Related papers: Completion vs Optimality: Policy Gradient in Long-…

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

We present a proximal policy optimization (PPO) agent trained through curriculum learning (CL) principles and meticulous reward engineering to optimize a real-world high-throughput waste sorting facility. Our work addresses the challenge of…

We study the optimal portfolio liquidation problem over a finite horizon in a limit order book with bid-ask spread and temporary market price impact penalizing speedy execution trades. We use a continuous-time modeling framework, but in…

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Horizon length and model accuracy are defining factors when designing a Model Predictive Controller. While long horizons and detailed models have a positive effect on control performance, computational complexity increases. As predictions…

Long-horizon agents face the challenge of growing context size during interaction with environment, which degrades the performance and stability. Existing methods typically introduce the external memory module and look up the relevant…

Proximal Policy Optimization (PPO) is central to aligning Large Language Models (LLMs) in reasoning tasks with verifiable rewards. However, standard token-level PPO struggles in this setting due to the instability of temporal credit…

This paper gives the first polynomial-time algorithm for tabular Markov Decision Processes (MDP) that enjoys a regret bound \emph{independent on the planning horizon}. Specifically, we consider tabular MDP with $S$ states, $A$ actions, a…

We study regret minimization for infinite-horizon average-reward Markov Decision Processes (MDPs) under cost constraints. We start by designing a policy optimization algorithm with carefully designed action-value estimator and bonus term,…

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…

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…

Aligning generative models with human preference via RLHF typically suffers from overoptimization, where an imperfectly learned reward model can misguide the generative model to output undesired responses. We investigate this problem in a…

Long-horizon combinatorial optimization problems (COPs), such as the Flexible Job-Shop Scheduling Problem (FJSP), often involve complex, interdependent decisions over extended time frames, posing significant challenges for existing solvers.…

This work addresses the classic machine learning problem of online prediction with expert advice. A new potential-based framework for the fixed horizon version of this problem has been recently developed using verification arguments from…

A standard way of finding a feedback law that stabilizes a control system to an operating point is to recast the problem as an infinite horizon optimal control problem. If the optimal cost and the optmal feedback can be found on a large…

Reinforcement Learning (RL) robot controllers usually aggregate many task objectives into one scalar reward. While large-scale proximal policy optimisation (PPO) has enabled impressive results such as robust robot locomotion in the real…

This paper deals with optimal policy learning (OPL) with observational data, i.e. data-driven optimal decision-making, in multi-action (or multi-arm) settings, where a finite set of decision options is available. It is organized in three…

We consider online convex optimization with time-varying stage costs and additional switching costs. Since the switching costs introduce coupling across all stages, multi-step-ahead (long-term) predictions are incorporated to improve the…

Direct Preference Optimization (DPO) has been proposed as a promising alternative to Proximal Policy Optimization (PPO) based Reinforcement Learning with Human Feedback (RLHF). However, empirical evaluations consistently reveal suboptimal…