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Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts consecutive policies to be 'close' to one another, is…

Machine Learning · Computer Science 2019-12-13 Lior Shani , Yonathan Efroni , Shie Mannor

Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…

Machine Learning · Computer Science 2022-08-09 Taisuke Kobayashi , Kenta Yoshizawa

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , David Kuric , Anders Jonsson , Vicenç Gómez , Herke van Hoof

In RL, given a prompt, we sample a group of completions from a model and score them. Two questions follow: which completions should gain probability mass, and how should the parameters move to realize that change? Standard policy-gradient…

Machine Learning · Computer Science 2026-04-08 Jean Kaddour

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

The automatic synthesis of a policy through reinforcement learning (RL) from a given set of formal requirements depends on the construction of a reward signal and consists of the iterative application of many policy-improvement steps. The…

Machine Learning · Computer Science 2022-10-21 Luigi Berducci , Radu Grosu

Local Policy Search is a popular reinforcement learning approach for handling large state spaces. Formally, it searches locally in a paramet erized policy space in order to maximize the associated value function averaged over some…

Machine Learning · Computer Science 2013-06-07 Bruno Scherrer , Matthieu Geist

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…

Artificial Intelligence · Computer Science 2023-08-01 Benjamin Laufer , Thomas Krendl Gilbert , Helen Nissenbaum

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

Optimization and Control · Mathematics 2022-03-17 Nathan Kallus , Xiaojie Mao

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

Machine Learning · Computer Science 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli

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

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

We consider the problem of imitation learning under misspecification: settings where the learner is fundamentally unable to replicate expert behavior everywhere. This is often true in practice due to differences in observation space and…

Machine Learning · Computer Science 2025-04-03 Nicolas Espinosa-Dice , Sanjiban Choudhury , Wen Sun , Gokul Swamy

Recent policy optimization approaches (Schulman et al., 2015a; 2017) have achieved substantial empirical successes by constructing new proxy optimization objectives. These proxy objectives allow stable and low variance policy learning, but…

Machine Learning · Computer Science 2020-02-24 Marcin B. Tomczak , Dongho Kim , Peter Vrancx , Kee-Eung Kim

Adaptive optimal control using value iteration (VI) initiated from a stabilizing policy is theoretically analyzed in various aspects including the continuity of the result, the stability of the system operated using any single/constant…

Systems and Control · Computer Science 2015-05-18 Ali Heydari

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Overconservatism has long been recognized as a major issue with robust optimization, despite its key advantages of tractability, performance guarantee, and limited information. To address this issue, a new criterion is proposed that can…

Optimization and Control · Mathematics 2026-03-20 Yingjie Lan

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell