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Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…

Artificial Intelligence · Computer Science 2022-01-03 Tong Mu , Georgios Theocharous , David Arbour , Emma Brunskill

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

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

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

Machine Learning · Computer Science 2025-08-04 Yongchao Huang

Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…

Machine Learning · Computer Science 2020-10-28 Russell Mendonca , Abhishek Gupta , Rosen Kralev , Pieter Abbeel , Sergey Levine , Chelsea Finn

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

While safe reinforcement learning (RL) holds great promise for many practical applications like robotics or autonomous cars, current approaches require specifying constraints in mathematical form. Such specifications demand domain…

Computation and Language · Computer Science 2021-08-05 Tsung-Yen Yang , Michael Hu , Yinlam Chow , Peter J. Ramadge , Karthik Narasimhan

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

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

Ensuring safety is a crucial challenge when deploying reinforcement learning (RL) to real-world systems. We develop confidence-based safety filters, a control-theoretic approach for certifying state safety constraints for nominal policies…

Machine Learning · Computer Science 2022-07-05 Sebastian Curi , Armin Lederer , Sandra Hirche , Andreas Krause

Many real-world physical control systems are required to satisfy constraints upon deployment. Furthermore, real-world systems are often subject to effects such as non-stationarity, wear-and-tear, uncalibrated sensors and so on. Such effects…

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Integrating learning-based techniques, especially reinforcement learning, into robotics is promising for solving complex problems in unstructured environments. However, most existing approaches are trained in well-tuned simulators and…

Robotics · Computer Science 2024-11-07 Puze Liu , Haitham Bou-Ammar , Jan Peters , Davide Tateo

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

The transfer of reinforcement learning (RL) techniques into real-world applications is challenged by safety requirements in the presence of physical limitations. Most RL methods, in particular the most popular algorithms, do not support…

Systems and Control · Computer Science 2021-05-18 Kim P. Wabersich , Melanie N. Zeilinger

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 study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…

Machine Learning · Computer Science 2026-05-28 Onno Eberhard , Claire Vernade , Michael Muehlebach