English
Related papers

Related papers: On Globally Optimal Stochastic Policy Gradient Met…

200 papers

Domain randomization has emerged as a fundamental technique in reinforcement learning (RL) to facilitate the transfer of policies from simulation to real-world robotic applications. Many existing domain randomization approaches have been…

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

We propose a method for finding approximate compilations of quantum unitary transformations, based on techniques from policy gradient reinforcement learning. The choice of a stochastic policy allows us to rephrase the optimization problem…

Quantum Physics · Physics 2022-09-14 David A. Herrera-Martí

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Domain randomization is a popular technique for improving domain transfer, often used in a zero-shot setting when the target domain is unknown or cannot easily be used for training. In this work, we empirically examine the effects of domain…

Machine Learning · Computer Science 2019-07-12 Bhairav Mehta , Manfred Diaz , Florian Golemo , Christopher J. Pal , Liam Paull

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

Recent advances in policy gradient methods and deep learning have demonstrated their applicability for complex reinforcement learning problems. However, the variance of the performance gradient estimates obtained from the simulation is…

Machine Learning · Computer Science 2018-03-30 Tianbing Xu , Qiang Liu , Jian Peng

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Amirreza Valaei , Arash Bahari Kordabad , Sadegh Soudjani

Computer simulation provides an automatic and safe way for training robotic control policies to achieve complex tasks such as locomotion. However, a policy trained in simulation usually does not transfer directly to the real hardware due to…

Machine Learning · Computer Science 2018-12-05 Wenhao Yu , C. Karen Liu , Greg Turk

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

We develop an optimization framework centered around a core idea: once a (parametric) policy is specified, control authority is transferred to the policy, resulting in an autonomous dynamical system. Thus we should be able to optimize…

Machine Learning · Computer Science 2025-06-11 Emo Todorov

Randomization is a powerful technique to create robust controllers, in particular in partially observable settings. The degrees of randomization have a significant impact on the system performance, yet they are intricate to get right. The…

Logic in Computer Science · Computer Science 2021-11-09 Linus Heck , Jip Spel , Sebastian Junges , Joshua Moerman , Joost-Pieter Katoen

Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest…

Dynamical Systems · Mathematics 2021-05-04 John D. Jakeman , Roland Pulch

Variational quantum algorithms rely on the optimization of parameterized quantum circuits in noisy settings. The commonly used back-propagation procedure in classical machine learning is not directly applicable in this setting due to the…

Quantum Physics · Physics 2024-08-27 Zhiyan Ding , Taehee Ko , Jiahao Yao , Lin Lin , Xiantao Li

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