相关论文: Provably Convergent Policy Optimization via Metric…

We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…

Entropic regularization provides a simple way to approximate linear programs whose constraints split into two or more tractable blocks. The resulting objectives are amenable to cyclic Kullback-Leibler (KL) Bregman projections, with…

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…

Group Relative Policy Optimisation (GRPO) enhances large language models by estimating advantages across a group of sampled trajectories. However, mapping these trajectory-level advantages to policy updates requires aggregating token-level…

An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…

Safe Reinforcement Learning (RL) often faces significant issues such as constraint violations and instability, necessitating the use of constrained policy optimization, which seeks optimal policies while ensuring adherence to specific…

Modern policy optimization methods in reinforcement learning, such as TRPO and PPO, owe their success to the use of parameterized policies. However, while theoretical guarantees have been established for this class of algorithms, especially…

Safe policy improvement (SPI) offers theoretical control over policy updates, yet existing guarantees largely concern offline, tabular reinforcement learning (RL). We study SPI in general online settings, when combined with world model and…

Bayesian optimisation (BO) is a surrogate-based optimisation technique that efficiently solves expensive black-box functions with small evaluation budgets. Recent studies consider trust regions to improve the scalability of BO approaches…

Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such…

We develop Distributionally Robust Optimization (DRO) formulations for Multivariate Linear Regression (MLR) and Multiclass Logistic Regression (MLG) when both the covariates and responses/labels may be contaminated by outliers. The DRO…

In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…

A novel optimization approach is proposed for application to policy gradient methods and evolution strategies for reinforcement learning (RL). The procedure uses a computationally efficient Wasserstein natural gradient (WNG) descent that…

Among on-policy reinforcement learning algorithms, Proximal Policy Optimization (PPO) demonstrates is widely favored for its simplicity, numerical stability, and strong empirical performance. Standard PPO relies on surrogate objectives…

Safety exploration can be regarded as a constrained Markov decision problem where the expected long-term cost is constrained. Previous off-policy algorithms convert the constrained optimization problem into the corresponding unconstrained…

Reinforcement learning has significantly enhanced the reasoning capabilities of Large Language Models (LLMs) in complex problem-solving tasks. Recently, the introduction of DeepSeek R1 has inspired a surge of interest in leveraging…

The predict-then-optimize (PTO) framework is indispensable for addressing practical stochastic decision-making tasks. It consists of two crucial steps: initially predicting unknown parameters of an optimization model and subsequently…

We consider the problem of constructing a least conservative estimator of the expected value $\mu$ of a non-negative heavy-tailed random variable. We require that the probability of overestimating the expected value $\mu$ is kept…

Provably efficient Model-Based Reinforcement Learning (MBRL) based on optimism or posterior sampling (PSRL) is ensured to attain the global optimality asymptotically by introducing the complexity measure of the model. However, the…

This paper studies a class of multiagent stochastic optimization problems where the objective is to minimize the expected value of a function which depends on a random variable. The probability distribution of the random variable is unknown…