Related papers: Safety-Constrained Reinforcement Learning with Pos…

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Reinforcement Learning (RL) algorithms have achieved remarkable performance in decision making and control tasks due to their ability to reason about long-term, cumulative reward using trial and error. However, during RL training, applying…

Imitation learning (IL) has shown great success in learning complex robot manipulation tasks. However, there remains a need for practical safety methods to justify widespread deployment. In particular, it is important to certify that a…

Conditional value-at-risk (CVaR) and value-at-risk (VaR) are popular tail-risk measures in finance and insurance industries as well as in highly reliable, safety-critical uncertain environments where often the underlying probability…

Safe navigation is a fundamental challenge in multi-robot systems due to the uncertainty surrounding the future trajectory of the robots that act as obstacles for each other. In this work, we propose a principled data-driven approach where…

Autonomous navigation of Unmanned Surface Vehicles (USVs) that is safe and compliant with the International Regulations for Preventing Collisions at Sea (COLREGs) remains a formidable challenge in dynamic maritime environments, particularly…

We study learning algorithms that seek to minimize the conditional value-at-risk (CVaR), when all the learner knows is that the losses incurred may be heavy-tailed. We begin by studying a general-purpose estimator of CVaR for potentially…

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…

We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the worst p-quantile. As such it…

Safe reinforcement learning (RL) seeks to mitigate unsafe behaviors that arise from exploration during training by reducing constraint violations while maintaining task performance. Existing approaches typically rely on a single policy to…

Cost functions are commonly employed in Safe Deep Reinforcement Learning (DRL). However, the cost is typically encoded as an indicator function due to the difficulty of quantifying the risk of policy decisions in the state space. Such an…

In safety-critical decision-making, the environment may evolve over time, and the learner adjusts its risk level accordingly. This work investigates risk-averse online optimization in dynamic environments with varying risk levels, employing…

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…

In safe Reinforcement Learning (RL), safety cost is typically defined as a function dependent on the immediate state and actions. In practice, safety constraints can often be non-Markovian due to the insufficient fidelity of state…

In a wide variety of sequential decision making problems, it can be important to estimate the impact of rare events in order to minimize risk exposure. A popular risk measure is the conditional value-at-risk (CVaR), which is commonly…

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Many sequential decision problems involve finding a policy that maximizes total reward while obeying safety constraints. Although much recent research has focused on the development of safe reinforcement learning (RL) algorithms that…

Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of light-tailed and heavy-tailed distributions. In the…

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…

We propose a novel benchmark environment for Safe Reinforcement Learning focusing on aquatic navigation. Aquatic navigation is an extremely challenging task due to the non-stationary environment and the uncertainties of the robotic…