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In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

Optimization and Control · Mathematics 2024-06-07 Feiran Zhao , Keyou You

Reinforcement Learning (RL) has shown promise in control tasks but faces significant challenges in real-world applications, primarily due to the absence of safety guarantees during the learning process. Existing methods often struggle with…

Machine Learning · Computer Science 2025-04-29 Donghe Chen , Han Wang , Lin Cheng , Shengping Gong

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Safe Reinforcement Learning (Safe RL) is one of the prevalently studied subcategories of trial-and-error-based methods with the intention to be deployed on real-world systems. In safe RL, the goal is to maximize reward performance while…

Machine Learning · Computer Science 2024-08-16 Homayoun Honari , Amir Mehdi Soufi Enayati , Mehran Ghafarian Tamizi , Homayoun Najjaran

Many sequential decision problems involve finding a policy that maximizes total reward while obeying safety constraints. Although much recent research has focused on the development of safe reinforcement learning (RL) algorithms that…

Machine Learning · Computer Science 2021-07-20 Nolan Wagener , Byron Boots , Ching-An Cheng

Offline Preference-based Reinforcement Learning (PbRL) learns rewards and policies aligned with human preferences without the need for extensive reward engineering and direct interaction with human annotators. However, ensuring safety…

Artificial Intelligence · Computer Science 2025-12-24 Ze Gong , Pradeep Varakantham , Akshat Kumar

In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…

Machine Learning · Computer Science 2021-11-29 Haitong Ma , Changliu Liu , Shengbo Eben Li , Sifa Zheng , Wenchao Sun , Jianyu Chen

Safe reinforcement learning (RL) has achieved significant success on risk-sensitive tasks and shown promise in autonomous driving (AD) as well. Considering the distinctiveness of this community, efficient and reproducible baselines are…

Machine Learning · Computer Science 2022-06-20 Linrui Zhang , Qin Zhang , Li Shen , Bo Yuan , Xueqian Wang

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

Safe reinforcement learning (RL) seeks to mitigate unsafe behaviors that arise from exploration during training by reducing constraint violations while maintaining task performance. Existing approaches typically rely on a single policy to…

Robotics · Computer Science 2026-05-12 Murad Dawood , Usama Ahmed Siddiquie , Shahram Khorshidi , Maren Bennewitz

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

Artificial Intelligence · Computer Science 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

Reinforcement learning (RL) in the real world necessitates the development of procedures that enable agents to explore without causing harm to themselves or others. The most successful solutions to the problem of safe RL leverage offline…

Machine Learning · Computer Science 2025-01-09 Alexander Quessy , Thomas Richardson , Sebastian East

Active voltage control presents a promising avenue for relieving power congestion and enhancing voltage quality, taking advantage of the distributed controllable generators in the power network, such as roof-top photovoltaics. While…

Machine Learning · Computer Science 2024-09-04 Yang Qu , Jinming Ma , Feng Wu

In this paper, the reinforcement learning (RL)-based optimal control problem is studied for multiplicative-noise systems, where input delay is involved and partial system dynamics is unknown. To solve a variant of Riccati-ZXL equations,…

Optimization and Control · Mathematics 2023-01-10 Hongxia Wang , Fuyu Zhao , Zhaorong Zhang , Juanjuan Xu , Xun Li

Reinforcement learning (RL) is an area of significant research interest, and safe RL in particular is attracting attention due to its ability to handle safety-driven constraints that are crucial for real-world applications. This work…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Song Bo , Bernard T. Agyeman , Xunyuan Yin , Jinfeng Liu

Merely pursuing performance may adversely affect the safety, while a conservative policy for safe exploration will degrade the performance. How to balance the safety and performance in learning-based control problems is an interesting yet…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Xinyang Wang , Hongwei Zhang , Shimin Wang , Wei Xiao , Martin Guay

Learning a dynamical system requires stabilizing the unknown dynamics to avoid state blow-ups. However, current reinforcement learning (RL) methods lack stabilization guarantees, which limits their applicability for the control of…

Machine Learning · Computer Science 2022-06-06 Sahin Lale , Yuanyuan Shi , Guannan Qu , Kamyar Azizzadenesheli , Adam Wierman , Anima Anandkumar

Safety remains a central obstacle preventing widespread use of RL in the real world: learning new tasks in uncertain environments requires extensive exploration, but safety requires limiting exploration. We propose Recovery RL, an algorithm…

Designing optimal controllers continues to be challenging as systems are becoming complex and are inherently nonlinear. The principal advantage of reinforcement learning (RL) is its ability to learn from the interaction with the environment…

Machine Learning · Computer Science 2018-10-05 Savinay Nagendra , Nikhil Podila , Rashmi Ugarakhod , Koshy George

This paper considers the problem of solving constrained reinforcement learning problems with anytime guarantees, meaning that the algorithmic solution returns a safe policy regardless of when it is terminated. Drawing inspiration from…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Pol Mestres , Arnau Marzabal , Jorge Cortés