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Robots and animals both experience the world through their bodies and senses. Their embodiment constrains their experiences, ensuring they unfold continuously in space and time. As a result, the experiences of embodied agents are…

Machine Learning · Computer Science 2024-05-28 Thomas A. Berrueta , Allison Pinosky , Todd D. Murphey

We consider a multicast scheme recently proposed for a wireless downlink in [1]. It was shown earlier that power control can significantly improve its performance. However for this system, obtaining optimal power control is intractable…

Networking and Internet Architecture · Computer Science 2019-10-25 Ramkumar Raghu , Pratheek Upadhyaya , Mahadesh Panju , Vaneet Aggarwal , Vinod Sharma

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

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

Optimizing discrete diffusion model (DDM) with rewards remains a challenge: the non-autoregressive paradigm makes importance sampling intractable and rollout complex, puzzling reinforcement learning methods such as Group Relative Policy…

Artificial Intelligence · Computer Science 2025-10-06 Tianren Ma , Mu Zhang , Yibing Wang , Qixiang Ye

Energy-based policies offer a flexible framework for modeling complex, multimodal behaviors in reinforcement learning (RL). In maximum entropy RL, the optimal policy is a Boltzmann distribution derived from the soft Q-function, but direct…

Machine Learning · Computer Science 2025-09-09 Vineet Jain , Tara Akhound-Sadegh , Siamak Ravanbakhsh

Maximum entropy reinforcement learning integrates exploration into policy learning by providing additional intrinsic rewards proportional to the entropy of some distribution. In this paper, we propose a novel approach in which the intrinsic…

Machine Learning · Computer Science 2025-09-30 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

In this paper, we are interested in systems with multiple agents that wish to collaborate in order to accomplish a common task while a) agents have different information (decentralized information) and b) agents do not know the model of the…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

We first show that the discounted cost, cost up to an exit time, and ergodic cost involving controlled non-degenerate diffusions are continuous on the space of stationary control policies when the policies are given a topology introduced by…

Optimization and Control · Mathematics 2022-11-14 Somnath Pradhan , Serdar Yüksel

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

Machine Learning · Computer Science 2021-10-20 Naman Agarwal , Syomantak Chaudhuri , Prateek Jain , Dheeraj Nagaraj , Praneeth Netrapalli

Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…

Robotics · Computer Science 2025-05-28 Ralf Römer , Alexander von Rohr , Angela P. Schoellig

We analyse a version of the policy iteration algorithm for the discounted infinite-horizon problem for controlled multidimensional diffusion processes, where both the drift and the diffusion coefficient can be controlled. We prove that,…

Probability · Mathematics 2017-07-26 Saul D. Jacka , Aleksandar Mijatovic , Dejan Siraj

This paper considers a distributed reinforcement learning problem for decentralized linear quadratic control with partial state observations and local costs. We propose a Zero-Order Distributed Policy Optimization algorithm (ZODPO) that…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Yingying Li , Yujie Tang , Runyu Zhang , Na Li

We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…

Machine Learning · Computer Science 2025-08-12 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introduce a novel RL method for continuous-time control, where…

Machine Learning · Computer Science 2025-10-21 Chengxiu Hua , Jiawen Gu , Yushun Tang

Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…

Optimization and Control · Mathematics 2019-03-21 Siavash Alemzadeh , Mehran Mesbahi

Reinforcement learning (RL) post-training is crucial for LLM alignment and reasoning, but existing policy-based methods, such as PPO and DPO, can fall short of fixing shortcuts inherited from pre-training. In this work, we introduce…

Machine Learning · Computer Science 2025-10-21 Jin Peng Zhou , Kaiwen Wang , Jonathan Chang , Zhaolin Gao , Nathan Kallus , Kilian Q. Weinberger , Kianté Brantley , Wen Sun
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