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Related papers: Practical Risk Measures in Reinforcement Learning

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Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

Machine Learning · Computer Science 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

Reinforcement Learning (RL) has shown remarkable success in solving relatively complex tasks, yet the deployment of RL systems in real-world scenarios poses significant challenges related to safety and robustness. This paper aims to…

Machine Learning · Computer Science 2024-04-02 Taku Yamagata , Raul Santos-Rodriguez

Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…

Machine Learning · Computer Science 2026-04-22 Austin Coursey , Abel Diaz-Gonzalez , Marcos Quinones-Grueiro , Gautam Biswas

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

As safety violations can lead to severe consequences in real-world robotic applications, the increasing deployment of Reinforcement Learning (RL) in robotic domains has propelled the study of safe exploration for reinforcement learning…

Artificial Intelligence · Computer Science 2022-09-21 Hanping Zhang , Yuhong Guo

One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

Machine Learning · Computer Science 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are hard to leverage in real-world systems due…

Machine Learning · Computer Science 2021-03-05 Gabriel Dulac-Arnold , Nir Levine , Daniel J. Mankowitz , Jerry Li , Cosmin Paduraru , Sven Gowal , Todd Hester

Accurate estimates of long-term risk probabilities and their gradients are critical for many stochastic safe control methods. However, computing such risk probabilities in real-time and in unseen or changing environments is challenging.…

Systems and Control · Electrical Eng. & Systems 2024-08-20 Zhuoyuan Wang , Yorie Nakahira

We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…

Machine Learning · Computer Science 2021-02-23 Hannes Eriksson , Christos Dimitrakakis

Residual reinforcement learning (RL) has been proposed as a way to solve challenging robotic tasks by adapting control actions from a conventional feedback controller to maximize a reward signal. We extend the residual formulation to learn…

Machine Learning · Computer Science 2021-06-16 Minttu Alakuijala , Gabriel Dulac-Arnold , Julien Mairal , Jean Ponce , Cordelia Schmid

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

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…

Machine Learning · Computer Science 2020-11-05 Brendan O'Donoghue , Ian Osband , Catalin Ionescu

Decision making in uncertain and risky environments is a prominent area of research. Standard economic theories fail to fully explain human behaviour, while a potentially promising alternative may lie in the direction of Reinforcement…

Computational Engineering, Finance, and Science · Computer Science 2016-09-21 Alvin Pastore , Umberto Esposito , Eleni Vasilaki

Safe Reinforcement Learning (Safe RL) aims to train an RL agent to maximize its performance in real-world environments while adhering to safety constraints, as exceeding safety violation limits can result in severe consequences. In this…

Machine Learning · Computer Science 2025-04-07 Hanping Zhang , Yuhong Guo

Reinforcement Learning (RL) for control has become increasingly popular due to its ability to learn rich feedback policies that take into account uncertainty and complex representations of the environment. When considering safety…

Machine Learning · Computer Science 2024-05-21 Sean Vaskov , Wilko Schwarting , Chris L. Baker

We consider the problem of learning models for risk-sensitive reinforcement learning. We theoretically demonstrate that proper value equivalence, a method of learning models which can be used to plan optimally in the risk-neutral setting,…

Machine Learning · Computer Science 2023-12-05 Tyler Kastner , Murat A. Erdogdu , Amir-massoud Farahmand

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

Reinforcement learning (RL) in real-world safety-critical target settings like urban driving is hazardous, imperiling the RL agent, other agents, and the environment. To overcome this difficulty, we propose a "safety-critical adaptation"…

Machine Learning · Computer Science 2021-01-19 Jesse Zhang , Brian Cheung , Chelsea Finn , Sergey Levine , Dinesh Jayaraman

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…

Machine Learning · Computer Science 2024-03-08 Wesley A. Suttle , Vipul K. Sharma , Krishna C. Kosaraju , S. Sivaranjani , Ji Liu , Vijay Gupta , Brian M. Sadler