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Risk-averse Constrained Reinforcement Learning (RaCRL) aims to learn policies that minimise the likelihood of rare and catastrophic constraint violations caused by an environment's inherent randomness. In general, risk-aversion leads to…

Machine Learning · Computer Science 2025-08-28 James McCarthy , Radu Marinescu , Elizabeth Daly , Ivana Dusparic

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

In recommendation systems, diversity and novelty are essential for capturing varied user preferences and encouraging exploration, yet many systems prioritize click relevance. While reinforcement learning (RL) has been explored to improve…

Machine Learning · Computer Science 2025-07-30 Jiin Woo , Alireza Bagheri Garakani , Tianchen Zhou , Zhishen Huang , Yan Gao

Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…

Robotics · Computer Science 2020-11-09 Pingcheng Jian , Chao Yang , Di Guo , Huaping Liu , Fuchun Sun

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

Open-ended generation tasks require outputs to satisfy diverse and often implicit task-specific evaluation rubrics. The sheer number of relevant rubrics leads to prohibitively high verification costs and incomplete assessments of a…

Machine Learning · Computer Science 2025-11-04 Mian Wu , Gavin Zhang , Sewon Min , Sergey Levine , Aviral Kumar

A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…

Robotics · Computer Science 2022-08-31 Y. Cheng , P. Zhao , F. Wang , D. J. Block , N. Hovakimyan

Asynchronous Advantage Actor Critic (A3C) is an effective Reinforcement Learning (RL) algorithm for a wide range of tasks, such as Atari games and robot control. The agent learns policies and value function through trial-and-error…

Machine Learning · Computer Science 2019-12-03 Zhaoyuan Gu , Zhenzhong Jia , Howie Choset

Most prior approaches to offline reinforcement learning (RL) utilize \textit{behavior regularization}, typically augmenting existing off-policy actor critic algorithms with a penalty measuring divergence between the policy and the offline…

Machine Learning · Computer Science 2021-10-15 Haoran Xu , Xianyuan Zhan , Jianxiong Li , Honglei Yin

We consider the problem of using logged data to make predictions about what would happen if we changed the `rules of the game' in a multi-agent system. This task is difficult because in many cases we observe actions individuals take but not…

Computer Science and Game Theory · Computer Science 2019-04-05 Alexander Peysakhovich , Christian Kroer , Adam Lerer

Model-free deep reinforcement learning (RL) algorithms have achieved tremendous success on a range of challenging tasks. However, safety concerns remain when these methods are deployed on real-world applications, necessitating risk-aware…

Machine Learning · Computer Science 2026-02-10 Alonso Granados , Jason Pacheco

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

Solving partially observable Markov decision processes (POMDPs) remains a fundamental challenge in reinforcement learning (RL), primarily due to the curse of dimensionality induced by the non-stationarity of optimal policies. In this work,…

Optimization and Control · Mathematics 2025-10-20 Semih Cayci , Atilla Eryilmaz

Ensuring robust decision-making in multi-agent systems is challenging when agents have distinct, possibly conflicting objectives and lack full knowledge of each other's strategies. This is apparent in safety-critical applications such as…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Francesco Bianchin , Robert Lefringhausen , Elisa Gaetan , Samuel Tesfazgi , Sandra Hirche

Soft Actor-Critic (SAC) is widely used in practical applications and is now one of the most relevant off-policy online model-free reinforcement learning (RL) methods. The technique of n-step returns is known to increase the convergence…

Machine Learning · Computer Science 2025-12-16 Jakub Łyskawa , Jakub Lewandowski , Paweł Wawrzyński

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

Robust reinforcement learning (RL) considers the problem of learning policies that perform well in the worst case among a set of possible environment parameter values. In real-world environments, choosing the set of possible values for…

Machine Learning · Computer Science 2022-10-05 JB Lanier , Stephen McAleer , Pierre Baldi , Roy Fox

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

Machine Learning · Computer Science 2024-08-29 Vanshaj Khattar , Ming Jin