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Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Reinforcement learning (RL) and Deep Reinforcement Learning (DRL), in particular, have the potential to disrupt and are already changing the way we interact with the world. One of the key indicators of their applicability is their ability…

Machine Learning · Computer Science 2024-08-20 Nikolai Rozanov

Solving complex problems using reinforcement learning necessitates breaking down the problem into manageable tasks and learning policies to solve these tasks. These policies, in turn, have to be controlled by a master policy that takes…

Artificial Intelligence · Computer Science 2022-08-09 Ambedkar Dukkipati , Rajarshi Banerjee , Ranga Shaarad Ayyagari , Dhaval Parmar Udaybhai

Achieving robust performance is crucial when applying deep reinforcement learning (RL) in safety critical systems. Some of the state of the art approaches try to address the problem with adversarial agents, but these agents often require…

Machine Learning · Computer Science 2022-02-18 Yeeho Song , Jeff Schneider

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

The option-critic architecture (Bacon, Harb, and Precup 2017) and several variants have successfully demonstrated the use of the options framework proposed by Sutton et al (Sutton, Precup, and Singh1999) to scale learning and planning in…

Artificial Intelligence · Computer Science 2019-06-13 Elita Lobo , Scott Jordan

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

Machine Learning · Computer Science 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

Reinforcement learning is a promising model-free and adaptive controller for demand side management, as part of the future smart grid, at the district level. This paper presents the results of the algorithm that was submitted for the…

Machine Learning · Computer Science 2021-04-27 Anjukan Kathirgamanathan , Kacper Twardowski , Eleni Mangina , Donal Finn

The policy gradient method enjoys the simplicity of the objective where the agent optimizes the cumulative reward directly. Moreover, in the continuous action domain, parameterized distribution of action distribution allows easy control of…

Machine Learning · Computer Science 2022-12-16 Md Masudur Rahman , Yexiang Xue

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis

We present a novel extension to the family of Soft Actor-Critic (SAC) algorithms. We argue that based on the Maximum Entropy Principle, discrete SAC can be further improved via additional statistical constraints derived from a surrogate…

Machine Learning · Computer Science 2025-06-24 Dexter Neo , Tsuhan Chen

While training fair machine learning models has been studied extensively in recent years, most developed methods rely on the assumption that the training and test data have similar distributions. In the presence of distribution shifts, fair…

Machine Learning · Computer Science 2023-09-22 Sina Baharlouei , Meisam Razaviyayn

With the increasing penetration of renewable energy sources, growing demand variability, and evolving grid control strategies, accurate and efficient load modeling has become a critical yet challenging task. Traditional methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ding Lin , Han Guo , Jianhui Wang , Meng Yue , Tianqiao Zhao

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

Soft Actor-Critic is a state-of-the-art reinforcement learning algorithm for continuous action settings that is not applicable to discrete action settings. Many important settings involve discrete actions, however, and so here we derive an…

Machine Learning · Computer Science 2019-10-21 Petros Christodoulou

Deep reinforcement learning (RL) has proven a powerful technique in many sequential decision making domains. However, Robotics poses many challenges for RL, most notably training on a physical system can be expensive and dangerous, which…

Robotics · Computer Science 2017-10-19 Lerrel Pinto , Marcin Andrychowicz , Peter Welinder , Wojciech Zaremba , Pieter Abbeel

In this work we present a novel extension of soft actor critic, a state of the art deep reinforcement algorithm. Our method allows us to combine traditional controllers with learned neural network policies. This combination allows us to…

Robotics · Computer Science 2020-12-23 Sean Gillen , Marco Molnar , Katie Byl

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet