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A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…

Computational Complexity · Computer Science 2026-05-11 Ali Asadi , Krishnendu Chatterjee , Alipasha Montaseri , Ali Shafiee

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

Computational Engineering, Finance, and Science · Computer Science 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

Model predictive control (MPC) has become a hot cake technology for various applications due to its ability to handle multi-input multi-output systems with physical constraints. The optimization solvers require considerable time, limiting…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Abhijith Sharma , Chaitanya Jugade , Shreya Yawalkar , Vaishali Patne , Deepak Ingole , Dayaram Sonawane

Optimally trading-off exploration and exploitation is the holy grail of reinforcement learning as it promises maximal data-efficiency for solving any task. Bayes-optimal agents achieve this, but obtaining the belief-state and performing…

As ML models are increasingly deployed in critical applications, robustness against adversarial perturbations is crucial. While numerous defenses have been proposed to counter such attacks, they typically assume that all adversarial…

Machine Learning · Computer Science 2025-06-11 Yuan Xin , Dingfan Chen , Michael Backes , Xiao Zhang

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

Conformal prediction (CP) is a framework to quantify uncertainty of machine learning classifiers including deep neural networks. Given a testing example and a trained classifier, CP produces a prediction set of candidate labels with a…

Machine Learning · Computer Science 2023-08-01 Subhankar Ghosh , Yuanjie Shi , Taha Belkhouja , Yan Yan , Jana Doppa , Brian Jones

The robust constrained Markov decision process (RCMDP) is a recent task-modelling framework for reinforcement learning that incorporates behavioural constraints and that provides robustness to errors in the transition dynamics model through…

Machine Learning · Computer Science 2024-05-16 David M. Bossens

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

Robotic systems, particularly in demanding environments like narrow corridors or disaster zones, often grapple with imperfect state estimation. Addressing this challenge requires a trajectory plan that not only navigates these restrictive…

Robotics · Computer Science 2023-09-19 Zhenyang Chen , Hongzhe Yu , Yongxin Chen

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

We propose a planning and control approach to physics-based manipulation. The key feature of the algorithm is that it can adapt to the accuracy requirements of a task, by slowing down and generating `careful' motion when the task requires…

Robotics · Computer Science 2019-01-23 Wisdom C. Agboh , Mehmet R. Dogar

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

Machine Learning · Computer Science 2019-02-21 Marek Petrik , Reazul Hasan Russell

Robust Markov Decision Processes (RMDPs) provide a framework for sequential decision-making that is robust to perturbations on the transition kernel. However, current RMDP methods are often limited to small-scale problems, hindering their…

Machine Learning · Computer Science 2024-02-13 Kaixin Wang , Uri Gadot , Navdeep Kumar , Kfir Levy , Shie Mannor

Sparseness and robustness are two important properties for many machine learning scenarios. In the present study, regarding the maximum correntropy criterion (MCC) based robust regression algorithm, we investigate to integrate the MCC…

Machine Learning · Computer Science 2023-11-22 Yuanhao Li , Badong Chen , Okito Yamashita , Natsue Yoshimura , Yasuharu Koike

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

Machine Learning · Statistics 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…

Optimization and Control · Mathematics 2017-08-29 Jianqiu Huang , Kezhuo Zhou , Yongpei Guan

Balancing the trade-off between safety and efficiency is of significant importance for path planning under uncertainty. Many risk-aware path planners have been developed to explicitly limit the probability of collision to an acceptable…

Robotics · Computer Science 2022-10-26 Fei Meng , Liangliang Chen , Han Ma , Jiankun Wang , Max Q. -H. Meng
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