Related papers: ACReL: Adversarial Conditional value-at-risk Reinf…
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…
We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…
This paper considers risk-averse learning in convex games involving multiple agents that aim to minimize their individual risk of incurring significantly high costs. Specifically, the agents adopt the conditional value at risk (CVaR) as a…
In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…
As safety is of paramount importance in robotics, reinforcement learning that reflects safety, called safe RL, has been studied extensively. In safe RL, we aim to find a policy which maximizes the desired return while satisfying the defined…
Robust reinforcement learning (RL) considers the problem of learning policies that perform well in the worst case among a set of possible environment parameter values. In real-world environments, choosing the set of possible values for…
Modern reinforcement learning (RL) struggles to capture real-world cause-and-effect dynamics, leading to inefficient exploration due to extensive trial-and-error actions. While recent efforts to improve agent exploration have leveraged…
Reinforcement learning (RL) has shown considerable potential in autonomous driving (AD), yet its vulnerability to perturbations remains a critical barrier to real-world deployment. As a primary countermeasure, adversarial training improves…
Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…
Robustness against adversarial attacks and distribution shifts is a long-standing goal of Reinforcement Learning (RL). To this end, Robust Adversarial Reinforcement Learning (RARL) trains a protagonist against destabilizing forces exercised…
Safety is a critical concern when deploying reinforcement learning agents for realistic tasks. Recently, safe reinforcement learning algorithms have been developed to optimize the agent's performance while avoiding violations of safety…
We propose Adversarially Trained Actor Critic (ATAC), a new model-free algorithm for offline reinforcement learning (RL) under insufficient data coverage, based on the concept of relative pessimism. ATAC is designed as a two-player…
Reinforcement Learning (RL) faces significant challenges in adaptive healthcare interventions, such as dementia care, where data is scarce, decisions require interpretability, and underlying patient-state dynamic are complex and causal in…
Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…
Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation. Based on this formula, we…
Safe navigation for mobile robots demands policies that remain reliable under the high-consequence perception uncertainty of cluttered environments. Yet most existing safe reinforcement learning (RL) methods assess safety through average…
Autonomous cyber and cyber-physical systems need to perform decision-making, learning, and control in unknown environments. Such decision-making can be sensitive to multiple factors, including modeling errors, changes in costs, and impacts…
Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…
Reinforcement learning (RL) has achieved remarkable success in fields like robotics and autonomous driving, but adversarial attacks designed to mislead RL systems remain challenging. Existing approaches often rely on modifying the…