Related papers: Extreme Value Policy Optimization for Safe Reinfor…
Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…
Modern Deep Reinforcement Learning (RL) algorithms require estimates of the maximal Q-value, which are difficult to compute in continuous domains with an infinite number of possible actions. In this work, we introduce a new update rule for…
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…
Reinforcement learning (RL) has been successfully applied to solve the problem of finding obstacle-free paths for autonomous agents operating in stochastic and uncertain environments. However, when the underlying stochastic dynamics of the…
A popular framework for enforcing safe actions in Reinforcement Learning (RL) is Constrained RL, where trajectory based constraints on expected cost (or other cost measures) are employed to enforce safety and more importantly these…
We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function…
In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…
In Constrained Reinforcement Learning (CRL), agents explore the environment to learn the optimal policy while satisfying constraints. The penalty function method has recently been studied as an effective approach for handling constraints,…
In safe reinforcement learning (SRL) problems, an agent explores the environment to maximize an expected total reward and meanwhile avoids violation of certain constraints on a number of expected total costs. In general, such SRL problems…
The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…
Offline reinforcement learning (RL) shows promise of applying RL to real-world problems by effectively utilizing previously collected data. Most existing offline RL algorithms use regularization or constraints to suppress extrapolation…
For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…
Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…
Extreme Value Theory (EVT) is one of the most commonly used approaches in finance for measuring the downside risk of investment portfolios, especially during financial crises. In this paper, we propose a novel approach based on EVT called…
Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…
Safe reinforcement learning (Safe RL) refers to a class of techniques that aim to prevent RL algorithms from violating constraints in the process of decision-making and exploration during trial and error. In this paper, a novel model-free…
Reinforcement learning (RL) is a powerful paradigm for learning to make sequences of decisions. However, RL has yet to be fully leveraged in robotics, principally due to its lack of scalability. Offline RL offers a promising avenue by…
Deep Reinforcement Learning (DRL) algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically suffer from three core difficulties: temporal credit assignment with sparse rewards, lack…
Ensuring safety is important for the practical deployment of reinforcement learning (RL). Various challenges must be addressed, such as handling stochasticity in the environments, providing rigorous guarantees of persistent state-wise…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…