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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

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Alois Knoll , Ming Jin

Safe reinforcement learning (RL) agents accomplish given tasks while adhering to specific constraints. Employing constraints expressed via easily-understandable human language offers considerable potential for real-world applications due to…

Machine Learning · Computer Science 2024-05-16 Xingzhou Lou , Junge Zhang , Ziyan Wang , Kaiqi Huang , Yali Du

This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…

Machine Learning · Computer Science 2020-03-24 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

In safe offline reinforcement learning (RL), the objective is to develop a policy that maximizes cumulative rewards while strictly adhering to safety constraints, utilizing only offline data. Traditional methods often face difficulties in…

Machine Learning · Computer Science 2026-02-11 Prajwal Koirala , Zhanhong Jiang , Soumik Sarkar , Cody Fleming

Safe reinforcement learning is a promising path toward applying reinforcement learning algorithms to real-world problems, where suboptimal behaviors may lead to actual negative consequences. In this work, we focus on the setting where…

Machine Learning · Computer Science 2022-02-17 Garrett Thomas , Yuping Luo , Tengyu Ma

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

Many sequential decision problems involve finding a policy that maximizes total reward while obeying safety constraints. Although much recent research has focused on the development of safe reinforcement learning (RL) algorithms that…

Machine Learning · Computer Science 2021-07-20 Nolan Wagener , Byron Boots , Ching-An Cheng

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

For all its successes, Reinforcement Learning (RL) still struggles to deliver formal guarantees on the closed-loop behavior of the learned policy. Among other things, guaranteeing the safety of RL with respect to safety-critical systems is…

Systems and Control · Electrical Eng. & Systems 2020-04-03 Sebastien Gros , Mario Zanon , Alberto Bemporad

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

This paper proposes an on-policy reinforcement learning (RL) control algorithm that solves the optimal regulation problem for a class of uncertain continuous-time nonlinear systems under user-defined state constraints. We formulate the safe…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Soutrik Bandyopadhyay , Shubhendu Bhasin

We address the problem of coordination and control of Connected and Automated Vehicles (CAVs) in the presence of imperfect observations in mixed traffic environment. A commonly used approach is learning-based decision-making, such as…

Robotics · Computer Science 2024-09-25 Zhili Zhang , H M Sabbir Ahmad , Ehsan Sabouni , Yanchao Sun , Furong Huang , Wenchao Li , Fei Miao

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…

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

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

Reinforcement learning (RL) has been widely used in decision-making and control tasks, but the risk is very high for the agent in the training process due to the requirements of interaction with the environment, which seriously limits its…

Machine Learning · Computer Science 2024-09-13 Xuemin Hu , Pan Chen , Yijun Wen , Bo Tang , Long Chen

Safe reinforcement learning (Safe RL) refers to a class of techniques that aim to prevent RL algorithms from violating constraints in the process of decision-making and exploration during trial and error. In this paper, a novel model-free…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Homayoun Honari , Mehran Ghafarian Tamizi , Homayoun Najjaran