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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

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

In this work, we focus on the problem of safe policy transfer in reinforcement learning: we seek to leverage existing policies when learning a new task with specified constraints. This problem is important for safety-critical applications…

Machine Learning · Computer Science 2022-11-11 Zeyu Feng , Bowen Zhang , Jianxin Bi , Harold Soh

We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…

Optimization and Control · Mathematics 2025-03-10 Wyame Benslimane , Paul Grigas

Safe exploration is a key to applying reinforcement learning (RL) in safety-critical systems. Existing safe exploration methods guaranteed safety under the assumption of regularity, and it has been difficult to apply them to large-scale…

Machine Learning · Computer Science 2021-11-10 Akifumi Wachi , Yunyue Wei , Yanan Sui

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

This paper presents an approach for data-driven policy refinement in reinforcement learning, specifically designed for safety-critical applications. Our methodology leverages the strengths of data-driven optimization and reinforcement…

Machine Learning · Computer Science 2023-05-16 Ali Baheri

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Optimization and Control · Mathematics 2021-03-02 Jelena Diakonikolas , Constantinos Daskalakis , Michael I. Jordan

Multi-agent interactions are increasingly important in the context of reinforcement learning, and the theoretical foundations of policy gradient methods have attracted surging research interest. We investigate the global convergence of…

Optimization and Control · Mathematics 2023-03-21 Sarath Pattathil , Kaiqing Zhang , Asuman Ozdaglar

In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…

Machine Learning · Computer Science 2022-12-29 Joar Skalse , Lewis Hammond , Charlie Griffin , Alessandro Abate

In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…

Machine Learning · Computer Science 2021-11-29 Haitong Ma , Changliu Liu , Shengbo Eben Li , Sifa Zheng , Wenchao Sun , Jianyu Chen

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

We present an end-to-end framework for the Assignment Problem with multiple tasks mapped to a group of workers, using reinforcement learning while preserving many constraints. Tasks and workers have time constraints and there is a cost…

Artificial Intelligence · Computer Science 2021-06-08 Sharmin Pathan , Vyom Shrivastava

This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…

Machine Learning · Computer Science 2025-09-17 Pekka Malo , Lauri Viitasaari , Antti Suominen , Eeva Vilkkumaa , Olli Tahvonen

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

In this paper, we extend our previous results and formally propose the SCvx-fast algorithm, a new addition to the Successive Convexification algorithmic framework. The said algorithm solves non-convex optimal control problems with specific…

Optimization and Control · Mathematics 2021-12-02 Yuanqi Mao , Behcet Acikmese