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

  • This paper introduces a risk-aware safe reinforcement learning control design for stochastic discrete-time linear systems.
  • It combines a learned safe controller with the reinforcement learning controller to ensure high-confidence safety certification without a high-fidelity system model.
  • The approach helps avoid myopic interventions and convergence to undesired equilibriums by optimizing over a scalar decision variable and linear programming polyhedral sets.
  • Piecewise affine controllers are used to learn safe controllers with a large invariant set, leading to efficient solutions with reduced data requirements.

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