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Classical game-theoretic approaches for multi-agent systems in both the forward policy design problem and the inverse reward learning problem often make strong rationality assumptions: agents perfectly maximize expected utilities under…

Machine Learning · Computer Science 2021-03-23 Ran Tian , Liting Sun , Masayoshi Tomizuka

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

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

In this paper, we consider the risk-sensitive cost criterion with exponentiated costs for Markov decision processes and develop a model-free policy gradient algorithm in this setting. Unlike additive cost criteria such as average or…

Machine Learning · Computer Science 2025-08-05 Soumyajit Guin , Vivek S. Borkar , Shalabh Bhatnagar

Reinforcement Learning (RL) applications in real-world scenarios must prioritize safety and reliability, which impose strict constraints on agent behavior. Model-based RL leverages predictive world models for action planning and policy…

Artificial Intelligence · Computer Science 2025-06-06 Artem Latyshev , Gregory Gorbov , Aleksandr I. Panov

In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…

Robotics · Computer Science 2022-02-22 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Masayoshi Tomizuka , Tong Heng Lee

We consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…

Optimization and Control · Mathematics 2023-12-05 Andrzej Ruszczynski , Shangzhe Yang

Motion planning in environments with multiple agents is critical to many important autonomous applications such as autonomous vehicles and assistive robots. This paper considers the problem of motion planning, where the controlled agent…

Robotics · Computer Science 2020-11-30 Yuxiao Chen , Ugo Rosolia , Chuchu Fan , Aaron D. Ames , Richard Murray

This paper presents a reinforcement learning-based neuroadaptive control framework for robotic manipulators operating under deferred constraints. The proposed approach improves traditional barrier Lyapunov functions by introducing a smooth…

Robotics · Computer Science 2025-03-20 Hamed Rahimi Nohooji , Abolfazl Zaraki , Holger Voos

Recent advances in deep reinforcement learning have demonstrated the capability of learning complex control policies from many types of environments. When learning policies for safety-critical applications, it is essential to be sensitive…

Machine Learning · Computer Science 2019-11-12 Yichuan Charlie Tang , Jian Zhang , Ruslan Salakhutdinov

We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…

Robotics · Computer Science 2021-03-24 O. de Groot , B. Brito , L. Ferranti , D. Gavrila , J. Alonso-Mora

Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of…

Machine Learning · Computer Science 2023-01-13 Haruki Nishimura , Jean Mercat , Blake Wulfe , Rowan McAllister , Adrien Gaidon

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

Recent advances in learning techniques have garnered attention for their applicability to a diverse range of real-world sequential decision-making problems. Yet, many practical applications have critical constraints for operation in real…

Machine Learning · Computer Science 2024-05-06 Jose A. Ayala-Romero , Andres Garcia-Saavedra , Xavier Costa-Perez

Learning high-performance control policies that remain consistent with expert behavior is a fundamental challenge in robotics. Reinforcement learning can discover high-performing strategies but often departs from desirable human behavior,…

Robotics · Computer Science 2026-04-06 Siwei Ju , Jan Tauberschmidt , Oleg Arenz , Peter van Vliet , Jan Peters

In this paper we study a class of risk-sensitive Markovian control problems in discrete time subject to model uncertainty. We consider a risk-sensitive discounted cost criterion with finite time horizon. The used methodology is the one of…

Optimization and Control · Mathematics 2021-04-15 Tomasz R. Bielecki , Tao Chen , Igor Cialenco

In this paper, we present a methodology to deploy the deterministic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, where safety is enforced via hard…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros

Deep learning has become the state-of-art tool in many applications, but the evaluation and training of deep models can be time-consuming and computationally expensive. The conditional computation approach has been proposed to tackle this…

Machine Learning · Computer Science 2016-01-11 Emmanuel Bengio , Pierre-Luc Bacon , Joelle Pineau , Doina Precup