arXiv AI

Quantifying Risk Under Evolving Uncertainty: Belief-Dependent Robustness for Safe Sequential Decision Making

The paper introduces RATTL (Risk-Adversarial Total-Reward Learning), a framework that adjusts an agent’s caution based on epistemic uncertainty by using a Bayesian posterior over dynamics and a Wasserstein ambiguity set whose radius depends on that posterior. As evidence accumulates, the radius shrinks, smoothly transitioning the agent’s behavior from worst-case robustness to risk-neutral reward maximization. The authors prove a Safety Sandwich theorem showing RATTL’s value lies between the uninformed robust value and the full-knowledge optimum, and demonstrate the method on a binary-hazard example where the criterion reduces to Conditional Value-at-Risk.

arXiv AI
Aug 20

Robust Risk Under Evolving Uncertainty: A Wasserstein Counterpart of the Entropic Value-at-Risk

The paper introduces the Wasserstein entropic value-at-risk, a coherent risk measure that replaces the relative-entropy ball of the traditional entropic value-at-risk with an optimal-transport ball. This new measure captures reachable catastrophes that the original entropic measure ignores, and its variational dual mirrors the entropic formula with a transport price replacing inverse temperature. By driving the transport radius with belief entropy, the authors derive a closed‑form robust dynamic‑programming operator whose cautiousness decreases as belief sharpens, providing a certified safety sandwich and a sharp safety switch.

By Deep Kumar Ganguly, Jan K\v{r}et\'insk\'y
arXiv AI
Jun 4

Scenario Generation for Risk-Aware Reinforcement Learning with Probably Approximately Safe Guarantees

arXiv:2606. 04812v1 Announce Type: cross Abstract: Guaranteeing safety is critical to the deployment of reinforcement learning (RL) agents in the real-world, especially as policies learned using deep RL may demonstrate susceptibility to transition perturbations that result in unknown or unsafe behaviour.

By Mohit Prashant, Arvind Easwaran