning'' (GREP). Unlike traditional DP methods that improve their policy backwards in time, GREP is a gradient-based method that plans ahead and improves its policy…

Artificial Intelligence · Computer Science 2007-05-23 Ivo Kwee , Marcus Hutter , Juergen Schmidhuber

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

This paper discusses theoretical and experimental aspects of gradient-based approaches to the direct optimization of policy performance in controlled POMDPs. We introduce GPOMDP, a REINFORCE-like algorithm for estimating an approximation to…

Machine Learning · Computer Science 2025-12-08 Jonathan Baxter , Peter L. Bartlett

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

Many policy-based reinforcement learning (RL) algorithms can be viewed as instantiations of approximate policy iteration (PI), i.e., where policy improvement and policy evaluation are both performed approximately. In applications where the…

Machine Learning · Computer Science 2023-06-29 Yashaswini Murthy , Mehrdad Moharrami , R. Srikant

In this paper, we introduce a policy-gradient method for model-based reinforcement learning (RL) that exploits a type of stationary distributions commonly obtained from Markov decision processes (MDPs) in stochastic networks, queueing…

Machine Learning · Computer Science 2025-10-30 Céline Comte , Matthieu Jonckheere , Jaron Sanders , Albert Senen-Cerda

We study reinforcement learning in infinite-horizon average-reward settings with linear MDPs. Previous work addresses this problem by approximating the average-reward setting by discounted setting and employing a value iteration-based…

Machine Learning · Computer Science 2025-04-17 Kihyuk Hong , Ambuj Tewari

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas
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