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This paper develops a safety analysis method for stochastic systems that is sensitive to the possibility and severity of rare harmful outcomes. We define risk-sensitive safe sets as sub-level sets of the solution to a non-standard optimal…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Margaret P. Chapman , Riccardo Bonalli , Kevin M. Smith , Insoon Yang , Marco Pavone , Claire J. Tomlin

Modern offline Reinforcement Learning (RL) methods find performant actor-critics, however, fine-tuning these actor-critics online with value-based RL algorithms typically causes immediate drops in performance. We provide evidence consistent…

Machine Learning · Computer Science 2026-03-02 Nathan Samuel de Lara , Florian Shkurti

The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axiomatic foundation. We consider a nonstandard optimal control…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Margaret P. Chapman , Michael Fauss , Kevin M. Smith

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Machine Learning · Computer Science 2020-02-17 Tasuku Soma , Yuichi Yoshida

Multi-agent reinforcement learning (MARL) has achieved notable success in cooperative tasks, demonstrating impressive performance and scalability. However, deploying MARL agents in real-world applications presents critical safety…

Machine Learning · Computer Science 2024-11-25 Zeyang Li , Navid Azizan

In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…

Machine Learning · Computer Science 2020-11-09 Sebastian Curi , Kfir. Y. Levy , Stefanie Jegelka , Andreas Krause

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Margaret P. Chapman , Jonathan P. Lacotte , Kevin M. Smith , Insoon Yang , Yuxi Han , Marco Pavone , Claire J. Tomlin

Optimizing dynamic risk with stochastic policies is challenging in both policy updates and value learning. The former typically requires transition perturbation, while the latter may rely on model-based approaches. To address these…

Machine Learning · Computer Science 2026-05-11 Yudong Luo , Erick Delage

Safety is essential for reinforcement learning (RL) applied in real-world tasks like autonomous driving. Chance constraints which guarantee the satisfaction of state constraints at a high probability are suitable to represent the…

Machine Learning · Computer Science 2021-02-18 Baiyu Peng , Yao Mu , Jingliang Duan , Yang Guan , Shengbo Eben Li , Jianyu Chen

During recent years, deep reinforcement learning (DRL) has made successful incursions into complex decision-making applications such as robotics, autonomous driving or video games. Off-policy algorithms tend to be more sample-efficient than…

Machine Learning · Computer Science 2021-12-06 Jesus Bujalance Martin , Raphael Chekroun , Fabien Moutarde

Long-horizon, sparse-reward tasks pose a fundamental challenge for reinforcement learning, since single-step TD learning suffers from bootstrapping error accumulation across successive Bellman updates. Actor-critic methods with action…

Machine Learning · Computer Science 2026-05-13 Qian Chen , Junqiao Zhao , Hongtu Zhou , Hang Yu , Yanping Zhao , Chen Ye , Guang Chen

In reinforcement learning (RL), function approximation errors are known to easily lead to the Q-value overestimations, thus greatly reducing policy performance. This paper presents a distributional soft actor-critic (DSAC) algorithm, which…

Machine Learning · Computer Science 2021-06-14 Jingliang Duan , Yang Guan , Shengbo Eben Li , Yangang Ren , Bo Cheng

Safe offline reinforcement learning aims to learn policies that maximize cumulative rewards while adhering to safety constraints, using only offline data for training. A key challenge is balancing safety and performance, particularly when…

Machine Learning · Computer Science 2024-12-13 Prajwal Koirala , Zhanhong Jiang , Soumik Sarkar , Cody Fleming

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…

Machine Learning · Computer Science 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

High-precision control tasks present substantial challenges for reinforcement learning (RL) algorithms, frequently resulting in suboptimal performance attributed to network approximation inaccuracies and inadequate sample quality.These…

Machine Learning · Computer Science 2025-02-05 Donghe Chen , Yubin Peng , Tengjie Zheng , Han Wang , Chaoran Qu , Lin Cheng

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…

Machine Learning · Computer Science 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang

Existing reinforcement learning (RL) methods struggle with long-horizon robotic manipulation tasks, particularly those involving sparse rewards. While action chunking is a promising paradigm for robotic manipulation, using RL to directly…

Robotics · Computer Science 2026-03-02 Jiarui Yang , Bin Zhu , Jingjing Chen , Yu-Gang Jiang

In Constraint Programming, solving discrete minimization problems with hard and soft constraints can be done either using (i) soft global constraints, (ii) a reformulation into a linear program, or (iii) a reformulation into local cost…

Artificial Intelligence · Computer Science 2025-09-24 Pierre Montalbano , Simon de Givry , George Katsirelos
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