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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

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed…

Portfolio Management · Quantitative Finance 2019-05-07 Haoran Wang , Xun Yu Zhou

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

Machine Learning · Computer Science 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao

Off-policy problems such as policy staleness and training--inference mismatch have become a major bottleneck for training stability and further exploration in LLM RL. The distribution gap between the inference and updated policies grows…

Machine Learning · Computer Science 2026-05-19 Chenlu Ye , Xuanchang Zhang , Yifan Hao , Zhou Yu , Ziji Zhang , Abhinav Gullapalli , Hao Chen , Jing Huang , Tong Zhang

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

Reinforcement learning with verifiable rewards (RLVR) has emerged as the leading approach for enhancing reasoning capabilities in large language models. However, it faces a fundamental compute and memory asymmetry: rollout generation is…

Machine Learning · Computer Science 2026-04-23 Yixuan Even Xu , Yash Savani , Fei Fang , J. Zico Kolter

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

The optimal execution problem has always been a continuously focused research issue, and many reinforcement learning (RL) algorithms have been studied. In this article, we consider the execution problem of targeting the volume weighted…

Optimization and Control · Mathematics 2024-11-12 Xingyu Zhou , Wenbin Chen , Mingyu Xu

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

Reinforcement Learning with Verifiable Rewards (RLVR) is an essential paradigm that enhances the reasoning capabilities of Large Language Models (LLMs). However, existing methods typically rely on static policy optimization schemes that…

Computation and Language · Computer Science 2026-05-08 Yiming Huang , Zhenbo Shi , Shuzheng Gao , Cuiyun Gao , Peiyi Han , Chuanyi Liu

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

The policy gradient method enjoys the simplicity of the objective where the agent optimizes the cumulative reward directly. Moreover, in the continuous action domain, parameterized distribution of action distribution allows easy control of…

Machine Learning · Computer Science 2022-12-16 Md Masudur Rahman , Yexiang Xue

Some of the most successful applications of deep reinforcement learning to challenging domains in discrete and continuous control have used policy gradient methods in the on-policy setting. However, policy gradients can suffer from large…

Deep reinforcement learning (RL) algorithms suffer severe performance degradation when the interaction data is scarce, which limits their real-world application. Recently, visual representation learning has been shown to be effective and…

Machine Learning · Computer Science 2022-08-17 Yang Yue , Bingyi Kang , Zhongwen Xu , Gao Huang , Shuicheng Yan

In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…

Machine Learning · Computer Science 2020-02-04 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Zheng , Gang Pan

To design effective digital interventions, experimenters face the challenge of learning decision policies that balance multiple objectives using offline data. Often, they aim to develop policies that maximize goal outcomes, while ensuring…

Machine Learning · Statistics 2025-03-24 Brian Cho , Ana-Roxana Pop , Ariel Evnine , Nathan Kallus

Reasoning over long sequences of observations and actions is essential for many robotic tasks. Yet, learning effective long-context policies from demonstrations remains challenging. As context length increases, training becomes increasingly…

Robotics · Computer Science 2025-05-21 Marcel Torne , Andy Tang , Yuejiang Liu , Chelsea Finn

A critical goal of autonomy and artificial intelligence is enabling autonomous robots to rapidly adapt in dynamic and uncertain environments. Classic adaptive control and safe control provide stability and safety guarantees but are limited…

Robotics · Computer Science 2024-04-30 Wenli Xiao , Tairan He , John Dolan , Guanya Shi

Deep reinforcement learning (DRL) algorithms and evolution strategies (ES) have been applied to various tasks, showing excellent performances. These have the opposite properties, with DRL having good sample efficiency and poor stability,…

Machine Learning · Computer Science 2021-04-06 Kyunghyun Lee , Byeong-Uk Lee , Ukcheol Shin , In So Kweon

In reinforcement learning, agents collect state information and rewards through environmental interactions, essential for policy refinement. This process is notably time-consuming, especially in complex robotic simulations and real-world…

Robotics · Computer Science 2024-10-18 Ke Duan , Kai Yang , Houde Liu , Xueqian Wang