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While the techniques in optimal control theory are often model-based, the policy optimization (PO) approach directly optimizes the performance metric of interest. Even though it has been an essential approach for reinforcement learning…

Optimization and Control · Mathematics 2022-11-23 Feiran Zhao , Keyou You , Tamer Başar

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

Machine Learning · Computer Science 2024-04-16 Zifan Wu , Bo Tang , Qian Lin , Chao Yu , Shangqin Mao , Qianlong Xie , Xingxing Wang , Dong Wang

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…

Machine Learning · Computer Science 2024-11-13 Alessandro Montenegro , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature, certain foundational aspects remain subtle. In this paper,…

Optimization and Control · Mathematics 2025-03-17 Yuto Watanabe , Yang Zheng

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Alois Knoll , Ming Jin

Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Feiran Zhao , Keyou You

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Constrained Reinforcement Learning has been employed to enforce safety constraints on policy through the use of expected cost constraints. The key challenge is in handling expected cost accumulated using the policy and not just in a single…

Machine Learning · Computer Science 2024-01-17 Hao Jiang , Tien Mai , Pradeep Varakantham , Minh Huy Hoang

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…

Machine Learning · Computer Science 2025-09-17 Pekka Malo , Lauri Viitasaari , Antti Suominen , Eeva Vilkkumaa , Olli Tahvonen

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

The behaviour of a stochastic dynamical system may be largely influenced by those low-probability, yet extreme events. To address such occurrences, this paper proposes an infinite-horizon risk-constrained Linear Quadratic Regulator (LQR)…

Optimization and Control · Mathematics 2021-03-30 Feiran Zhao , Keyou You , Tamer Basar

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Amirreza Valaei , Arash Bahari Kordabad , Sadegh Soudjani

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Machine Learning · Computer Science 2020-05-04 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…

Optimization and Control · Mathematics 2015-02-24 Jie Lu , Mikael Johansson

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
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