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Autonomous vehicles inevitably encounter a vast array of scenarios in real-world environments. Addressing long-tail scenarios, particularly those involving intensive interactions with numerous traffic participants, remains one of the most…

Robotics · Computer Science 2024-12-16 Guanzhou Li , Jianping Wu , Yujing He

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

The past decade has seen the rapid development of Reinforcement Learning, which acquires impressive performance with numerous training resources. However, one of the greatest challenges in RL is generalization efficiency (i.e.,…

Machine Learning · Computer Science 2021-08-18 Qi Yang , Peng Yang , Ke Tang

Reinforcement learning (RL) requires skillful definition and remarkable computational efforts to solve optimization and control problems, which could impair its prospect. Introducing human guidance into reinforcement learning is a promising…

Machine Learning · Computer Science 2022-11-30 Jingda Wu , Zhiyu Huang , Wenhui Huang , Chen Lv

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

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

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

Reinforcement learning (RL) algorithms have been successfully applied to control tasks associated with unmanned aerial vehicles and robotics. In recent years, safe RL has been proposed to allow the safe execution of RL algorithms in…

Machine Learning · Computer Science 2025-02-25 Austin Coursey , Marcos Quinones-Grueiro , Gautam Biswas

Fully autonomous vehicles promise enhanced safety and efficiency. However, ensuring reliable operation in challenging corner cases requires control algorithms capable of performing at the vehicle limits. We address this requirement by…

Robotics · Computer Science 2025-08-14 Grzegorz Czechmanowski , Jan Węgrzynowski , Piotr Kicki , Krzysztof Walas

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Although safety stock optimisation has been studied for more than 60 years, most companies still use simplistic means to calculate necessary safety stock levels, partly due to the mismatch between existing analytical methods' emphases on…

Multiagent Systems · Computer Science 2021-07-05 Edward Elson Kosasih , Alexandra Brintrup

Although Reinforcement Learning (RL) is effective for sequential decision-making problems under uncertainty, it still fails to thrive in real-world systems where risk or safety is a binding constraint. In this paper, we formulate the RL…

Machine Learning · Computer Science 2022-07-07 Yannis Flet-Berliac , Debabrota Basu

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

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

Machine Learning · Computer Science 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

Although deep reinforcement learning (DRL) algorithms have made important achievements in many control tasks, they still suffer from the problems of sample inefficiency and unstable training process, which are usually caused by sparse…

Robotics · Computer Science 2020-02-28 Ke Lin , Liang Gong , Xudong Li , Te Sun , Binhao Chen , Chengliang Liu , Zhengfeng Zhang , Jian Pu , Junping Zhang

Reinforcement learning (RL)-based driver assistance systems seek to improve fuel consumption via continual improvement of powertrain control actions considering experiential data from the field. However, the need to explore diverse…

Robotics · Computer Science 2023-01-04 Habtamu Hailemichael , Beshah Ayalew , Lindsey Kerbel , Andrej Ivanco , Keith Loiselle

Safety remains a central obstacle preventing widespread use of RL in the real world: learning new tasks in uncertain environments requires extensive exploration, but safety requires limiting exploration. We propose Recovery RL, an algorithm…

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

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares