Risk-Aware Safe Reinforcement Learning for Control of Stochastic Linear Systems

Fuente: arXiv
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Main Authors: Esmaeili, Babak, Niknejad, Nariman, Modares, Hamidreza
Format: Preprint
Published: 2025
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author Esmaeili, Babak
Niknejad, Nariman
Modares, Hamidreza
author_facet Esmaeili, Babak
Niknejad, Nariman
Modares, Hamidreza
contents This paper presents a risk-aware safe reinforcement learning (RL) control design for stochastic discrete-time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk-informed safe controller is also learned besides the RL controller, and the RL and safe controllers are combined together. Several advantages come along with this approach: 1) High-confidence safety can be certified without relying on a high-fidelity system model and using limited data available, 2) Myopic interventions and convergence to an undesired equilibrium can be avoided by deciding on the contribution of two stabilizing controllers, and 3) highly efficient and computationally tractable solutions can be provided by optimizing over a scalar decision variable and linear programming polyhedral sets. To learn safe controllers with a large invariant set, piecewise affine controllers are learned instead of linear controllers. To this end, the closed-loop system is first represented using collected data, a decision variable, and noise. The effect of the decision variable on the variance of the safe violation of the closed-loop system is formalized. The decision variable is then designed such that the probability of safety violation for the learned closed-loop system is minimized. It is shown that this control-oriented approach reduces the data requirements and can also reduce the variance of safety violations. Finally, to integrate the safe and RL controllers, a new data-driven interpolation technique is introduced. This method aims to maintain the RL agent's optimal implementation while ensuring its safety within environments characterized by noise. The study concludes with a simulation example that serves to validate the theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2505_09734
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Risk-Aware Safe Reinforcement Learning for Control of Stochastic Linear Systems
Esmaeili, Babak
Niknejad, Nariman
Modares, Hamidreza
Systems and Control
Machine Learning
Robotics
Optimization and Control
This paper presents a risk-aware safe reinforcement learning (RL) control design for stochastic discrete-time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk-informed safe controller is also learned besides the RL controller, and the RL and safe controllers are combined together. Several advantages come along with this approach: 1) High-confidence safety can be certified without relying on a high-fidelity system model and using limited data available, 2) Myopic interventions and convergence to an undesired equilibrium can be avoided by deciding on the contribution of two stabilizing controllers, and 3) highly efficient and computationally tractable solutions can be provided by optimizing over a scalar decision variable and linear programming polyhedral sets. To learn safe controllers with a large invariant set, piecewise affine controllers are learned instead of linear controllers. To this end, the closed-loop system is first represented using collected data, a decision variable, and noise. The effect of the decision variable on the variance of the safe violation of the closed-loop system is formalized. The decision variable is then designed such that the probability of safety violation for the learned closed-loop system is minimized. It is shown that this control-oriented approach reduces the data requirements and can also reduce the variance of safety violations. Finally, to integrate the safe and RL controllers, a new data-driven interpolation technique is introduced. This method aims to maintain the RL agent's optimal implementation while ensuring its safety within environments characterized by noise. The study concludes with a simulation example that serves to validate the theoretical results.
title Risk-Aware Safe Reinforcement Learning for Control of Stochastic Linear Systems
topic Systems and Control
Machine Learning
Robotics
Optimization and Control
url https://arxiv.org/abs/2505.09734