相关论文: Risk-Averse Offline Reinforcement Learning

Risk-averse Constrained Reinforcement Learning (RaCRL) aims to learn policies that minimise the likelihood of rare and catastrophic constraint violations caused by an environment's inherent randomness. In general, risk-aversion leads to…

Off-policy reinforcement learning (RL) has achieved notable success in tackling many complex real-world tasks, by leveraging previously collected data for policy learning. However, most existing off-policy RL algorithms fail to maximally…

Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…

In safety-critical domains where online data collection is infeasible, offline reinforcement learning (RL) offers an attractive alternative but only if policies deliver high returns without incurring catastrophic lower-tail risk. Prior work…

Many reinforcement learning (RL) problems in practice are offline, learning purely from observational data. A key challenge is how to ensure the learned policy is safe, which requires quantifying the risk associated with different actions.…

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure…

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Offline reinforcement learning (RL), also known as batch RL, offers the prospect of policy optimization from large pre-recorded datasets without online environment interaction. It addresses challenges with regard to the cost of data…

Reinforcement learning (RL) provides an appealing formalism for learning control policies from experience. However, the classic active formulation of RL necessitates a lengthy active exploration process for each behavior, making it…

This paper aims to solve a safe reinforcement learning (RL) problem with risk measure-based constraints. As risk measures, such as conditional value at risk (CVaR), focus on the tail distribution of cost signals, constraining risk measures…

Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when…

Online interactions with the environment to collect data samples for training a Reinforcement Learning (RL) agent is not always feasible due to economic and safety concerns. The goal of Offline Reinforcement Learning is to address this…

Offline reinforcement learning (RL) learns policies from fixed datasets without online interactions, but suffers from distribution shift, causing inaccurate evaluation and overestimation of out-of-distribution (OOD) actions. Existing…

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

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…

The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Offline reinforcement learning (RL) defines a sample-efficient learning paradigm, where a policy is learned from static and previously collected datasets without additional interaction with the environment. The major obstacle to offline RL…