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We identify a fundamental problem in policy gradient-based methods in continuous control. As policy gradient methods require the agent's underlying probability distribution, they limit policy representation to parametric distribution…

Machine Learning · Computer Science 2019-11-26 Chen Tessler , Guy Tennenholtz , Shie Mannor

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

We study learning algorithms that seek to minimize the conditional value-at-risk (CVaR), when all the learner knows is that the losses incurred may be heavy-tailed. We begin by studying a general-purpose estimator of CVaR for potentially…

Machine Learning · Statistics 2020-06-04 Matthew J. Holland , El Mehdi Haress

On error of value function inevitably causes an overestimation phenomenon and has a negative impact on the convergence of the algorithms. To mitigate the negative effects of the approximation error, we propose Error Controlled Actor-critic…

Machine Learning · Computer Science 2021-09-08 Xingen Gao , Fei Chao , Changle Zhou , Zhen Ge , Chih-Min Lin , Longzhi Yang , Xiang Chang , Changjing Shang

Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…

Artificial Intelligence · Computer Science 2017-10-04 Xiangxiang Chu , Hangjun Ye

Learning expressive stochastic policies instead of deterministic ones has been proposed to achieve better stability, sample complexity, and robustness. Notably, in Maximum Entropy Reinforcement Learning (MaxEnt RL), the policy is modeled as…

Machine Learning · Computer Science 2024-05-03 Safa Messaoud , Billel Mokeddem , Zhenghai Xue , Linsey Pang , Bo An , Haipeng Chen , Sanjay Chawla

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

We consider the problem of finding a policy that maximizes an expected reward throughout the trajectory of an agent that interacts with an unknown environment. Frequently denoted Reinforcement Learning, this framework suffers from the need…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Juan Cervino , Harshat Kumar , Alejandro Ribeiro

When learning to behave in a stochastic environment where safety is critical, such as driving a vehicle in traffic, it is natural for human drivers to plan fallback strategies as a backup to use if ever there is an unexpected change in the…

Machine Learning · Computer Science 2022-04-12 Ugo Lecerf , Christelle Yemdji-Tchassi , Sébastien Aubert , Pietro Michiardi

Actor-critic (AC) algorithms are known for their efficacy and high performance in solving reinforcement learning problems, but they also suffer from low sampling efficiency. An AC based policy optimization process is iterative and needs to…

Machine Learning · Computer Science 2021-12-02 Chayan Banerjee , Zhiyong Chen , Nasimul Noman , Mohsen Zamani

Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…

Robotics · Computer Science 2020-11-09 Pingcheng Jian , Chao Yang , Di Guo , Huaping Liu , Fuchun Sun

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these high-dimensional observation spaces present a number of challenges in practice, since the policy must…

Machine Learning · Computer Science 2020-10-27 Alex X. Lee , Anusha Nagabandi , Pieter Abbeel , Sergey Levine

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…

Machine Learning · Computer Science 2026-01-21 Xian Yu , Lei Ying

In this paper, we present a new intrinsically motivated actor-critic algorithm for learning continuous motor skills directly from raw visual input. Our neural architecture is composed of a critic and an actor network. Both networks receive…

Machine Learning · Computer Science 2019-02-19 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

Quantum computing has a superior advantage in tackling specific problems, such as integer factorization and Simon's problem. For more general tasks in machine learning, by applying variational quantum circuits, more and more quantum…

Quantum Physics · Physics 2021-12-23 Qingfeng Lan

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara