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We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…

Optimization and Control · Mathematics 2022-03-07 Anis Hamadouche , Yun Wu , Andrew M. Wallace , Joao F. C. Mota

We consider a general formulation of the random horizon Principal-Agent problem with a continuous payment and a lump-sum payment at termination. In the European version of the problem, the random horizon is chosen solely by the principal…

Optimization and Control · Mathematics 2022-02-11 Yiqing Lin , Zhenjie Ren , Nizar Touzi , Junjian Yang

PPO (Proximal Policy Optimization) is a state-of-the-art policy gradient algorithm that has been successfully applied to complex computer games such as Dota 2 and Honor of Kings. In these environments, an agent makes compound actions…

Machine Learning · Computer Science 2023-01-27 Xiulei Song , Yizhao Jin , Greg Slabaugh , Simon Lucas

Vision-language-action (VLA) models have shown remarkable capabilities in robotic manipulation, but their performance is sensitive to the $\textbf{action chunk length}$ used during training, termed $\textbf{horizon}$. Our empirical study…

Robotics · Computer Science 2025-11-25 Dong Jing , Gang Wang , Jiaqi Liu , Weiliang Tang , Zelong Sun , Yunchao Yao , Zhenyu Wei , Yunhui Liu , Zhiwu Lu , Mingyu Ding

Reinforcement Learning (RL) has emerged as the key driver for post-training complex reasoning in Large Language Models (LLMs), yet online RL introduces significant instability and computational overhead. Offline RL offers a compelling…

Computation and Language · Computer Science 2026-04-06 Minjae Oh , Yunho Choi , Dongmin Choi , Yohan Jo

Group Relative Policy Optimization (GRPO) has been shown to be an effective algorithm when an accurate reward model is available. However, such a highly reliable reward model is not available in many real-world tasks. In this paper, we…

Machine Learning · Computer Science 2026-01-12 Yuki Ichihara , Yuu Jinnai , Tetsuro Morimura , Mitsuki Sakamoto , Ryota Mitsuhashi , Eiji Uchibe

As seasonal thermal energy storage emerges as an efficient solution to reduce CO2 emissions of buildings, challenges appear related to its optimal operation. In a system including short-term electricity storage, long-term heat storage, and…

Systems and Control · Electrical Eng. & Systems 2025-04-16 Eléa Prat , Pierre Pinson , Richard M. Lusby , Riwal Plougonven , Jordi Badosa , Philippe Drobinski

We study best-policy identification for finite-horizon risk-sensitive reinforcement learning under the entropic risk measure. Recent work established a constant gap in the exponential horizon dependence between lower and upper bounds on the…

Machine Learning · Computer Science 2026-05-14 Amer Essakine , Claire Vernade

A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization…

Machine Learning · Computer Science 2020-06-19 Manish Prajapat , Kamyar Azizzadenesheli , Alexander Liniger , Yisong Yue , Anima Anandkumar

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Optimization and Control · Mathematics 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari

Proximal policy optimization(PPO) has been proposed as a first-order optimization method for reinforcement learning. We should notice that an exterior penalty method is used in it. Often, the minimizers of the exterior penalty functions…

Machine Learning · Computer Science 2018-12-18 Cheng Zeng , Hongming Zhang

We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

Optimization and Control · Mathematics 2016-01-06 June Andrews , Alexander Vladimirsky

Learning a control policy for a multi-phase, long-horizon task, such as basketball maneuvers, remains challenging for reinforcement learning approaches due to the need for seamless policy composition and transitions between skills. A…

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Many policy-based reinforcement learning (RL) algorithms can be viewed as instantiations of approximate policy iteration (PI), i.e., where policy improvement and policy evaluation are both performed approximately. In applications where the…

Machine Learning · Computer Science 2023-06-29 Yashaswini Murthy , Mehrdad Moharrami , R. Srikant

We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…

Machine Learning · Computer Science 2021-12-22 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

Machine Learning · Computer Science 2022-06-22 Jalaj Bhandari , Daniel Russo

Recent vision-language-action (VLA) systems have demonstrated strong capabilities in embodied manipulation. However, most existing VLA policies rely on limited observation windows and end-to-end action prediction, which makes them brittle…

Robotics · Computer Science 2026-04-16 Zhen Liu , Xinyu Ning , Zhe Hu , Xinxin Xie , Weize Li , Zhipeng Tang , Chongyu Wang , Zejun Yang , Hanlin Wang , Yitong Liu , Zhongzhu Pu

Large reasoning models achieve remarkable performance through extensive chain-of-thought generation, yet they suffer from a critical inefficiency: applying uniformly extensive reasoning regardless of problem complexity. We present…

Artificial Intelligence · Computer Science 2025-08-08 Shangke Lyu , Linjuan Wu , Yuchen Yan , Xingyu Wu , Hao Li , Yongliang Shen , Peisheng Jiang , Weiming Lu , Jun Xiao , Yueting Zhuang

Decision processes with incomplete state feedback have been traditionally modeled as Partially Observable Markov Decision Processes. In this paper, we present an alternative formulation based on probabilistic regular languages. The proposed…

Optimization and Control · Mathematics 2009-08-07 Ishanu Chattopadhyay , Asok Ray
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