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The safety constraints commonly used by existing safe reinforcement learning (RL) methods are defined only on expectation of initial states, but allow each certain state to be unsafe, which is unsatisfying for real-world safety-critical…

Machine Learning · Computer Science 2021-06-15 Haitong Ma , Yang Guan , Shegnbo Eben Li , Xiangteng Zhang , Sifa Zheng , Jianyu Chen

The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

Pricing of Securities · Quantitative Finance 2020-08-28 Alexey Bakshaev

Actor Critic methods have found immense applications on a wide range of Reinforcement Learning tasks especially when the state-action space is large. In this paper, we consider actor critic and natural actor critic algorithms with function…

Machine Learning · Computer Science 2025-09-01 Prashansa Panda , Shalabh Bhatnagar

This research is concerned with the novel application and investigation of `Soft Actor Critic' (SAC) based Deep Reinforcement Learning (DRL) to control the cooling setpoint (and hence cooling loads) of a large commercial building to harness…

Machine Learning · Computer Science 2021-07-08 Anjukan Kathirgamanathan , Eleni Mangina , Donal P. Finn

We introduce a sequence-conditioned critic for Soft Actor--Critic (SAC) that models trajectory context with a lightweight Transformer and trains on aggregated $N$-step targets. Unlike prior approaches that (i) score state--action pairs in…

Machine Learning · Computer Science 2025-09-30 Dong Tian , Onur Celik , Gerhard Neumann

Low-precision training has become a popular approach to reduce compute requirements, memory footprint, and energy consumption in supervised learning. In contrast, this promising approach has not yet enjoyed similarly widespread adoption…

Machine Learning · Computer Science 2021-06-07 Johan Bjorck , Xiangyu Chen , Christopher De Sa , Carla P. Gomes , Kilian Q. Weinberger

It has long been recognized that multi-agent reinforcement learning (MARL) faces significant scalability issues due to the fact that the size of the state and action spaces are exponentially large in the number of agents. In this paper, we…

Optimization and Control · Mathematics 2020-06-12 Guannan Qu , Yiheng Lin , Adam Wierman , Na Li

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

This work extends an established critic match loss landscape visualization method from online to off-policy reinforcement learning (RL), aiming to reveal the optimization geometry behind critic learning. Off-policy RL differs from stepwise…

Machine Learning · Computer Science 2026-03-17 Jingyi Liu , Jian Guo , Eberhard Gill

Training Reinforcement Learning (RL) agents in high-stakes applications might be too prohibitive due to the risk associated to exploration. Thus, the agent can only use data previously collected by safe policies. While previous work…

Machine Learning · Computer Science 2021-02-11 Núria Armengol Urpí , Sebastian Curi , Andreas Krause

Autonomous lane-change, a key feature of advanced driver-assistance systems, can enhance traffic efficiency and reduce the incidence of accidents. However, safe driving of autonomous vehicles remains challenging in complex environments. How…

Robotics · Computer Science 2024-03-04 Ruichen Xu , Xiao Liu , Jinming Xu , Yuan Lin

This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to unknown uncertainties. To handle mixed aleatory/epistemic uncertainties, the…

Optimization and Control · Mathematics 2023-10-18 Charles Audet , Jean Bigeon , Romain Couderc , Michael Kokkolaras

In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…

Optimization and Control · Mathematics 2025-10-28 Weijian Li , Andreas A. Malikopoulos

We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…

Machine Learning · Computer Science 2024-11-01 Honghao Wei , Xiyue Peng , Arnob Ghosh , Xin Liu

The deployment of robots in uncontrolled environments requires them to operate robustly under previously unseen scenarios, like irregular terrain and wind conditions. Unfortunately, while rigorous safety frameworks from robust optimal…

Machine Learning · Computer Science 2024-06-11 Kai-Chieh Hsu , Duy Phuong Nguyen , Jaime Fernández Fisac

Autonomous cyber and cyber-physical systems need to perform decision-making, learning, and control in unknown environments. Such decision-making can be sensitive to multiple factors, including modeling errors, changes in costs, and impacts…

Artificial Intelligence · Computer Science 2023-04-05 Abdullah Al Maruf , Luyao Niu , Bhaskar Ramasubramanian , Andrew Clark , Radha Poovendran

Deploying reinforcement learning in the real world remains challenging due to sample inefficiency, sparse rewards, and noisy visual observations. Prior work leverages demonstrations and human feedback to improve learning efficiency and…

Artificial Intelligence · Computer Science 2026-01-23 Xiefeng Wu , Mingyu Hu , Shu Zhang

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

Active voltage control presents a promising avenue for relieving power congestion and enhancing voltage quality, taking advantage of the distributed controllable generators in the power network, such as roof-top photovoltaics. While…

Machine Learning · Computer Science 2024-09-04 Yang Qu , Jinming Ma , Feng Wu

Providing densely shaped reward functions for RL algorithms is often exceedingly challenging, motivating the development of RL algorithms that can learn from easier-to-specify sparse reward functions. This sparsity poses new exploration…

Machine Learning · Computer Science 2022-10-24 Albert Wilcox , Ashwin Balakrishna , Jules Dedieu , Wyame Benslimane , Daniel S. Brown , Ken Goldberg