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This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…

Optimization and Control · Mathematics 2023-07-17 Yassine Laguel , Necdet Serhat Aybat , Mert Gürbüzbalaban

Safe reinforcement learning (Safe RL) seeks to maximize rewards while satisfying safety constraints, typically addressed through Lagrangian-based methods. However, existing approaches, including PID and classical Lagrangian methods, suffer…

Machine Learning · Computer Science 2026-01-27 Mingxu Zhang , Huicheng Zhang , Jiaming Ji , Yaodong Yang , Ying Sun

This paper considers the problem of Bayesian optimization for systems with safety-critical constraints, where both the objective function and the constraints are unknown, but can be observed by querying the system. In safety-critical…

Optimization and Control · Mathematics 2022-05-06 Dinesh Krishnamoorthy , Francis J. Doyle

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

Achieving safe control under uncertainty is a key problem that needs to be tackled for enabling real-world autonomous robots and cyber-physical systems. This paper introduces Probabilistic Safety Programs (PSP) that embed both the…

Robotics · Computer Science 2016-10-19 Ashish Kapoor , Debadeepta Dey , Shital Shah

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

Deploying deep reinforcement learning in safety-critical settings requires developing algorithms that obey hard constraints during exploration. This paper contributes a first approach toward enforcing formal safety constraints on end-to-end…

Artificial Intelligence · Computer Science 2020-07-03 Nathan Hunt , Nathan Fulton , Sara Magliacane , Nghia Hoang , Subhro Das , Armando Solar-Lezama

Model Predictive Control (MPC) is effective at generating safe control strategies in constrained scenarios, at the cost of computational complexity. This is especially the case in robots that require high sampling rates and have limited…

This paper presents a novel approach to training neural networks with formal safety guarantees using semidefinite programming (SDP) for verification. Our method focuses on verifying safety over large, high-dimensional input regions,…

Machine Learning · Computer Science 2024-09-17 Roman Soletskyi , David "davidad" Dalrymple

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). DP requires to specify a uniform privacy level $\varepsilon$ that…

Machine Learning · Computer Science 2024-01-31 Krishna Acharya , Franziska Boenisch , Rakshit Naidu , Juba Ziani

The deployment of autonomous robots in safety-critical applications requires safety guarantees. Provably safe reinforcement learning is an active field of research that aims to provide such guarantees using safeguards. These safeguards…

Machine Learning · Computer Science 2026-05-08 Tim Walter , Hannah Markgraf , Jonathan Külz , Matthias Althoff

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

Infinite-horizon optimal control of constrained piecewise affine (PWA) systems has been approximately addressed by hybrid model predictive control (MPC), which, however, has computational limitations, both in offline design and online…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

Differential privacy (DP) is a privacy-preserving paradigm that protects the training data when training deep learning models. Critically, the performance of models is determined by the training hyperparameters, especially those of the…

Machine Learning · Computer Science 2025-03-04 Zhiqi Bu , Ruixuan Liu

This tutorial focuses on efficient methods to predictive monitoring (PM), the problem of detecting at runtime future violations of a given requirement from the current state of a system. While performing model checking at runtime would…

Artificial Intelligence · Computer Science 2023-12-05 Francesca Cairoli , Luca Bortolussi , Nicola Paoletti

In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…

Optimization and Control · Mathematics 2021-09-09 Spyridon Pougkakiotis , Jacek Gondzio