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Related papers: Distributionally Robust Reinforcement Learning

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Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

Artificial Intelligence · Computer Science 2007-05-23 Istvan Szita , Balint Takacs , Andras Lorincz

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

In safety-critical robotic tasks, potential failures must be reduced, and multiple constraints must be met, such as avoiding collisions, limiting energy consumption, and maintaining balance. Thus, applying safe reinforcement learning (RL)…

Machine Learning · Computer Science 2023-12-27 Dohyeong Kim , Kyungjae Lee , Songhwai Oh

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Optimization and Control · Mathematics 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

Safe reinforcement learning (Safe RL) aims to ensure policy performance while satisfying safety constraints. However, most existing Safe RL methods assume benign environments, making them vulnerable to adversarial perturbations commonly…

Machine Learning · Computer Science 2026-02-19 Jialiang Fan , Shixiong Jiang , Mengyu Liu , Fanxin Kong

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive…

Artificial Intelligence · Computer Science 2018-02-12 Daniel J. Mankowitz , Timothy A. Mann , Pierre-Luc Bacon , Doina Precup , Shie Mannor

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

Safe reinforcement learning is a promising path toward applying reinforcement learning algorithms to real-world problems, where suboptimal behaviors may lead to actual negative consequences. In this work, we focus on the setting where…

Machine Learning · Computer Science 2022-02-17 Garrett Thomas , Yuping Luo , Tengyu Ma

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

Reinforcement learning algorithms rely on exploration to discover new behaviors, which is typically achieved by following a stochastic policy. In continuous control tasks, policies with a Gaussian distribution have been widely adopted.…

Machine Learning · Computer Science 2019-03-28 Dmytro Korenkevych , A. Rupam Mahmood , Gautham Vasan , James Bergstra

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Hoang Tien Nguyen , Dae-Hyun Choi

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik