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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

Reinforcement learning provides an appealing framework for robotic control due to its ability to learn expressive policies purely through real-world interaction. However, this requires addressing real-world constraints and avoiding…

Robotics · Computer Science 2024-05-09 Kyle Stachowicz , Sergey Levine

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown. However, most methods assume all…

Machine Learning · Statistics 2025-10-30 David Bruns-Smith , Angela Zhou

While Reinforcement Learning (RL) achieves tremendous success in sequential decision-making problems of many domains, it still faces key challenges of data inefficiency and the lack of interpretability. Interestingly, many researchers have…

Artificial Intelligence · Computer Science 2023-06-02 Yan Zeng , Ruichu Cai , Fuchun Sun , Libo Huang , Zhifeng Hao

Reinforcement learning (RL) has attracted increasing interest for adaptive traffic signal control due to its model-free ability to learn control policies directly from interaction with the traffic environment. However, several challenges…

Machine Learning · Computer Science 2026-03-17 Dickens Kwesiga , Angshuman Guin , Khaled Abdelghany , Michael Hunter

Inductive reasoning, a cornerstone of human cognition, enables generalization from limited data but hasn't yet been fully achieved by large language models (LLMs). While modern LLMs excel at reasoning tasks, their ability to maintain stable…

Artificial Intelligence · Computer Science 2025-05-29 Chunyang Li , Weiqi Wang , Tianshi Zheng , Yangqiu Song

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

Despite notable results in various fields over the recent years, deep reinforcement learning (DRL) algorithms lack transparency, affecting user trust and hindering their deployment to high-risk tasks. Causal confusion refers to a phenomenon…

Machine Learning · Computer Science 2022-03-23 Jasmina Gajcin , Ivana Dusparic

Reinforcement learning (RL) has demonstrated potential in autonomous driving (AD) decision tasks. However, applying RL to urban AD, particularly in intersection scenarios, still faces significant challenges. The lack of safety constraints…

Robotics · Computer Science 2025-07-15 Ran Yu , Zhuoren Li , Lu Xiong , Wei Han , Bo Leng

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

Reinforcement learning (RL) has shown a promising performance in learning optimal policies for a variety of sequential decision-making tasks. However, in many real-world RL problems, besides optimizing the main objectives, the agent is…

Machine Learning · Computer Science 2021-07-30 Ashkan B. Jeddi , Nariman L. Dehghani , Abdollah Shafieezadeh

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…

Machine Learning · Computer Science 2012-03-19 Kaizhu Huang , Rong Jin , Zenglin Xu , Cheng-Lin Liu

Learning in MDPs with highly complex state representations is currently possible due to multiple advancements in reinforcement learning algorithm design. However, this incline in complexity, and furthermore the increase in the dimensions of…

Machine Learning · Computer Science 2023-06-12 Ezgi Korkmaz , Jonah Brown-Cohen

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
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