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We present a methodology to deploy the stochastic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, allowing one to enforce safety via hard constraints.…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

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

Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…

Optimization and Control · Mathematics 2023-12-27 Yang Zheng , Chih-fan Pai , Yujie Tang

We address the problem of minimizing a convex smooth function $f(x)$ over a compact polyhedral set $D$ given a stochastic zeroth-order constraint feedback model. This problem arises in safety-critical machine learning applications, such as…

Optimization and Control · Mathematics 2019-12-10 Ilnura Usmanova , Andreas Krause , Maryam Kamgarpour

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

We study the problem of Offline Safe Reinforcement Learning (OSRL), where the goal is to learn a reward-maximizing policy from fixed data under a cumulative cost constraint. We propose a novel OSRL approach that frames the problem as a…

Machine Learning · Computer Science 2025-10-28 Yassine Chemingui , Aryan Deshwal , Alan Fern , Thanh Nguyen-Tang , Janardhan Rao Doppa

Applying reinforcement learning (RL) methods on robots typically involves training a policy in simulation and deploying it on a robot in the real world. Because of the model mismatch between the real world and the simulator, RL agents…

Robotics · Computer Science 2021-12-23 Pulkit Katdare , Shuijing Liu , Katherine Driggs-Campbell

Constrained Reinforcement Learning has been employed to enforce safety constraints on policy through the use of expected cost constraints. The key challenge is in handling expected cost accumulated using the policy and not just in a single…

Machine Learning · Computer Science 2024-01-17 Hao Jiang , Tien Mai , Pradeep Varakantham , Minh Huy Hoang

We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…

Machine Learning · Computer Science 2018-01-30 Anton Osokin , Francis Bach , Simon Lacoste-Julien

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

This paper proposes a constrained stochastic successive convex approximation (CSSCA) algorithm to find a stationary point for a general non-convex stochastic optimization problem, whose objective and constraint functions are non-convex and…

Information Theory · Computer Science 2019-09-04 An Liu , Vincent Lau , Borna Kananian

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

Optimization and Control · Mathematics 2026-03-31 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Reinforcement Learning (RL) has enabled vast performance improvements for robotics systems. To achieve these results though, the agent often must randomly explore the environment, which for safety critical systems presents a significant…

Robotics · Computer Science 2025-05-12 Eric Squires , Phillip Odom , Zsolt Kira

This paper considers the problem of solving constrained reinforcement learning problems with anytime guarantees, meaning that the algorithmic solution returns a safe policy regardless of when it is terminated. Drawing inspiration from…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Pol Mestres , Arnau Marzabal , Jorge Cortés
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