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Planning through crowded environments under uncertain obstacle motions remains difficult, as stochastic interactions often induce overly conservative behavior or reduced efficiency. To address this challenge, we propose an end-to-end risk…

Robotics · Computer Science 2026-05-21 Xinyi Wang , Taekyung Kim , Bardh Hoxha , Georgios Fainekos , Dimitra Panagou

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

RL with Verifiable Rewards (RLVR) has emerged as a promising paradigm for improving the reasoning abilities of large language models (LLMs). Current methods rely primarily on policy optimization frameworks like PPO and GRPO, which follow…

Machine Learning · Computer Science 2025-09-30 Haoran He , Yuxiao Ye , Qingpeng Cai , Chen Hu , Binxing Jiao , Daxin Jiang , Ling Pan

In this paper, we propose a general theory of ambiguity-averse MDPs, which treats the uncertain transition probabilities as random variables and evaluates a policy via a risk measure applied to its random return. This ambiguity-averse MDP…

Computer Science and Game Theory · Computer Science 2026-02-04 Axel Benyamine , Julien Grand-Clément , Marek Petrik , Michael I. Jordan , Alain Durmus

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

Bus holding control is challenging due to stochastic traffic and passenger demand. While deep reinforcement learning (DRL) shows promise, standard actor-critic algorithms suffer from Q-value instability in volatile environments. A key…

Machine Learning · Computer Science 2026-05-20 Yifan Zhang , Liang Zheng

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob

Robust Markov Decision Processes (RMDPs) provide a framework for sequential decision-making that is robust to perturbations on the transition kernel. However, current RMDP methods are often limited to small-scale problems, hindering their…

Machine Learning · Computer Science 2024-02-13 Kaixin Wang , Uri Gadot , Navdeep Kumar , Kfir Levy , Shie Mannor

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Robust navigation in changing marine environments requires autonomous systems capable of perceiving, reasoning, and acting under uncertainty. This study introduces a hybrid risk-aware navigation architecture that integrates probabilistic…

Robotics · Computer Science 2026-03-25 Ozan Kaya , Emir Cem Gezer , Roger Skjetne , Ingrid Bouwer Utne

Due to limited resources and public safety concerns, deep reinforcement learning (RL) agents for many cyber-physical systems (e.g., autonomous vehicles) are first trained in simulators. However, when deployed in real world environments,…

Machine Learning · Computer Science 2026-05-28 Gengyue Han , Yiheng Feng

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

In robotic planetary surface exploration, strategic mobility planning is an important task that involves finding candidate long-distance routes on orbital maps and identifying segments with uncertain traversability. Then, expert human…

Robotics · Computer Science 2026-05-08 Olivier Lamarre , Jonathan Kelly

Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…

Machine Learning · Computer Science 2025-10-15 Chenliang Li , Junyu Leng , Jiaxiang Li , Youbang Sun , Shixiang Chen , Shahin Shahrampour , Alfredo Garcia

In recent years, ensuring safety, efficiency, and comfort in interactive autonomous driving has become a critical challenge. Traditional model-based techniques, such as game-theoretic methods and robust control, are often overly…

Robotics · Computer Science 2025-09-09 Fujiang Yuan , Zhen Tian , Yangfan He , Guojian Zou , Chunhong Yuan , Yanhong Peng , Zhihao Lin

We consider a robust reinforcement learning problem, where a learning agent learns from a simulated training environment. To account for the model mis-specification between this training environment and the real environment due to lack of…

Machine Learning · Computer Science 2023-05-22 Yuhao Wang , Enlu Zhou

We derive a closed-form expression capturing the degree of Relative Risk Aversion (RRA) of investors for non-"fair" lotteries. We argue that our formula is superior to earlier methods that have been proposed, as it is a function of only…

General Economics · Economics 2022-11-10 George Samartzis , Nikitas Pittis

We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

Machine Learning · Computer Science 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat