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Reinforcement learning has been successfully used to solve difficult tasks in complex unknown environments. However, these methods typically do not provide any safety guarantees during the learning process. This is particularly problematic,…

Systems and Control · Electrical Eng. & Systems 2019-07-02 Torsten Koller , Felix Berkenkamp , Matteo Turchetta , Joschka Boedecker , Andreas Krause

In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…

Dynamical Systems · Mathematics 2021-01-22 Ci Chen , Lihua Xie , Yi Jiang , Kan Xie , Shengli Xie

According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a…

Mathematical Finance · Quantitative Finance 2019-05-15 Sören Christensen , Luis H. R. Alvarez E

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

In reinforcement learning, agents learn by performing actions and observing their outcomes. Sometimes, it is desirable for a human operator to \textit{interrupt} an agent in order to prevent dangerous situations from happening. Yet, as part…

Artificial Intelligence · Computer Science 2017-05-23 El Mahdi El Mhamdi , Rachid Guerraoui , Hadrien Hendrikx , Alexandre Maurer

This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…

Machine Learning · Statistics 2025-03-18 Liyuan Hu , Mengbing Li , Chengchun Shi , Zhenke Wu , Piotr Fryzlewicz

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

Meta reinforcement learning (RL) allows agents to leverage experience across a distribution of tasks on which the agent can train at will, enabling faster learning of optimal policies on new test tasks. Despite its success in improving…

Machine Learning · Computer Science 2026-05-27 Tingting Ni , Maryam Kamgarpour

We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

Machine Learning · Computer Science 2024-09-23 Narendra Patwardhan , Zequn Wang

In this work we consider optimal stopping problems with conditional convex risk measures called optimised certainty equivalents. Without assuming any kind of time-consistency for the underlying family of risk measures, we derive a novel…

Mathematical Finance · Quantitative Finance 2014-12-16 Denis Belomestny , Volker Kraetschmer

Several recent works have been dedicated to unsupervised reinforcement learning in a single environment, in which a policy is first pre-trained with unsupervised interactions, and then fine-tuned towards the optimal policy for several…

Machine Learning · Computer Science 2021-12-17 Mirco Mutti , Mattia Mancassola , Marcello Restelli

We show that when a third party, the adversary, steps into the two-party setting (agent and operator) of safely interruptible reinforcement learning, a trade-off has to be made between the probability of following the optimal policy in the…

Machine Learning · Computer Science 2018-05-30 Henrik Aslund , El Mahdi El Mhamdi , Rachid Guerraoui , Alexandre Maurer

We study the design of information acquisition games-environments where a designer contracts their action on Sender's choice of experiment and the realized signals about some state-and identify which predictions can be made absent knowledge…

Theoretical Economics · Economics 2026-01-22 Eric Gao , Daniel Luo

Robust causal discovery from observational data under imperfect prior knowledge remains a significant and largely unresolved challenge. Existing methods typically presuppose perfect priors or can only handle specific, pre-identified error…

Machine Learning · Computer Science 2025-11-11 Zidong Wang , Xi Lin , Chuchao He , Xiaoguang Gao

Reach-avoid optimal control problems, in which the system must reach certain goal conditions while staying clear of unacceptable failure modes, are central to safety and liveness assurance for autonomous robotic systems, but their exact…

Machine Learning · Computer Science 2022-01-25 Kai-Chieh Hsu , Vicenç Rubies-Royo , Claire J. Tomlin , Jaime F. Fisac

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni
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