English
Related papers

Related papers: Stochastic Decision Horizons for Constrained Reinf…

200 papers

Vision-Language-Action (VLA) models have emerged as a powerful paradigm for robotic manipulation. However, existing post-training methods face a dilemma between stability and exploration: Supervised Fine-Tuning (SFT) is constrained by…

Robotics · Computer Science 2026-03-17 Jiashun Li , Xiaoyu Shi , Hong Xie , Mingsheng Shang , Yun Lu

Tasks involving high-risk-high-return (HRHR) actions, such as obstacle crossing, often exhibit multimodal action distributions and stochastic returns. Most reinforcement learning (RL) methods assume unimodal Gaussian policies and rely on…

Machine Learning · Computer Science 2025-10-21 Jundong Zhang , Yuhui Situ , Fanji Zhang , Rongji Deng , Tianqi Wei

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

Machine Learning · Computer Science 2021-02-04 Ming Yin , Yu Bai , Yu-Xiang Wang

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Standard approaches to goal-conditioned reinforcement learning (GCRL) that rely on temporal-difference learning can be unstable and sample-inefficient due to bootstrapping. While recent work has explored contrastive and supervised…

Machine Learning · Computer Science 2026-04-21 Franki Nguimatsia Tiofack , Fabian Schramm , Théotime Le Hellard , Justin Carpentier

This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…

Optimization and Control · Mathematics 2025-12-16 Vaibhav Rajoriya , Prateek Priyaranjan Pradhan , Ketan Rajawat

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

Machine Learning · Computer Science 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…

Optimization and Control · Mathematics 2024-12-31 Yushun Zhang , Dmitry Rybin , Zhi-Quan Luo

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Optimization and Control · Mathematics 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

Hierarchical reinforcement learning (HRL) provides a promising solution for complex tasks with sparse rewards of intelligent agents, which uses a hierarchical framework that divides tasks into subgoals and completes them sequentially.…

Artificial Intelligence · Computer Science 2024-11-28 Xinglin Zhou , Yifu Yuan , Shaofu Yang , Jianye Hao

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

Machine Learning · Computer Science 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…

Machine Learning · Computer Science 2025-12-12 Akhil Agnihotri

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli