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Model-based Reinforcement Learning (MBRL) has shown many desirable properties for intelligent control tasks. However, satisfying safety and stability constraints during training and rollout remains an open question. We propose a new…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Harry Zhang

This paper investigates reinforcement learning with constraints, which are indispensable in safety-critical environments. To drive the constraint violation monotonically decrease, we take the constraints as Lyapunov functions and impose new…

Machine Learning · Computer Science 2021-05-07 Chuangchuang Sun , Dong-Ki Kim , Jonathan P. How

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

Deep reinforcement learning agents achieve state-of-the-art performance in a wide range of simulated control tasks. However, successful applications to real-world problems remain limited. One reason for this dichotomy is because the learnt…

Machine Learning · Computer Science 2024-11-27 Rory Young , Nicolas Pugeault

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…

Machine Learning · Computer Science 2022-09-19 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Dung Nguyen , Kien Do , Sunil Gupta , Svetha Venkatesh

In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Meet Gandhi , Atreyee Kundu , Shalabh Bhatnagar

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

In constrained Markov decision processes, enforcing constraints during training is often thought of as decreasing the final return. Recently, it was shown that constraints can be incorporated directly into the policy geometry, yielding an…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

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…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

With the advancement of data-driven techniques, addressing continuous con-trol challenges has become more efficient. However, the reliance of these methods on historical data introduces the potential for unexpected decisions in novel…

Robotics · Computer Science 2023-10-23 Xi Xiong , Lu Liu

We propose a successive convex approximation based off-policy optimization (SCAOPO) algorithm to solve the general constrained reinforcement learning problem, which is formulated as a constrained Markov decision process (CMDP) in the…

Machine Learning · Computer Science 2022-04-20 Chang Tian , An Liu , Guang Huang , Wu Luo

Learning controllers merely based on a performance metric has been proven effective in many physical and non-physical tasks in both control theory and reinforcement learning. However, in practice, the controller must guarantee some notion…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Arash Mehrjou , Mohammad Ghavamzadeh , Bernhard Schölkopf

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

We consider a setting involving $N$ agents, where each agent interacts with an environment modeled as a Markov Decision Process (MDP). The agents' MDPs differ in their reward functions, capturing heterogeneous objectives/tasks. The…

Machine Learning · Computer Science 2024-09-10 Feng Zhu , Robert W. Heath , Aritra Mitra

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar