arXiv Machine Learning

Robust Peak-cost Constrained Reinforcement Learning

arXiv:2607. 15457v1 Announce Type: new Abstract: We study robust peak-cost constrained reinforcement learning (RP-CRL), where the objective is to maximize expected reward while controlling the maximum cost encountered along a trajectory.

arXiv Machine Learning
Sep 3

Exchange Policy Optimization Algorithm for Semi-Infinite Safe Reinforcement Learning

The paper introduces Exchange Policy Optimization (EPO), a framework for semi‑infinite safe reinforcement learning that handles infinitely many constraints by iteratively solving finite subproblems. EPO expands or deletes constraints based on tolerance violations and Lagrange multipliers, maintaining computational tractability while converging to an optimal policy with bounded safety violations. The authors prove finite convergence, provide iteration bounds, and quantify the suboptimality gap under mild assumptions.

By Jiaming Zhang, Yujie Yang, Haoning Wang, Liping Zhang, Shengbo Eben Li
arXiv Machine Learning
5d ago

Learning Chance-Constrained MDPs with Bellman Distributional Certificates

The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.

By Chenbei Lu, Hongyu Yi
arXiv Machine Learning
Jul 17

SafeOR-Gym: A Benchmark Suite for Safe Reinforcement Learning Algorithms on Practical Operations Research Problems

arXiv:2506. 02255v2 Announce Type: replace Abstract: Most existing safe reinforcement learning (RL) benchmarks focus on robotics and control tasks, offering limited relevance to high-stakes domains that involve structured constraints, mixed-integer decisions, and industrial complexity.

By Asha Ramanujam (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN), Adam Elyoumi (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN), Hao Chen (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN), Sai Madhukiran Kompalli (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN), Akshdeep Singh Ahluwalia (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN), Shraman Pal (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN), Dimitri J. Papageorgiou (Energy Sciences, ExxonMobil Technology and Engineering Company, Annandale, NJ), Can Li (Davidson School of Chemical Engineering, Purdue University, West Lafayette, IN)