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Related papers: Risk-Sensitive and Robust Model-Based Reinforcemen…

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One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

Machine Learning · Computer Science 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Fully autonomous vehicles promise enhanced safety and efficiency. However, ensuring reliable operation in challenging corner cases requires control algorithms capable of performing at the vehicle limits. We address this requirement by…

Robotics · Computer Science 2025-08-14 Grzegorz Czechmanowski , Jan Węgrzynowski , Piotr Kicki , Krzysztof Walas

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

Model-based Reinforcement Learning estimates the true environment through a world model in order to approximate the optimal policy. This family of algorithms usually benefits from better sample efficiency than their model-free counterparts.…

Machine Learning · Computer Science 2021-10-27 Valentin Charvet , Bjørn Sand Jensen , Roderick Murray-Smith

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

The growing renewable energy sources have posed significant challenges to traditional power scheduling. It is difficult for operators to obtain accurate day-ahead forecasts of renewable generation, thereby requiring the future scheduling…

Artificial Intelligence · Computer Science 2023-03-14 Shaohuai Liu , Jinbo Liu , Weirui Ye , Nan Yang , Guanglun Zhang , Haiwang Zhong , Chongqing Kang , Qirong Jiang , Xuri Song , Fangchun Di , Yang Gao

We are interested in learning models of non-stationary environments, which can be framed as a multi-task learning problem. Model-free reinforcement learning algorithms can achieve good asymptotic performance in multi-task learning at a cost…

Machine Learning · Computer Science 2020-11-24 Elahe Aghapour , Nora Ayanian

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Model-based Reinforcement Learning approaches have the promise of being sample efficient. Much of the progress in learning dynamics models in RL has been made by learning models via supervised learning. But traditional model-based…

Machine Learning · Computer Science 2019-06-12 Shagun Sodhani , Anirudh Goyal , Tristan Deleu , Yoshua Bengio , Sergey Levine , Jian Tang

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

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

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

The aim of Reinforcement Learning (RL) in real-world applications is to create systems capable of making autonomous decisions by learning from their environment through trial and error. This paper emphasizes the importance of reward…

Machine Learning · Computer Science 2024-12-31 Sinan Ibrahim , Mostafa Mostafa , Ali Jnadi , Hadi Salloum , Pavel Osinenko

Model-free reinforcement learning algorithms have exhibited great potential in solving single-task sequential decision-making problems with high-dimensional observations and long horizons, but are known to be hard to generalize across…

Machine Learning · Computer Science 2023-05-30 Boyuan Chen , Chuning Zhu , Pulkit Agrawal , Kaiqing Zhang , Abhishek Gupta

Reinforcement learning (RL) algorithms struggle with learning optimal policies for tasks where reward feedback is sparse and depends on a complex sequence of events in the environment. Probabilistic reward machines (PRMs) are finite-state…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Hadi Partovi Aria , Daniel Neider , Zhe Xu
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