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Enforcing state-wise safety constraints is critical for the application of reinforcement learning (RL) in real-world problems, such as autonomous driving and robot manipulation. However, existing safe RL methods only enforce state-wise…

Machine Learning · Computer Science 2024-10-03 Weiye Zhao , Feihan Li , Yifan Sun , Yujie Wang , Rui Chen , Tianhao Wei , Changliu Liu

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

Existing approaches to algorithmic fairness aim to ensure equitable outcomes if human decision-makers comply perfectly with algorithmic decisions. However, perfect compliance with the algorithm is rarely a reality or even a desirable…

Machine Learning · Computer Science 2025-07-01 Haosen Ge , Hamsa Bastani , Osbert Bastani

We propose Process-Aware Policy Optimization (PAPO), a method that integrates process-level evaluation into Group Relative Policy Optimization (GRPO) through decoupled advantage normalization, to address two limitations of existing reward…

Artificial Intelligence · Computer Science 2026-04-06 Zelin Tan , Zhouliang Yu , Bohan Lin , Zijie Geng , Hejia Geng , Yudong Zhang , Mulei Zhang , Yang Chen , Shuyue Hu , Zhenfei Yin , Chen Zhang , Lei Bai

We consider maximization of stochastic monotone continuous submodular functions (CSF) with a diminishing return property. Existing algorithms only guarantee the performance \textit{in expectation}, and do not bound the probability of…

Data Structures and Algorithms · Computer Science 2023-03-22 Evan Becker , Jingdong Gao , Ted Zadouri , Baharan Mirzasoleiman

Proximal Policy Optimization (PPO) has been positioned by recent literature as the canonical method for the RL part of Reinforcement Learning from Human Feedback (RLHF). PPO performs well empirically but has a heuristic motivation and…

Machine Learning · Computer Science 2026-02-10 Dipan Maity

We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…

Portfolio Management · Quantitative Finance 2025-11-07 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

Reinforcement Learning Fine-Tuning (RLFT) has achieved notable success in tasks with objectively verifiable answers (e.g., code generation, mathematical reasoning), yet struggles with open-ended subjective tasks like role-playing dialogue.…

Computation and Language · Computer Science 2025-08-13 Xinge Ye , Rui Wang , Yuchuan Wu , Victor Ma , Feiteng Fang , Fei Huang , Yongbin Li

We propose the Constraint-Generation Policy Optimization (CGPO) framework to optimize policy parameters within compact and interpretable policy classes for mixed discrete-continuous Markov Decision Processes (DC-MDP). CGPO can not only…

Optimization and Control · Mathematics 2025-03-18 Michael Gimelfarb , Ayal Taitler , Scott Sanner

It has been well documented that the use of exponentially-averaged momentum (EM) in particle swarm optimization (PSO) is advantageous over the vanilla PSO algorithm. In the single-objective setting, it leads to faster convergence and…

Neural and Evolutionary Computing · Computer Science 2022-11-15 Anwesh Bhattacharya , Snehanshu Saha , Nithin Nagaraj

Learning from expert demonstrations is a promising approach for training robotic manipulation policies from limited data. However, imitation learning algorithms require a number of design choices ranging from the input modality, training…

Robotics · Computer Science 2024-09-12 Eugenio Chisari , Nick Heppert , Max Argus , Tim Welschehold , Thomas Brox , Abhinav Valada

Bayesian optimization (BO) is increasingly employed in critical applications to find the optimal design with minimal cost. While BO is known for its sample efficiency, relying solely on costly high-fidelity data can still result in high…

Artificial Intelligence · Computer Science 2025-03-25 Zahra Zanjani Foumani , Ramin Bostanabad

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on…

Optimization and Control · Mathematics 2021-02-16 Kaiqing Zhang , Bin Hu , Tamer Başar

Fair Influence Maximization (FIM) seeks to mitigate disparities in influence across different groups and has recently garnered increasing attention. A widely adopted notion of fairness in FIM is the maximin constraint, which directly…

Data Structures and Algorithms · Computer Science 2026-02-02 Xiaobin Rui , Qiangpeng Fang , Chen Peng , Jilong Shi , Zhixiao Wang , Wei Chen

While direct policy optimization methods exist, pioneering LLMs are fine-tuned with reinforcement learning from human feedback (RLHF) to generate better responses under the supervision of a reward model learned from preference data. One…

Machine Learning · Computer Science 2025-06-10 Chuheng Zhang , Wei Shen , Li Zhao , Xuyun Zhang , Xiaolong Xu , Wanchun Dou , Jiang Bian

We consider a periodic-review, fixed-lifetime perishable inventory control problem where demand is a general stochastic process. The optimal solution for this problem is intractable due to "curse of dimensionality". In this paper, we first…

Optimization and Control · Mathematics 2016-05-10 Can Zhang , Turgay Ayer , Chelsea C. White

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

Trust Region Policy Optimization (TRPO) is an iterative method that simultaneously maximizes a surrogate objective and enforces a trust region constraint over consecutive policies in each iteration. The combination of the surrogate…

Machine Learning · Computer Science 2023-02-17 Mingfei Sun , Benjamin Ellis , Anuj Mahajan , Sam Devlin , Katja Hofmann , Shimon Whiteson

Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…

Machine Learning · Computer Science 2022-01-28 Tianhe Yu , Aviral Kumar , Rafael Rafailov , Aravind Rajeswaran , Sergey Levine , Chelsea Finn
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