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Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The objective is to ensure that the time-averaged reward vector…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Rahul Misra , Manuela L. Bujorianu , Rafał Wisniewski

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

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

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Sequential decision making in the real world often requires finding a good balance of conflicting objectives. In general, there exist a plethora of Pareto-optimal policies that embody different patterns of compromises between objectives,…

Machine Learning · Computer Science 2024-10-08 Takuya Kanazawa , Chetan Gupta

While standard reinforcement learning optimizes a single reward signal, many applications require optimizing a nonlinear utility $f(J_1^\pi,\dots,J_M^\pi)$ over multiple objectives, where each $J_m^\pi$ denotes the expected discounted…

Machine Learning · Computer Science 2026-03-10 Swetha Ganesh , Vaneet Aggarwal

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Multi-objective reinforcement learning (MORL) is used to solve problems involving multiple objectives. An MORL agent must make decisions based on the diverse signals provided by distinct reward functions. Training an MORL agent yields a set…

Artificial Intelligence · Computer Science 2024-11-08 Zuzanna Osika , Jazmin Zatarain-Salazar , Frans A. Oliehoek , Pradeep K. Murukannaiah

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each…

Machine Learning · Computer Science 2023-08-16 Lucas N. Alegre , Ana L. C. Bazzan , Diederik M. Roijers , Ann Nowé , Bruno C. da Silva

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Multi-Objective Reinforcement Learning (MORL) is a generalization of traditional Reinforcement Learning (RL) that aims to optimize multiple, often conflicting objectives simultaneously rather than focusing on a single reward. This approach…

Machine Learning · Computer Science 2025-08-15 Davide Guidobene , Lorenzo Benedetti , Diego Arapovic

Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for Large Language Model (LLM) reasoning, yet current methods face key challenges in resource allocation and policy optimization dynamics: (i) uniform rollout…

Machine Learning · Computer Science 2026-04-24 Yangyi Fang , Jiaye Lin , Xiaoliang Fu , Cong Qin , Haolin Shi , Chaowen Hu , Lu Pan , Ke Zeng , Xunliang Cai

Meta-Reinforcement Learning (MRL) is a promising framework for training agents that can quickly adapt to new environments and tasks. In this work, we study the MRL problem under the policy gradient formulation, where we propose a novel…

Machine Learning · Computer Science 2023-05-23 Mohammad Taha Toghani , Sebastian Perez-Salazar , César A. Uribe

We study risk-sensitive RL where the goal is learn a history-dependent policy that optimizes some risk measure of cumulative rewards. We consider a family of risks called the optimized certainty equivalents (OCE), which captures important…

Machine Learning · Computer Science 2025-03-03 Kaiwen Wang , Dawen Liang , Nathan Kallus , Wen Sun

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd
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