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Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

Interacting with the actual environment to acquire data is often costly and time-consuming in robotic tasks. Model-based offline reinforcement learning (RL) provides a feasible solution. On the one hand, it eliminates the requirements of…

Machine Learning · Computer Science 2023-10-17 Pengqin Wang , Meixin Zhu , Shaojie Shen

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

In risk-averse reinforcement learning (RL), the goal is to optimize some risk measure of the returns. A risk measure often focuses on the worst returns out of the agent's experience. As a result, standard methods for risk-averse RL often…

Machine Learning · Computer Science 2022-10-13 Ido Greenberg , Yinlam Chow , Mohammad Ghavamzadeh , Shie Mannor

Recent advance in deep offline reinforcement learning (RL) has made it possible to train strong robotic agents from offline datasets. However, depending on the quality of the trained agents and the application being considered, it is often…

Robotics · Computer Science 2021-11-02 Seunghyun Lee , Younggyo Seo , Kimin Lee , Pieter Abbeel , Jinwoo Shin

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Offline reinforcement learning (offline RL) offers a promising framework for developing control strategies in chemical process systems using historical data, without the risks or costs of online experimentation. This work investigates the…

Systems and Control · Electrical Eng. & Systems 2025-07-31 Alex Durkin , Jasper Stolte , Matthew Jones , Raghuraman Pitchumani , Bei Li , Christian Michler , Mehmet Mercangöz

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

Traditional offline reinforcement learning (RL) methods predominantly operate in a batch-constrained setting. This confines the algorithms to a specific state-action distribution present in the dataset, reducing the effects of…

Machine Learning · Statistics 2025-07-16 Charles A. Hepburn , Yue Jin , Giovanni Montana

Identifying uncertainty and taking mitigating actions is crucial for safe and trustworthy reinforcement learning agents, especially when deployed in high-risk environments. In this paper, risk sensitivity is promoted in a model-based…

Machine Learning · Computer Science 2021-11-10 Stefan Radic Webster , Peter Flach

The offline reinforcement learning (RL) problem aims to learn an optimal policy from historical data collected by one or more behavioural policies (experts) by interacting with an environment. However, the individual experts may be…

Cryptography and Security · Computer Science 2025-11-25 Navodita Sharma , Vishnu Vinod , Abhradeep Thakurta , Alekh Agarwal , Borja Balle , Christoph Dann , Aravindan Raghuveer

Offline-to-online reinforcement learning (RL) improves sample efficiency by leveraging pre-collected datasets prior to online interaction. A key challenge, however, is learning an accurate critic in large state--action spaces with limited…

Artificial Intelligence · Computer Science 2026-05-21 Andrew Choi , Wei Xu

Reinforcement learning (RL) -- finding the optimal behaviour (also referred to as policy) maximizing the collected long-term cumulative reward -- is among the most influential approaches in machine learning with a large number of successful…

Machine Learning · Statistics 2025-02-28 Tao Ma , Xuzhi Yang , Zoltan Szabo

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

Machine Learning · Computer Science 2025-01-07 Ming Yin , Mengdi Wang , Yu-Xiang Wang

We study the problem of Offline Safe Reinforcement Learning (OSRL), where the goal is to learn a reward-maximizing policy from fixed data under a cumulative cost constraint. We propose a novel OSRL approach that frames the problem as a…

Machine Learning · Computer Science 2025-10-28 Yassine Chemingui , Aryan Deshwal , Alan Fern , Thanh Nguyen-Tang , Janardhan Rao Doppa

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…

Machine Learning · Computer Science 2022-10-12 Marc Rigter , Bruno Lacerda , Nick Hawes

The robustness of legged locomotion is crucial for quadrupedal robots in challenging terrains. Recently, Reinforcement Learning (RL) has shown promising results in legged locomotion and various methods try to integrate privileged…

Robotics · Computer Science 2023-09-04 Jiyuan Shi , Chenjia Bai , Haoran He , Lei Han , Dong Wang , Bin Zhao , Mingguo Zhao , Xiu Li , Xuelong Li

Model-based offline Reinforcement Learning (RL) constructs environment models from offline datasets to perform conservative policy optimization. Existing approaches focus on learning state transitions through ensemble models, rollouting…

Machine Learning · Computer Science 2025-03-27 Hongye Cao , Fan Feng , Jing Huo , Shangdong Yang , Meng Fang , Tianpei Yang , Yang Gao