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Many reinforcement learning (RL) problems in practice are offline, learning purely from observational data. A key challenge is how to ensure the learned policy is safe, which requires quantifying the risk associated with different actions.…

Machine Learning · Computer Science 2021-10-28 Yecheng Jason Ma , Dinesh Jayaraman , Osbert Bastani

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

Offline reinforcement learning (RL) is a challenging setting where existing off-policy actor-critic methods perform poorly due to the overestimation of out-of-distribution state-action pairs. Thus, various additional augmentations are…

Machine Learning · Computer Science 2023-02-23 Zifeng Zhuang , Kun Lei , Jinxin Liu , Donglin Wang , Yilang Guo

Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…

Machine Learning · Computer Science 2024-11-13 Alessandro Montenegro , Marco Mussi , Matteo Papini , Alberto Maria Metelli

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

The widespread application of large language models (LLMs) raises increasing demands on ensuring safety or imposing constraints, such as reducing harmful content and adhering to predefined rules. While there have been several works studying…

Machine Learning · Computer Science 2026-02-13 Yihan Du , Seo Taek Kong , R. Srikant

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

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

This paper studies how to train machine-learning models that directly approximate the optimal solutions of constrained optimization problems. This is an empirical risk minimization under constraints, which is challenging as training must…

Machine Learning · Computer Science 2022-11-24 Seonho Park , Pascal Van Hentenryck

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…

Machine Learning · Computer Science 2024-04-11 Guojian Wang , Faguo Wu , Xiao Zhang

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation…

Optimization and Control · Mathematics 2024-01-18 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Alejandro Ribeiro

Safety is essential for reinforcement learning (RL) applied in the real world. Adding chance constraints (or probabilistic constraints) is a suitable way to enhance RL safety under uncertainty. Existing chance-constrained RL methods like…

Machine Learning · Computer Science 2021-08-27 Baiyu Peng , Jingliang Duan , Jianyu Chen , Shengbo Eben Li , Genjin Xie , Congsheng Zhang , Yang Guan , Yao Mu , Enxin Sun

We propose A-Crab (Actor-Critic Regularized by Average Bellman error), a new practical algorithm for offline reinforcement learning (RL) in complex environments with insufficient data coverage. Our algorithm combines the marginalized…

Machine Learning · Computer Science 2023-10-10 Hanlin Zhu , Paria Rashidinejad , Jiantao Jiao

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations…

Optimization and Control · Mathematics 2020-06-23 Pascal Bianchi , Walid Hachem , Adil Salim