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We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Although reinforcement learning (RL) can provide reliable solutions in many settings, practitioners are often wary of the discrepancies between the RL solution and their status quo procedures. Therefore, they may be reluctant to adapt to…

Machine Learning · Computer Science 2019-06-03 Mohammadreza Nazari , Majid Jahani , Lawrence V. Snyder , Martin Takáč

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

Optimization and Control · Mathematics 2025-07-03 Nan Chen , Mengzhou Liu , Xiaoyan Wang , Nanyi Zhang

The framework of reinforcement learning or optimal control provides a mathematical formalization of intelligent decision making that is powerful and broadly applicable. While the general form of the reinforcement learning problem enables…

Machine Learning · Computer Science 2018-05-22 Sergey Levine

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

To improve efficiency and reduce failures in autonomous vehicles, research has focused on developing robust and safe learning methods that take into account disturbances in the environment. Existing literature in robust reinforcement…

Machine Learning · Computer Science 2019-03-12 Xiaobai Ma , Katherine Driggs-Campbell , Mykel J. Kochenderfer

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Optimization and Control · Mathematics 2023-06-14 Richard Archibald , Feng Bao , Jiongmin Yong

Active inference has emerged as an alternative approach to control problems given its intuitive (probabilistic) formalism. However, despite its theoretical utility, computational implementations have largely been restricted to…

Machine Learning · Computer Science 2022-03-01 Aswin Paul , Noor Sajid , Manoj Gopalkrishnan , Adeel Razi

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

Dynamical Systems · Mathematics 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin

Reinforcement learning (RL) is ubiquitous in the development of modern AI systems. However, state-of-the-art RL agents require extensive, and potentially unsafe, interactions with their environments to learn effectively. These limitations…

Machine Learning · Computer Science 2025-08-01 Yarden As , Bhavya Sukhija , Lenart Treven , Carmelo Sferrazza , Stelian Coros , Andreas Krause

In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…

Machine Learning · Computer Science 2019-02-13 Nikki Lijing Kuang , Clement H. C. Leung , Vienne W. K. Sung

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang