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Related papers: Safe Value Functions

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We study an optimal switching problem with a state constraint: the controller is only allowed to choose strategies that keep the controlled diffusion in a closed domain. We prove that the value function associated with this problem is the…

Probability · Mathematics 2016-06-09 Idris Kharroubi

The ability of reinforcement learning algorithms to learn effective policies is determined by the rewards available during training. However, for practical problems, obtaining large quantities of reward labels is often infeasible due to…

Machine Learning · Computer Science 2025-10-02 Shreyas Chaudhari , Renhao Zhang , Philip S. Thomas , Bruno Castro da Silva

Motivated by the lack of systematic tools to obtain safe control laws for hybrid systems, we propose an optimization-based framework for learning certifiably safe control laws from data. In particular, we assume a setting in which the…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Lars Lindemann , Haimin Hu , Alexander Robey , Hanwen Zhang , Dimos V. Dimarogonas , Stephen Tu , Nikolai Matni

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

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

Reinforcement learning (RL) methods usually treat reward functions as black boxes. As such, these methods must extensively interact with the environment in order to discover rewards and optimal policies. In most RL applications, however,…

Machine Learning · Computer Science 2022-01-19 Rodrigo Toro Icarte , Toryn Q. Klassen , Richard Valenzano , Sheila A. McIlraith

Safety is the major consideration in controlling complex dynamical systems using reinforcement learning (RL), where the safety certificate can provide provable safety guarantee. A valid safety certificate is an energy function indicating…

Machine Learning · Computer Science 2022-05-27 Haitong Ma , Changliu Liu , Shengbo Eben Li , Sifa Zheng , Jianyu Chen

Reinforcement Learning (RL) algorithms have found limited success beyond simulated applications, and one main reason is the absence of safety guarantees during the learning process. Real world systems would realistically fail or break…

Machine Learning · Computer Science 2019-03-22 Richard Cheng , Gabor Orosz , Richard M. Murray , Joel W. Burdick

Reinforcement learning optimizes policies for expected cumulative reward. Need the supervision be so narrow? Reward is delayed and sparse for many tasks, making it a difficult and impoverished signal for end-to-end optimization. To augment…

Machine Learning · Computer Science 2017-03-10 Evan Shelhamer , Parsa Mahmoudieh , Max Argus , Trevor Darrell

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Vanilla Reinforcement Learning (RL) can efficiently solve complex tasks but does not provide any guarantees on system behavior. To bridge this gap, we propose a three-step safe RL procedure for continuous action spaces that provides…

Robotics · Computer Science 2023-09-29 Hanna Krasowski , Prithvi Akella , Aaron D. Ames , Matthias Althoff

We consider the safe reinforcement learning (RL) problem of maximizing utility with extremely low constraint violation rates. Assuming no prior knowledge or pre-training of the environment safety model given a task, an agent has to learn,…

Machine Learning · Computer Science 2022-10-12 Haonan Yu , Wei Xu , Haichao Zhang

The desire to use reinforcement learning in safety-critical settings has inspired a recent interest in formal methods for learning algorithms. Existing formal methods for learning and optimization primarily consider the problem of…

Artificial Intelligence · Computer Science 2019-06-05 Nathan Fulton , Andre Platzer

Safe reinforcement learning (RL) seeks to mitigate unsafe behaviors that arise from exploration during training by reducing constraint violations while maintaining task performance. Existing approaches typically rely on a single policy to…

Robotics · Computer Science 2026-05-12 Murad Dawood , Usama Ahmed Siddiquie , Shahram Khorshidi , Maren Bennewitz

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

Machine Learning · Computer Science 2025-06-17 Zahra Shahrooei , Ali Baheri

Optimization models generally aim for efficiency by maximizing total benefit or minimizing cost. Yet a trade-off between fairness and efficiency is an important element of many practical decisions. We propose a principled and practical…

Optimization and Control · Mathematics 2020-06-11 Violet Xinying Chen , J. N. Hooker

As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…

Artificial Intelligence · Computer Science 2020-08-19 Umer Siddique , Paul Weng , Matthieu Zimmer

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axiomatic foundation. We consider a nonstandard optimal control…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Margaret P. Chapman , Michael Fauss , Kevin M. Smith

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou