arXiv:2608. 01151v1 Announce Type: cross Abstract: In this paper, we consider stochastic optimal control problems with infinite-horizon joint chance constraints.
arXiv:2608. 03562v1 Announce Type: new Abstract: Reinforcement learning (RL) with general utility extends classic RL by optimizing an arbitrary utility functional of the policy-induced occupancy measure, thereby enabling a broader range of applications.
arXiv:2609.05895v1 Announce Type: new Abstract: We study a finite-horizon online resource allocation problem with initial resource capacities proportional to the horizon. In each period, a request ty...
arXiv:2606. 00367v1 Announce Type: cross Abstract: Reinforcement learning problems typically define the goal as maximizing the expected value of a scalar reward function.
arXiv:2604.00200v2 Announce Type: replace Abstract: We study offline constrained reinforcement learning from human feedback with multiple preference oracles. Motivated by applications that trade off...
arXiv:2607. 06935v1 Announce Type: cross Abstract: Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory.
The paper introduces Exchange Policy Optimization (EPO), a framework for semi‑infinite safe reinforcement learning that handles infinitely many constraints by iteratively solving finite subproblems. EPO expands or deletes constraints based on tolerance violations and Lagrange multipliers, maintaining computational tractability while converging to an optimal policy with bounded safety violations. The authors prove finite convergence, provide iteration bounds, and quantify the suboptimality gap under mild assumptions.
The paper introduces Policy Gradient Penalty (PGP), a single‑loop policy‑space method that enforces convex occupancy‑measure constraints via quadratic‑penalty regularization. PGP constructs pseudo‑rewards to estimate gradients of the penalized objective and uses the classical Policy Gradient Theorem, establishing smoothness and global last‑iterate convergence guarantees for an ε‑optimal constrained entropy value with ε‑bounded constraint violation. The authors validate PGP with ablations on a grid‑world benchmark and demonstrate scalability on two challenging continuous‑control tasks.
arXiv:2604. 06039v2 Announce Type: replace-cross Abstract: Value iteration-type methods have been extensively studied for computing a nearly optimal value function in reinforcement learning (RL).
arXiv:2606. 24991v1 Announce Type: cross Abstract: Model Predictive Control (MPC) is widely used in industrial and robotic systems for enforcing constraints and embedding domain knowledge through finite-horizon optimization-based planning.
arXiv:2608. 10332v1 Announce Type: cross Abstract: Differentiable predictive control (DPC), a self-supervised learning approach for approximating explicit model predictive control (MPC) policies, offers significant computational advantages over online optimization-based MPC.
arXiv:2607. 15457v1 Announce Type: new Abstract: We study robust peak-cost constrained reinforcement learning (RP-CRL), where the objective is to maximize expected reward while controlling the maximum cost encountered along a trajectory.
Model Predictive Control (MPC) is widely used in industrial and robotic systems for enforcing constraints and embedding domain knowledge through finite-horizon optimization-based planning. However, despite these strengths, an MPC scheme typically does not yield optimal policies for sequential decision-making problems formulated as Markov Decision Processes (MDPs).