Related papers: A Bayesian Approach to Robust Reinforcement Learni…
We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The…
The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…
Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…
Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…
Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…
To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…
We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…
Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…
In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…
Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…
Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…
Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…
Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…
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…
Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…
Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…
We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…
Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…
This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…