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相关论文: Risk-sensitive control as inference with R\'enyi d…

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We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

信息论 · 计算机科学 2008-12-18 Jean-François Bercher

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)…

机器学习 · 计算机科学 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang

In this paper we formulate a risk-sensitive optimal control problem for continuously monitored open quantum systems modelled by quantum Langevin equations. The optimal controller is expressed in terms of a modified conditional state, which…

量子物理 · 物理学 2016-09-08 M. R. James

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

机器学习 · 计算机科学 2026-05-26 Amogh Palasamudram , Jakub Svoboda , Suguman Bansal , Krishnendu Chatterjee

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

系统与控制 · 电气工程与系统科学 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

系统与控制 · 电气工程与系统科学 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

We introduce a novel extension to robust control theory that explicitly addresses uncertainty in the value function's gradient, a form of uncertainty endemic to applications like reinforcement learning where value functions are…

机器学习 · 计算机科学 2025-07-22 Qian Qi

Explainable artificial intelligence (XAI) has become increasingly important in decision-critical domains such as healthcare, finance, and law. Counterfactual (CF) explanations, a key approach in XAI, provide users with actionable insights…

人工智能 · 计算机科学 2025-07-22 Volkan Bakir , Polat Goktas , Sureyya Akyuz

Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…

机器学习 · 计算机科学 2021-12-07 Max Mowbray , Panagiotis Petsagkourakis , Ehecatl Antonio del Río Chanona , Dongda Zhang

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…

系统与控制 · 电气工程与系统科学 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

We provide an operational interpretation of the multivariate R\'enyi divergence in terms of economic-theoretic tasks based on betting, risk aversion, and multiple lotteries. We show that the multivariate R\'enyi divergence…

量子物理 · 物理学 2026-01-27 Andrés F. Ducuara , Erkka Haapasalo , Ryo Takakura

Learning a risk-aware policy is essential but rather challenging in unstructured robotic tasks. Safe reinforcement learning methods open up new possibilities to tackle this problem. However, the conservative policy updates make it…

机器学习 · 计算机科学 2022-12-15 Linrui Zhang , Zichen Yan , Li Shen , Shoujie Li , Xueqian Wang , Dacheng Tao

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

机器学习 · 统计学 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

Active inference (AI) is a persuasive theoretical framework from computational neuroscience that seeks to describe action and perception as inference-based computation. However, this framework has yet to provide practical sensorimotor…

机器学习 · 计算机科学 2020-10-02 Joe Watson , Abraham Imohiosen , Jan Peters

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

系统与控制 · 电气工程与系统科学 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

系统与控制 · 电气工程与系统科学 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

机器学习 · 计算机科学 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

The use of Reinforcement Learning (RL) agents in practical applications requires the consideration of suboptimal outcomes, depending on the familiarity of the agent with its environment. This is especially important in safety-critical…

机器学习 · 计算机科学 2021-12-07 Frederik Schubert , Theresa Eimer , Bodo Rosenhahn , Marius Lindauer

Exploration is essential for reinforcement learning (RL). To face the challenges of exploration, we consider a reward-free RL framework that completely separates exploration from exploitation and brings new challenges for exploration…

机器学习 · 计算机科学 2020-12-11 Chuheng Zhang , Yuanying Cai , Longbo Huang , Jian Li

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…

系统与控制 · 电气工程与系统科学 2024-07-04 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate