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Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

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

A key barrier to using reinforcement learning (RL) in many real-world applications is the requirement of a large number of system interactions to learn a good control policy. Off-policy and Offline RL methods have been proposed to reduce…

Machine Learning · Computer Science 2022-12-02 Wenqi Cui , Linbin Huang , Weiwei Yang , Baosen Zhang

When applying offline reinforcement learning (RL) in healthcare scenarios, the out-of-distribution (OOD) issues pose significant risks, as inappropriate generalization beyond clinical expertise can result in potentially harmful…

Machine Learning · Computer Science 2025-05-23 Runze Yan , Xun Shen , Akifumi Wachi , Sebastien Gros , Anni Zhao , Xiao Hu

Reinforcement learning (RL) has drawn increasing interests in recent years due to its tremendous success in various applications. However, standard RL algorithms can only be applied for single reward function, and cannot adapt to an unseen…

Machine Learning · Computer Science 2022-01-04 Ziyang Tang , Yihao Feng , Qiang Liu

In this work, we present a novel Reinforcement Learning (RL) algorithm for the off-road trajectory tracking problem. Off-road environments involve varying terrain types and elevations, and it is difficult to model the interaction dynamics…

Robotics · Computer Science 2021-10-07 Akhil Nagariya , Dileep Kalathil , Srikanth Saripalli

Safe reinforcement learning (RL) trains a policy to maximize the task reward while satisfying safety constraints. While prior works focus on the performance optimality, we find that the optimal solutions of many safe RL problems are not…

Machine Learning · Computer Science 2023-03-03 Zuxin Liu , Zijian Guo , Zhepeng Cen , Huan Zhang , Jie Tan , Bo Li , Ding Zhao

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

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

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

In this paper, we study the outage minimization problem in a decode-and-forward cooperative network with relay uncertainty. To reduce the outage probability and improve the quality of service, existing researches usually rely on the…

Information Theory · Computer Science 2022-05-19 Yuanzhe Geng , Erwu Liu , Rui Wang , Pengcheng Sun , Binyu Lu

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt

Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they…

Machine Learning · Computer Science 2020-11-03 Aaron Sonabend-W , Junwei Lu , Leo A. Celi , Tianxi Cai , Peter Szolovits

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Offline meta reinforcement learning (OMRL) has emerged as a promising approach for interaction avoidance and strong generalization performance by leveraging pre-collected data and meta-learning techniques. Previous context-based approaches…

Machine Learning · Computer Science 2025-02-04 Hai Zhang , Boyuan Zheng , Tianying Ji , Jinhang Liu , Anqi Guo , Junqiao Zhao , Lanqing Li

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

The rising successes of RL are propelled by combining smart algorithmic strategies and deep architectures to optimize the distribution of returns and visitations over the state-action space. A quantitative framework to compare the learning…

Machine Learning · Computer Science 2024-10-17 Reabetswe M. Nkhumise , Debabrota Basu , Tony J. Prescott , Aditya Gilra

Although deep reinforcement learning (DRL) has shown promising results for autonomous navigation in interactive traffic scenarios, existing work typically adopts a fixed behavior policy to control social vehicles in the training…

Robotics · Computer Science 2023-07-20 Kanghoon Lee , Jiachen Li , David Isele , Jinkyoo Park , Kikuo Fujimura , Mykel J. Kochenderfer

Safe and efficient autonomous driving maneuvers in an interactive and complex environment can be considerably challenging due to the unpredictable actions of other surrounding agents that may be cooperative or adversarial in their…

Robotics · Computer Science 2019-01-28 Pin Wang , Ching-Yao Chan , Hanhan Li
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