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Reinforcement learning (RL) agents are vulnerable to adversarial disturbances, which can deteriorate task performance or compromise safety specifications. Existing methods either address safety requirements under the assumption of no…

Machine Learning · Computer Science 2023-09-14 Zeyang Li , Chuxiong Hu , Yunan Wang , Yujie Yang , Shengbo Eben Li

In this study, we leverage the deliberate and systematic fault-injection capabilities of an open-source benchmark suite to perform a series of experiments on state-of-the-art deep and robust reinforcement learning algorithms. We aim to…

Robotics · Computer Science 2022-10-28 Catherine R. Glossop , Jacopo Panerati , Amrit Krishnan , Zhaocong Yuan , Angela P. Schoellig

Safe reinforcement learning (RL) trains a policy to maximize the task reward while satisfying safety constraints. While prior works focus on the performance optimality, we find that the optimal solutions of many safe RL problems are not…

Machine Learning · Computer Science 2023-03-03 Zuxin Liu , Zijian Guo , Zhepeng Cen , Huan Zhang , Jie Tan , Bo Li , Ding Zhao

Explicit engineering of reward functions for given environments has been a major hindrance to reinforcement learning methods. While Inverse Reinforcement Learning (IRL) is a solution to recover reward functions from demonstrations only,…

Machine Learning · Computer Science 2020-02-24 David Venuto , Jhelum Chakravorty , Leonard Boussioux , Junhao Wang , Gavin McCracken , Doina Precup

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

Computational Finance · Quantitative Finance 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

Robust reinforcement learning is the problem of learning control policies that provide optimal worst-case performance against a span of adversarial environments. It is a crucial ingredient for deploying algorithms in real-world scenarios…

Machine Learning · Computer Science 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional…

Portfolio Management · Quantitative Finance 2025-02-24 Gang Huang , Xiaohua Zhou , Qingyang Song

A central challenge in reinforcement learning is that policies trained in controlled environments often fail under distribution shifts at deployment into real-world environments. Distributionally Robust Reinforcement Learning (DRRL)…

Machine Learning · Computer Science 2026-03-10 Anirudh Satheesh , Keenan Powell , Vaneet Aggarwal

While deep learning has resulted in major breakthroughs in many application domains, the frameworks commonly used in deep learning remain fragile to artificially-crafted and imperceptible changes in the data. In response to this fragility,…

Machine Learning · Computer Science 2020-11-03 Alexander Robey , Hamed Hassani , George J. Pappas

Offline reinforcement learning, which learns solely from datasets without environmental interaction, has gained attention. This approach, similar to traditional online deep reinforcement learning, is particularly promising for robot control…

Robotics · Computer Science 2025-07-21 Shingo Ayabe , Takuto Otomo , Hiroshi Kera , Kazuhiko Kawamoto

Reinforcement learning from human feedback (RLHF) provides a principled framework for aligning AI systems with human preference data. For various reasons, e.g., personal bias, context ambiguity, lack of training, etc, human annotators may…

Machine Learning · Computer Science 2024-07-10 Alexander Bukharin , Ilgee Hong , Haoming Jiang , Zichong Li , Qingru Zhang , Zixuan Zhang , Tuo Zhao

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…

Computational Finance · Quantitative Finance 2023-12-27 David Wu , Sebastian Jaimungal

Deep Reinforcement Learning (RL) has shown remarkable success in robotics with complex and heterogeneous dynamics. However, its vulnerability to unknown disturbances and adversarial attacks remains a significant challenge. In this paper, we…

Robotics · Computer Science 2024-10-01 Hanyang Hu , Xilun Zhang , Xubo Lyu , Mo Chen

With the widespread use of machine learning, concerns over its security and reliability have become prevalent. As such, many have developed defenses to harden neural networks against adversarial examples, imperceptibly perturbed inputs that…

Machine Learning · Computer Science 2022-05-09 Pratik Vaishnavi , Kevin Eykholt , Amir Rahmati

Learning a reward function from demonstrations suffers from low sample-efficiency. Even with abundant data, current inverse reinforcement learning methods that focus on learning from a single environment can fail to handle slight changes in…

Machine Learning · Computer Science 2024-05-15 Thomas Kleine Buening , Victor Villin , Christos Dimitrakakis

Robustness to noise is of utmost importance in reinforcement learning systems, particularly in military contexts where high stakes and uncertain environments prevail. Noise and uncertainty are inherent features of military operations,…

Machine Learning · Computer Science 2023-11-16 Lorenzo Nodari , Federico Cerutti

Intelligent systems have the ability to improve their behaviour over time taking observations, experiences or explicit feedback into account. Traditional approaches separate the learning problem and make isolated use of techniques from…

Machine Learning · Computer Science 2022-01-12 Simon Reichhuber , Sven Tomforde