Chance-Constrained Control with Lexicographic Deep Reinforcement Learning
This paper proposes a lexicographic Deep Reinforcement Learning (DeepRL)-based approach to chance-constrained Markov Decision Processes, in which the controller seeks to ensure that the probability of satisfying the constraint is above a given threshold. Standard DeepRL approaches require i) the constraints to be included as additional weighted terms in the cost function, in a multi-objective fashion, and ii) the tuning of the introduced weights during the training phase of the Deep Neural Network (DNN) according to the probability thresholds.