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Related papers: Epistemic Risk-Sensitive Reinforcement Learning

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Standard reinforcement learning (RL) optimizes policies for reward but imposes few constraints on how decisions evolve over time. As a result, policies may achieve high performance while exhibiting temporally incoherent behavior such as…

Machine Learning · Computer Science 2026-04-24 Sukesh Subaharan

Addressing the question of how to achieve optimal decision-making under risk and uncertainty is crucial for enhancing the capabilities of artificial agents that collaborate with or support humans. In this work, we address this question in…

Multiagent Systems · Computer Science 2024-08-02 Nicole Orzan , Erman Acar , Davide Grossi , Patrick Mannion , Roxana Rădulescu

This paper introduces a rule for policy selection in the presence of estimation uncertainty, explicitly accounting for estimation risk. The rule belongs to the class of risk-aware rules on the efficient decision frontier, characterized as…

Econometrics · Economics 2026-01-21 Victor Chernozhukov , Sokbae Lee , Adam M. Rosen , Liyang Sun

A reinforcement learning (RL) policy trained in a nominal environment could fail in a new/perturbed environment due to the existence of dynamic variations. Existing robust methods try to obtain a fixed policy for all envisioned dynamic…

Machine Learning · Computer Science 2022-03-10 Yikun Cheng , Pan Zhao , Manan Gandhi , Bo Li , Evangelos Theodorou , Naira Hovakimyan

Constrained optimization provides a common framework for dealing with conflicting objectives in reinforcement learning (RL). In most of these settings, the objectives (and constraints) are expressed though the expected accumulated reward.…

Machine Learning · Computer Science 2025-12-03 Jane H. Lee , Baturay Saglam , Spyridon Pougkakiotis , Amin Karbasi , Dionysis Kalogerias

The complexity of designing reward functions has been a major obstacle to the wide application of deep reinforcement learning (RL) techniques. Describing an agent's desired behaviors and properties can be difficult, even for experts. A new…

Machine Learning · Computer Science 2024-05-09 Wanqi Xue , Bo An , Shuicheng Yan , Zhongwen Xu

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Distributional reinforcement learning demonstrates state-of-the-art performance in continuous and discrete control settings with the features of variance and risk, which can be used to explore. However, the exploration method employing the…

Machine Learning · Computer Science 2022-07-04 Jihwan Oh , Joonkee Kim , Se-Young Yun

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Reinforcement learning (RL) faces challenges in evaluating policy trajectories within intricate game tasks due to the difficulty in designing comprehensive and precise reward functions. This inherent difficulty curtails the broader…

Artificial Intelligence · Computer Science 2024-07-02 Zichao Shen , Tianchen Zhu , Qingyun Sun , Shiqi Gao , Jianxin Li

Various strategies for active learning have been proposed in the machine learning literature. In uncertainty sampling, which is among the most popular approaches, the active learner sequentially queries the label of those instances for…

Machine Learning · Computer Science 2019-09-04 Vu-Linh Nguyen , Sébastien Destercke , Eyke Hüllermeier

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.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

Merely pursuing performance may adversely affect the safety, while a conservative policy for safe exploration will degrade the performance. How to balance the safety and performance in learning-based control problems is an interesting yet…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Xinyang Wang , Hongwei Zhang , Shimin Wang , Wei Xiao , Martin Guay

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

Optimization and Control · Mathematics 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

The rapid growth of e-commerce has made people accustomed to shopping online. Before making purchases on e-commerce websites, most consumers tend to rely on rating scores and review information to make purchase decisions. With this…

Information Retrieval · Computer Science 2020-07-07 Yingqiang Ge , Shuyuan Xu , Shuchang Liu , Zuohui Fu , Fei Sun , Yongfeng Zhang

The potential of reinforcement learning (RL) to deliver aligned and performant agents is partially bottlenecked by the reward engineering problem. One alternative to heuristic trial-and-error is preference-based RL (PbRL), where a reward…

Machine Learning · Computer Science 2021-12-22 Tom Bewley , Freddy Lecue

In online reinforcement learning, data scarcity creates epistemic uncertainty that makes robustness important early in learning, whereas sufficient exploration is needed to learn the true-environment optimal policy. We study this…

Machine Learning · Computer Science 2026-05-26 Meichen Song , Yuhao Wang , Enlu Zhou

The robustness of legged locomotion is crucial for quadrupedal robots in challenging terrains. Recently, Reinforcement Learning (RL) has shown promising results in legged locomotion and various methods try to integrate privileged…

Robotics · Computer Science 2023-09-04 Jiyuan Shi , Chenjia Bai , Haoran He , Lei Han , Dong Wang , Bin Zhao , Mingguo Zhao , Xiu Li , Xuelong Li

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

In many real-world applications, safety constraints for reinforcement learning (RL) algorithms are either unknown or not explicitly defined. We propose a framework that concurrently learns safety constraints and optimal RL policies in such…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Lunet Yifru , Ali Baheri