6.5LGJul 16
Robust Peak-cost Constrained Reinforcement LearningShilpa Mukhopadhyay, Sourav Ganguly, Santosh Mohan Rajkumar et al.
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. This setting is motivated by safety-critical applications in which a single large violation can be catastrophic and therefore cannot be adequately captured by the standard CMDP framework based on expected cumulative cost. Existing reachability-constrained RL methods adopt Lagrangian-based approaches, yet the underlying duality properties of peak-cost constrained MDPs remain unclear. We show that, unlike standard CMDPs, peak-cost constrained MDPs may not admit zero duality gap. We further consider a robust formulation to address simulator-to-real-world mismatch in the transition dynamics. To solve this problem, we develop a surrogate optimization framework and a robust value estimation method based on integral probability metrics. We prove that, with appropriate hyperparameter choices, the surrogate solution attains the same robust reward value as the original problem while violating the constraint by at most epsilon. Experiments show that the proposed method effectively enforces safety under dynamics perturbations while retaining strong reward performance.
7.1SYApr 3
On Data-Driven Koopman Representations of Nonlinear Delay Differential EquationsSantosh Mohan Rajkumar, Dibyasri Barman, Kumar Vikram Singh et al.
This work establishes a rigorous bridge between infinite-dimensional delay dynamics and finite-dimensional Koopman learning, with explicit and interpretable error guarantees. While Koopman analysis is well-developed for ordinary differential equations (ODEs) and partially for partial differential equations (PDEs), its extension to delay differential equations (DDEs) remains limited due to the infinite-dimensional phase space of DDEs. We propose a finite-dimensional Koopman approximation framework based on history discretization and a suitable reconstruction operator, enabling a tractable representation of the Koopman operator via kernel-based extended dynamic mode decomposition (kEDMD). Deterministic error bounds are derived for the learned predictor, decomposing the total error into contributions from history discretization, kernel interpolation, and data-driven regression. Additionally, we develop a kernel-based reconstruction method to recover discretized states from lifted Koopman coordinates, with provable guarantees. Numerical results demonstrate convergence of the learned predictor with respect to both discretization resolution and training data, supporting reliable prediction and control of delay systems.