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The field of risk-constrained reinforcement learning (RCRL) has been developed to effectively reduce the likelihood of worst-case scenarios by explicitly handling risk-measure-based constraints. However, the nonlinearity of risk measures…

Machine Learning · Computer Science 2024-05-30 Dohyeong Kim , Taehyun Cho , Seungyub Han , Hojun Chung , Kyungjae Lee , Songhwai Oh

This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…

Optimization and Control · Mathematics 2024-09-04 Kamiar Asgari , Michael J. Neely

Reinforcement Learning (RL) has demonstrated remarkable success in solving sequential decision-making problems. However, in real-world scenarios, RL agents often struggle to generalize when faced with unseen actions that were not…

Machine Learning · Computer Science 2025-03-13 Abdullah Alchihabi , Hanping Zhang , Yuhong Guo

In many real-world applications of reinforcement learning (RL), interactions with the environment are limited due to cost or feasibility. This presents a challenge to traditional RL algorithms since the max-return objective involves an…

Machine Learning · Computer Science 2019-12-05 Ofir Nachum , Bo Dai , Ilya Kostrikov , Yinlam Chow , Lihong Li , Dale Schuurmans

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 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

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

Machine Learning · Computer Science 2017-09-15 Elad Hazan , Haipeng Luo

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Machine Learning · Computer Science 2023-09-06 Qisen Yang , Shenzhi Wang , Qihang Zhang , Gao Huang , Shiji Song

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 (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

There is growing interest in reinforcement learning (RL) methods that leverage the simulator's derivatives to improve learning efficiency. While early gradient-based approaches have demonstrated superior performance compared to…

Robotics · Computer Science 2025-09-05 Joseph Amigo , Rooholla Khorrambakht , Elliot Chane-Sane , Nicolas Mansard , Ludovic Righetti

Recent advances in behavior cloning (BC) have enabled impressive visuomotor control policies. However, these approaches are limited by the quality of human demonstrations, the manual effort required for data collection, and the diminishing…

Robotics · Computer Science 2025-09-29 Lars Ankile , Zhenyu Jiang , Rocky Duan , Guanya Shi , Pieter Abbeel , Anusha Nagabandi

Stabilizing a dynamical system is a fundamental problem that serves as a cornerstone for many complex tasks in the field of control systems. The problem becomes challenging when the system model is unknown. Among the Reinforcement Learning…

Systems and Control · Electrical Eng. & Systems 2026-01-30 Ankang Zhang , Ming Chi , Xiaoling Wang , Lintao Ye

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…

Machine Learning · Computer Science 2026-01-21 Xian Yu , Lei Ying

Deploying Reinforcement Learning (RL) agents to solve real-world applications often requires satisfying complex system constraints. Often the constraint thresholds are incorrectly set due to the complex nature of a system or the inability…

Machine Learning · Computer Science 2020-11-30 Dan A. Calian , Daniel J. Mankowitz , Tom Zahavy , Zhongwen Xu , Junhyuk Oh , Nir Levine , Timothy Mann

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

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 applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…

Machine Learning · Computer Science 2021-04-15 Moritz A. Zanger , Karam Daaboul , J. Marius Zöllner

Reinforcement learning (RL) and trajectory optimization (TO) present strong complementary advantages. On one hand, RL approaches are able to learn global control policies directly from data, but generally require large sample sizes to…

Robotics · Computer Science 2023-02-17 Quentin Le Lidec , Wilson Jallet , Ivan Laptev , Cordelia Schmid , Justin Carpentier