SafeMPO: Constrained Reinforcement Learning with Probabilistic Incremental Improvement

Reinforcement Learning (RL) has demonstrated significant success in optimizing complex control and planning problems. However, scaling RL to real-world applications with multiple, potentially conflicting requirements requires an effective handling of constraints. We propose a novel approach to constraint satisfaction in RL algorithms, focusing on incrementally improving policy safety rather than directly projecting the policy onto a feasible region. We accomplish this by first solving a nonparametric surrogate problem which is guaranteed to contract towards the feasible set, and then cloning that solution into a neural network policy. As a result, our approach improves stability, particularly during early training stages, when the policy lacks knowledge of constraint boundaries. We provide general theoretical results guaranteeing convergence to the safe set for this class of incremental systems. Notably, even the simplest algorithm produced by our theory produces comparable or superior performance when compared to highly tuned constrained RL baselines in challenging constrained environments.