arXiv Machine Learning By Francesco Cordiano, Kanghui He, Bart De Schutter

Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints

Read the original on arXiv Machine Learning →

arXiv:2608. 01151v1 Announce Type: cross Abstract: In this paper, we consider stochastic optimal control problems with infinite-horizon joint chance constraints.

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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