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We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

Risk Management · Quantitative Finance 2026-01-01 Shanyu Han , Yangbo He , Yang Liu

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

As autonomous systems become more ubiquitous in daily life, ensuring high performance with guaranteed safety is crucial. However, safety and performance could be competing objectives, which makes their co-optimization difficult.…

Robotics · Computer Science 2025-05-29 Manan Tayal , Aditya Singh , Shishir Kolathaya , Somil Bansal

To further improve the learning efficiency and performance of reinforcement learning (RL), in this paper we propose a novel uncertainty-aware model-based RL (UA-MBRL) framework, and then implement and validate it in autonomous driving under…

Robotics · Computer Science 2021-07-06 Jingda Wu , Zhiyu Huang , Chen Lv

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

Machine Learning · Computer Science 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

Groundbreaking successes have been achieved by Deep Reinforcement Learning (DRL) in solving practical decision-making problems. Robotics, in particular, can involve high-cost hardware and human interactions. Hence, scrupulous evaluations of…

Artificial Intelligence · Computer Science 2020-10-20 Davide Corsi , Enrico Marchesini , Alessandro Farinelli

Reinforcement learning (RL)-based driver assistance systems seek to improve fuel consumption via continual improvement of powertrain control actions considering experiential data from the field. However, the need to explore diverse…

Robotics · Computer Science 2023-01-04 Habtamu Hailemichael , Beshah Ayalew , Lindsey Kerbel , Andrej Ivanco , Keith Loiselle

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

Controlling instabilities in complex dynamical systems is challenging in scientific and engineering applications. Deep reinforcement learning (DRL) has seen promising results for applications in different scientific applications. The…

Machine Learning · Computer Science 2025-04-09 Luning Sun , Xin-Yang Liu , Siyan Zhao , Aditya Grover , Jian-Xun Wang , Jayaraman J. Thiagarajan

The large-scale integration of intermittent renewable energy resources introduces increased uncertainty and volatility to the supply side of power systems, thereby complicating system operation and control. Recently, data-driven approaches,…

Systems and Control · Electrical Eng. & Systems 2024-07-02 Peipei Yu , Zhenyi Wang , Hongcai Zhang , Yonghua Song

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

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

Motion planning under uncertainty is one of the main challenges in developing autonomous driving vehicles. In this work, we focus on the uncertainty in sensing and perception, resulted from a limited field of view, occlusions, and sensing…

Robotics · Computer Science 2021-10-05 Kasra Rezaee , Peyman Yadmellat , Simon Chamorro

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

The rapid advancement of machine learning (ML) has led to its increasing integration into cyber-physical systems (CPS) across diverse domains. While CPS offer powerful capabilities, incorporating ML components introduces significant safety…

Machine Learning · Computer Science 2025-07-15 Calum Corrie Imrie , Ioannis Stefanakos , Sepeedeh Shahbeigi , Richard Hawkins , Simon Burton

Despite recent advances in improving the sample-efficiency of reinforcement learning (RL) algorithms, designing an RL algorithm that can be practically deployed in real-world environments remains a challenge. In this paper, we present…

Robotics · Computer Science 2024-07-11 Younggyo Seo , Jafar Uruç , Stephen James

Safe exploration remains a fundamental challenge in reinforcement learning (RL), limiting the deployment of RL agents in the real world. We propose Sampling-Based Safe Reinforcement Learning (SBSRL), a model-based RL algorithm that…

Machine Learning · Computer Science 2026-05-20 Luca Vignola , Bruce D. Lee , Manish Prajapat , Manuel Wendl , Melanie Zeilinger , Andreas Krause , Yarden As