Estimating risk and uncertainty in deep reinforcement learning

WR Clements, B Van Delft, BM Robaglia… - arXiv preprint arXiv …, 2019 - arxiv.org
Reinforcement learning agents are faced with two types of uncertainty. Epistemic … from
stochastic environments and must be accounted for in risk-sensitive applications. We highlight the …

Deep adaptive control: Deep reinforcement learning-based adaptive vehicle trajectory control algorithms for different risk levels

Y He, Y Liu, L Yang, X Qu - IEEE Transactions on Intelligent …, 2023 - ieeexplore.ieee.org
… on deep reinforcement learning (RL), we design an adaptive car-following trajectory control
algorithm, which is called Deep Adaptive Control, to cope with different traffic risk levelsDeep

Deep reinforcement learning: An overview

Y Li - arXiv preprint arXiv:1701.07274, 2017 - arxiv.org
We give an overview of recent exciting achievements of deep reinforcement learning (RL).
We discuss six core elements, six important mechanisms, and twelve applications. We start …

Decision making of autonomous vehicles in lane change scenarios: Deep reinforcement learning approaches with risk awareness

G Li, Y Yang, S Li, X Qu, N Lyu, SE Li - Transportation research part C …, 2022 - Elsevier
risk levelsdeep reinforcement learning algorithms combining with risk assessment functions
are innovatively proposed to find an optimal driving strategy with the minimum expected risk

Deep reinforcement learning with risk-seeking exploration

N Dilokthanakul, M Shanahan - From Animals to Animats 15: 15th …, 2018 - Springer
… This risk-seeking value can be seen as a utility for the agent under a certain risk profile
where c specifies the level of risk. For \(c>0\), the agent is risk-seeking and values risky states …

Deep reinforcement learning for intelligent risk optimization of buildings under hazard

GA Anwar, X Zhang - Reliability Engineering & System Safety, 2024 - Elsevier
risk optimization framework is proposed herein for building structures by developing a deep
reinforcement … and (2) a deep reinforcement learning-enabled risk optimization model for …

AdaRisk: Risk-adaptive Deep Reinforcement Learning for Vulnerable Nodes Detection

F Li, Z Xu, D Cheng, X Wang - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
… This is an NP-hard problem that is crucial for risk management in many real-world … -distance
risk contagion process. To this end, we propose a novel risk-adaptive deep reinforcement

[HTML][HTML] Risk-based implementation of COLREGs for autonomous surface vehicles using deep reinforcement learning

A Heiberg, TN Larsen, E Meyer, A Rasheed, O San… - Neural Networks, 2022 - Elsevier
… collision risk. The COLREGs are in place to reduce collision risk and indirectly affect the risk
level by … between the rules and the risk level, employing a measure of risk as a proxy for the …

Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning

E Benhamou, D Saltiel, JJ Ohana… - 2020 25th International …, 2021 - ieeexplore.ieee.org
… progress of deep reinforcement learning methods that have reached super human levels in
… are highly sensitive to economic surprise and risk aversion level. Again to ensure somehow …

[HTML][HTML] Using deep reinforcement learning with hierarchical risk parity for portfolio optimization

A Millea, A Edalat - International Journal of Financial Studies, 2022 - mdpi.com
… At the highest level a Deep Reinforcement Learning (DRL) agent selects among a number …
low-level agents. For the low-level agents, we use a set of Hierarchical Risk Parity (HRP) and …