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Related papers: Distributionally Robust Reinforcement Learning

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In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Modern navigation algorithms based on deep reinforcement learning (RL) show promising efficiency and robustness. However, most deep RL algorithms operate in a risk-neutral manner, making no special attempt to shield users from relatively…

Machine Learning · Computer Science 2021-04-12 Jinyoung Choi , Christopher R. Dance , Jung-eun Kim , Seulbin Hwang , Kyung-sik Park

Reinforcement learning (RL) agents are vulnerable to adversarial disturbances, which can deteriorate task performance or compromise safety specifications. Existing methods either address safety requirements under the assumption of no…

Machine Learning · Computer Science 2023-09-14 Zeyang Li , Chuxiong Hu , Yunan Wang , Yujie Yang , Shengbo Eben Li

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

Machine Learning · Computer Science 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…

Machine Learning · Computer Science 2024-02-16 Tobias Enders , James Harrison , Maximilian Schiffer

Distributional reinforcement learning demonstrates state-of-the-art performance in continuous and discrete control settings with the features of variance and risk, which can be used to explore. However, the exploration method employing the…

Machine Learning · Computer Science 2022-07-04 Jihwan Oh , Joonkee Kim , Se-Young Yun

Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…

Machine Learning · Computer Science 2026-04-21 Mingxuan Cui , Duo Zhou , Yuxuan Han , Grani A. Hanasusanto , Qiong Wang , Huan Zhang , Zhengyuan Zhou

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

Reinforcement learning (RL) is ubiquitous in the development of modern AI systems. However, state-of-the-art RL agents require extensive, and potentially unsafe, interactions with their environments to learn effectively. These limitations…

Machine Learning · Computer Science 2025-08-01 Yarden As , Bhavya Sukhija , Lenart Treven , Carmelo Sferrazza , Stelian Coros , Andreas Krause

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

Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

Machine Learning · Computer Science 2025-11-12 Debamita Ghosh , George K. Atia , Yue Wang

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

Reinforcement learning (RL) has achieved remarkable performance in numerous sequential decision making and control tasks. However, a common problem is that learned nearly optimal policy always overfits to the training environment and may…

Machine Learning · Computer Science 2020-10-01 Yangang Ren , Jingliang Duan , Shengbo Eben Li , Yang Guan , Qi Sun

Reinforcement learning algorithms typically necessitate extensive exploration of the state space to find optimal policies. However, in safety-critical applications, the risks associated with such exploration can lead to catastrophic…

Machine Learning · Computer Science 2025-02-28 Kaustubh Mani , Vincent Mai , Charlie Gauthier , Annie Chen , Samer Nashed , Liam Paull
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