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Sequential decision making using Markov Decision Process underpins many realworld applications. Both model-based and model free methods have achieved strong results in these settings. However, real-world tasks must balance reward…

Machine Learning · Computer Science 2026-04-01 Janaka Chathuranga Brahmanage , Akshat Kumar

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , David Kuric , Anders Jonsson , Vicenç Gómez , Herke van Hoof

Ensuring safety is important for the practical deployment of reinforcement learning (RL). Various challenges must be addressed, such as handling stochasticity in the environments, providing rigorous guarantees of persistent state-wise…

Machine Learning · Computer Science 2023-09-26 Milan Ganai , Zheng Gong , Chenning Yu , Sylvia Herbert , Sicun Gao

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

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

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

Artificial Intelligence · Computer Science 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

The subject of this paper is reinforcement learning. Policies are considered here that produce actions based on states and random elements autocorrelated in subsequent time instants. Consequently, an agent learns from experiments that are…

Machine Learning · Computer Science 2020-09-11 Marcin Szulc , Jakub Łyskawa , Paweł Wawrzyński

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

Machine Learning · Computer Science 2024-06-19 Weiye Zhao , Rui Chen , Yifan Sun , Tianhao Wei , Changliu Liu

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Real-world reinforcement learning (RL) problems often demand that agents behave safely by obeying a set of designed constraints. We address the challenge of safe RL by coupling a safety guide based on model predictive control (MPC) with a…

Machine Learning · Computer Science 2022-03-30 Samuel Pfrommer , Tanmay Gautam , Alec Zhou , Somayeh Sojoudi

In constrained reinforcement learning (RL), a learning agent seeks to not only optimize the overall reward but also satisfy the additional safety, diversity, or budget constraints. Consequently, existing constrained RL solutions require…

Machine Learning · Computer Science 2021-07-13 Sobhan Miryoosefi , Chi Jin

Safety in reinforcement learning has become increasingly important in recent years. Yet, existing solutions either fail to strictly avoid choosing unsafe actions, which may lead to catastrophic results in safety-critical systems, or fail to…

Machine Learning · Computer Science 2021-06-14 Sanae Amani , Christos Thrampoulidis , Lin F. Yang

Reinforcement Learning (RL) algorithms are known to scale poorly to environments with many available actions, requiring numerous samples to learn an optimal policy. The traditional approach of considering the same fixed action space in…

Machine Learning · Computer Science 2023-05-15 Leo Ardon , Alberto Pozanco , Daniel Borrajo , Sumitra Ganesh

Safe reinforcement learning (RL) offers advanced solutions to constrained optimal control problems. Existing studies in safe RL implicitly assume continuity in policy functions, where policies map states to actions in a smooth,…

Machine Learning · Computer Science 2024-03-29 Wenjun Zou , Yao Lyu , Jie Li , Yujie Yang , Shengbo Eben Li , Jingliang Duan , Xianyuan Zhan , Jingjing Liu , Yaqin Zhang , Keqiang Li

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Reinforcement learning (RL) is attracting increasing interests in autonomous driving due to its potential to solve complex classification and control problems. However, existing RL algorithms are rarely applied to real vehicles for two…

Machine Learning · Computer Science 2020-03-04 Lu Wen , Jingliang Duan , Shengbo Eben Li , Shaobing Xu , Huei Peng

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

In this paper, we seek to learn a robot policy guaranteed to satisfy state constraints. To encourage constraint satisfaction, existing RL algorithms typically rely on Constrained Markov Decision Processes and discourage constraint…

Robotics · Computer Science 2024-11-06 Jean-Baptiste Bouvier , Kartik Nagpal , Negar Mehr