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The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

Machine Learning · Computer Science 2025-06-17 Zahra Shahrooei , Ali Baheri

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

Machine Learning · Computer Science 2023-01-18 Xian Yu , Siqian Shen

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Many real-world domains require safe decision making in uncertain environments. In this work, we introduce a deep reinforcement learning framework for approaching this important problem. We consider a distribution over transition models,…

Machine Learning · Computer Science 2023-10-27 James Queeney , Mouhacine Benosman

There are two distinct approaches to solving reinforcement learning problems, namely, searching in value function space and searching in policy space. Temporal difference methods and evolutionary algorithms are well-known examples of these…

Machine Learning · Computer Science 2011-06-02 J. J. Grefenstette , D. E. Moriarty , A. C. Schultz

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

Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these…

Machine Learning · Computer Science 2019-06-05 Daniel S. Brown , Yuchen Cui , Scott Niekum

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

In real-world scenarios, risk-averse learning is valuable for mitigating potential adverse outcomes. However, the delayed feedback makes it challenging to assess and manage risk effectively. In this paper, we investigate risk-averse…

Machine Learning · Computer Science 2025-08-06 Siyi Wang , Zifan Wang , Karl Henrik Johansson , Sandra Hirche

In safety-critical decision-making, the environment may evolve over time, and the learner adjusts its risk level accordingly. This work investigates risk-averse online optimization in dynamic environments with varying risk levels, employing…

Optimization and Control · Mathematics 2025-12-30 Siyi Wang , Zifan Wang , Karl H. Johansson

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

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

Traditional trajectory planning methods for autonomous vehicles have several limitations. For example, heuristic and explicit simple rules limit generalizability and hinder complex motions. These limitations can be addressed using…

Robotics · Computer Science 2024-05-14 Hyunwoo Park

Traffic simulators act as an essential component in the operating and planning of transportation systems. Conventional traffic simulators usually employ a calibrated physical car-following model to describe vehicles' behaviors and their…

Artificial Intelligence · Computer Science 2022-07-12 Guanjie Zheng , Hanyang Liu , Kai Xu , Zhenhui Li
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