Related papers: Cumulative Prospect Theory Meets Reinforcement Lea…
Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…
Understanding how humans respond to uncertainty is critical for designing safe and effective physical human-robot interaction (pHRI), as physically working with robots introduces multiple sources of uncertainty, including trust, comfort,…
Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…
Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…
Reinforcement learning (RL) and model predictive control (MPC) offer a wealth of distinct approaches for automatic decision-making under uncertainty. Given the impact both fields have had independently across numerous domains, there is…
Model predictive control (MPC) is widely used for motion planning, particularly in autonomous driving. Real-time capability of the planner requires utilizing convex approximation of optimal control problems (OCPs) for the planner. However,…
Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…
Safe reinforcement learning (RL) studies problems where an intelligent agent has to not only maximize reward but also avoid exploring unsafe areas. In this study, we propose CUP, a novel policy optimization method based on Constrained…
Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…
In the dynamic and uncertain environments where reinforcement learning (RL) operates, risk management becomes a crucial factor in ensuring reliable decision-making. Traditional RL approaches, while effective in reward optimization, often…
The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…
Meta reinforcement learning (RL) allows agents to leverage experience across a distribution of tasks on which the agent can train at will, enabling faster learning of optimal policies on new test tasks. Despite its success in improving…
Autonomous vehicles have the potential to lower the accident rate when compared to human driving. Moreover, it is the driving force of the automated vehicles' rapid development over the last few years. In the higher Society of Automotive…
The utility-based shortfall risk (SR) measure introduced by Folmer and Schied [15] has been recently extended by Mao and Cai [29] to cumulative prospect theory (CPT) based SR in order to better capture a decision maker's utility/risk…
Reinforcement Learning (RL) has recently impressed the world with stunning results in various applications. While the potential of RL is now well-established, many critical aspects still need to be tackled, including safety and stability…
We make an important connection to existing results in econometrics to describe an alternative formulation of inverse reinforcement learning (IRL). In particular, we describe an algorithm using Conditional Choice Probabilities (CCP), which…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…
In this article, inspired by Shi, et al. we investigate the optimal portfolio selection with one risk-free asset and one risky asset in a multiple period setting under cumulative prospect theory (CPT). Compared with their study, our novelty…
Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…