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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

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

Machine Learning · Computer Science 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

Recently, there has been growing interest in autonomous shipping due to its potential to improve maritime efficiency and safety. The use of advanced technologies, such as artificial intelligence, can address the current navigational and…

Machine Learning · Computer Science 2024-11-08 Bavo Lesy , Ali Anwar , Siegfried Mercelis

Safe and efficient autonomous driving maneuvers in an interactive and complex environment can be considerably challenging due to the unpredictable actions of other surrounding agents that may be cooperative or adversarial in their…

Robotics · Computer Science 2019-01-28 Pin Wang , Ching-Yao Chan , Hanhan Li

Deep reinforcement learning (RL) has been successfully applied to a variety of game-like environments. However, the application of deep RL to visual navigation with realistic environments is a challenging task. We propose a novel learning…

Robotics · Computer Science 2019-11-12 Jonáš Kulhánek , Erik Derner , Tim de Bruin , Robert Babuška

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Reinforcement learning (RL) algorithms can achieve state-of-the-art performance in decision-making and continuous control tasks. However, applying RL algorithms on safety-critical systems still needs to be well justified due to the…

Robotics · Computer Science 2022-11-22 Mahmoud Selim , Amr Alanwar , M. Watheq El-Kharashi , Hazem M. Abbas , Karl H. Johansson

The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…

Computational Finance · Quantitative Finance 2023-12-27 David Wu , Sebastian Jaimungal

We present Distributional Soft Actor-Critic (DSAC), a distributional reinforcement learning (RL) algorithm that combines the strengths of distributional information of accumulated rewards and entropy-driven exploration from Soft…

Machine Learning · Computer Science 2025-07-01 Xiaoteng Ma , Junyao Chen , Li Xia , Jun Yang , Qianchuan Zhao , Zhengyuan Zhou

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

Machine Learning · Computer Science 2023-07-13 Anurag Ajay , Abhishek Gupta , Dibya Ghosh , Sergey Levine , Pulkit Agrawal

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Deep reinforcement learning (DRL) has become a dominant deep-learning paradigm for tasks where complex policies are learned within reactive systems. Unfortunately, these policies are known to be susceptible to bugs. Despite significant…

Robotics · Computer Science 2023-01-12 Guy Amir , Davide Corsi , Raz Yerushalmi , Luca Marzari , David Harel , Alessandro Farinelli , Guy Katz

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

We present a novel Deep Reinforcement Learning (DRL) based policy to compute dynamically feasible and spatially aware velocities for a robot navigating among mobile obstacles. Our approach combines the benefits of the Dynamic Window…

Robotics · Computer Science 2020-11-30 Utsav Patel , Nithish Kumar , Adarsh Jagan Sathyamoorthy , Dinesh Manocha

For robots to successfully transition from lab settings to everyday environments, they must begin to reason about the risks associated with their actions and make informed, risk-aware decisions. This is particularly true for robots…

Robotics · Computer Science 2026-03-06 Michael Groom , James Wilson , Nick Hawes , Lars Kunze

The navigation problem is classically approached in two steps: an exploration step, where map-information about the environment is gathered; and an exploitation step, where this information is used to navigate efficiently. Deep…

Robotics · Computer Science 2019-01-08 Vikas Dhiman , Shurjo Banerjee , Brent Griffin , Jeffrey M Siskind , Jason J Corso

Deep reinforcement learning has great potential to acquire complex, adaptive behaviors for autonomous agents automatically. However, the underlying neural network polices have not been widely deployed in real-world applications, especially…

Robotics · Computer Science 2020-06-04 Tingxiang Fan , Pinxin Long , Wenxi Liu , Jia Pan , Ruigang Yang , Dinesh Manocha

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Current state-of-the-art crowd navigation approaches are mainly deep reinforcement learning (DRL)-based. However, DRL-based methods suffer from the issues of generalization and scalability. To overcome these challenges, we propose a method…

Robotics · Computer Science 2023-09-26 Hafiq Anas , Ong Wee Hong , Owais Ahmed Malik

Human error is a substantial factor in marine accidents, accounting for 85% of all reported incidents. By reducing the need for human intervention in vessel navigation, AI-based methods can potentially reduce the risk of accidents. AI…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Joel Jose , Md Shadab Alam , Abhilash Sharma Somayajula