English
Related papers

Related papers: Efficient Risk-Averse Reinforcement Learning

200 papers

Reinforcement learning (RL) presents a promising framework to learn policies through environment interaction, but often requires an infeasible amount of interaction data to solve complex tasks from sparse rewards. One direction includes…

Machine Learning · Computer Science 2024-05-07 Stone Tao , Arth Shukla , Tse-kai Chan , Hao Su

Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…

Machine Learning · Computer Science 2022-09-28 Desik Rengarajan , Sapana Chaudhary , Jaewon Kim , Dileep Kalathil , Srinivas Shakkottai

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

Applying reinforcement learning (RL) methods on robots typically involves training a policy in simulation and deploying it on a robot in the real world. Because of the model mismatch between the real world and the simulator, RL agents…

Robotics · Computer Science 2021-12-23 Pulkit Katdare , Shuijing Liu , Katherine Driggs-Campbell

Autonomous vehicles hold great promise for reducing traffic fatalities and improving transportation efficiency, yet their widespread adoption hinges on embedding credible and transparent ethical reasoning into routine and emergency…

Machine Learning · Computer Science 2025-11-10 Dianzhao Li , Ostap Okhrin

This study presents a dynamic safety margin-based reinforcement learning framework for local motion planning in dynamic and uncertain environments. The proposed planner integrates real-time trajectory optimization with adaptive gap…

Robotics · Computer Science 2025-05-20 Tengfei Liu , Haoyang Zhong , Jiazheng Hu , Tan Zhang

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

Machine Learning · Computer Science 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

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…

Machine Learning · Computer Science 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

In multi-agent safety-critical scenarios, traditional autonomous driving frameworks face significant challenges in balancing safety constraints and task performance. These frameworks struggle to quantify dynamic interaction risks in…

Robotics · Computer Science 2025-04-10 Kaifeng Wang , Yinsong Chen , Qi Liu , Xueyuan Li , Xin Gao

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

We study the inverse reinforcement learning (IRL) problem under a transition dynamics mismatch between the expert and the learner. Specifically, we consider the Maximum Causal Entropy (MCE) IRL learner model and provide a tight upper bound…

Machine Learning · Computer Science 2021-12-01 Luca Viano , Yu-Ting Huang , Parameswaran Kamalaruban , Adrian Weller , Volkan Cevher

Inverse Reinforcement Learning (RL) can be used to determine the behavior of Space Objects (SOs) by estimating the reward function that an SO is using for control. The approach discussed in this work can be used to analyze maneuvering of…

Systems and Control · Electrical Eng. & Systems 2019-12-09 Bryce Doerr , Richard Linares , Roberto Furfaro

Recent breakthroughs both in reinforcement learning and trajectory optimization have made significant advances towards real world robotic system deployment. Reinforcement learning (RL) can be applied to many problems without needing any…

Robotics · Computer Science 2019-10-23 Guillaume Bellegarda , Katie Byl

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…

Machine Learning · Computer Science 2020-11-09 Sebastian Curi , Kfir. Y. Levy , Stefanie Jegelka , Andreas Krause

Many real-life scenarios require humans to make difficult trade-offs: do we always follow all the traffic rules or do we violate the speed limit in an emergency? These scenarios force us to evaluate the trade-off between collective rules…

Machine Learning · Computer Science 2022-02-22 Arie Glazier , Andrea Loreggia , Nicholas Mattei , Taher Rahgooy , Francesca Rossi , Brent Venable

Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…

Machine Learning · Computer Science 2021-03-02 Zichuan Lin , Garrett Thomas , Guangwen Yang , Tengyu Ma

Reinforcement learning (RL) is a sub-domain of machine learning, mainly concerned with solving sequential decision-making problems by a learning agent that interacts with the decision environment to improve its behavior through the reward…

Machine Learning · Computer Science 2025-09-23 Hossein Hassani , Ehsan Hallaji , Roozbeh Razavi-Far , Mehrdad Saif , Liang Lin

In many RL applications, ensuring an agent's actions adhere to constraints is crucial for safety. Most previous methods in Action-Constrained Reinforcement Learning (ACRL) employ a projection layer after the policy network to correct the…

Machine Learning · Computer Science 2025-02-18 Janaka Chathuranga Brahmanage , Jiajing Ling , Akshat Kumar