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We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…

Machine Learning · Statistics 2025-12-11 Yang Xu , Washim Uddin Mondal , Vaneet Aggarwal

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Safe reinforcement learning aims to learn the optimal policy while satisfying safety constraints, which is essential in real-world applications. However, current algorithms still struggle for efficient policy updates with hard constraint…

Machine Learning · Computer Science 2022-06-20 Linrui Zhang , Li Shen , Long Yang , Shixiang Chen , Bo Yuan , Xueqian Wang , Dacheng Tao

We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time…

Optimization and Control · Mathematics 2025-09-30 Tingting Ni , Maryam Kamgarpour

In this paper, we propose a cost-matching approach for optimal humanoid locomotion within a Model Predictive Control (MPC)-based Reinforcement Learning (RL) framework. A parameterized MPC formulation with centroidal dynamics is trained to…

Robotics · Computer Science 2026-03-31 Wenqi Cai , Kyriakos G. Vamvoudakis , Sébastien Gros , Anthony Tzes

This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…

Robotics · Computer Science 2026-03-10 Filip V. Georgiev , Kalle G. Timperi , Başak Sakçak , Steven M. LaValle

Reinforcement Learning (RL) agents in the real world must satisfy safety constraints in addition to maximizing a reward objective. Model-based RL algorithms hold promise for reducing unsafe real-world actions: they may synthesize policies…

Machine Learning · Computer Science 2021-12-16 Yecheng Jason Ma , Andrew Shen , Osbert Bastani , Dinesh Jayaraman

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

Machine Learning · Computer Science 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

Recent advances in deep reinforcement learning (RL) have achieved strong results on high-dimensional control tasks, but applying RL to reachability problems raises a fundamental mismatch: reachability seeks to maximize the set of states…

Machine Learning · Computer Science 2026-02-18 Oswin So , Eric Yang Yu , Songyuan Zhang , Matthew Cleaveland , Mitchell Black , Chuchu Fan

Safe Reinforcement Learning (Safe RL) aims to train an RL agent to maximize its performance in real-world environments while adhering to safety constraints, as exceeding safety violation limits can result in severe consequences. In this…

Machine Learning · Computer Science 2025-04-07 Hanping Zhang , Yuhong Guo

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

As machine learning models are increasingly being employed to make consequential decisions in real-world settings, it becomes critical to ensure that individuals who are adversely impacted (e.g., loan denied) by the predictions of these…

Machine Learning · Computer Science 2023-10-12 Martin Pawelczyk , Teresa Datta , Johannes van-den-Heuvel , Gjergji Kasneci , Himabindu Lakkaraju

Racing demands each vehicle to drive at its physical limits, when any safety infraction could lead to catastrophic failure. In this work, we study the problem of safe reinforcement learning (RL) for autonomous racing, using the vehicle's…

Robotics · Computer Science 2021-12-02 Bingqing Chen , Jonathan Francis , Jean Oh , Eric Nyberg , Sylvia L. Herbert

Enforcing state-wise safety constraints is critical for the application of reinforcement learning (RL) in real-world problems, such as autonomous driving and robot manipulation. However, existing safe RL methods only enforce state-wise…

Machine Learning · Computer Science 2024-10-03 Weiye Zhao , Feihan Li , Yifan Sun , Yujie Wang , Rui Chen , Tianhao Wei , Changliu Liu

In human-in-the-loop reinforcement learning or environments where calculating a reward is expensive, the costly rewards can make learning efficiency challenging to achieve. The cost of obtaining feedback from humans or calculating expensive…

Machine Learning · Computer Science 2025-03-03 Muhammed Yusuf Satici , David L. Roberts

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

This paper investigates conservative exploration in reinforcement learning where the performance of the learning agent is guaranteed to be above a certain threshold throughout the learning process. It focuses on the tabular episodic Markov…

Machine Learning · Computer Science 2023-06-14 Donghao Li , Ruiquan Huang , Cong Shen , Jing Yang

Safety is a critical hurdle that limits the application of deep reinforcement learning (RL) to real-world control tasks. To this end, constrained reinforcement learning leverages cost functions to improve safety in constrained Markov…

Machine Learning · Computer Science 2023-01-26 Tairan He , Weiye Zhao , Changliu Liu