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Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…

Machine Learning · Computer Science 2025-03-07 Shuang Liu , Yihan Wang , Yifan Zhu , Yibo Miao , Xiao-Shan Gao

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…

Machine Learning · Statistics 2021-08-23 Ruidi Chen , Ioannis Ch. Paschalidis

A novel optimization approach is proposed for application to policy gradient methods and evolution strategies for reinforcement learning (RL). The procedure uses a computationally efficient Wasserstein natural gradient (WNG) descent that…

Machine Learning · Computer Science 2021-03-19 Ted Moskovitz , Michael Arbel , Ferenc Huszar , Arthur Gretton

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…

Machine Learning · Computer Science 2026-02-25 Guixian Chen , Salar Fattahi , Soroosh Shafiee

Deep reinforcement learning (RL) approaches have been broadly applied to a large number of robotics tasks, such as robot manipulation and autonomous driving. However, an open problem in deep RL is learning policies that are robust to…

Robotics · Computer Science 2023-12-19 Rohan Banerjee , Prishita Ray , Mark Campbell

We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…

Machine Learning · Statistics 2024-11-05 Daniel Kuhn , Peyman Mohajerin Esfahani , Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh

Driven by inherent uncertainty and the sim-to-real gap, robust reinforcement learning (RL) seeks to improve resilience against the complexity and variability in agent-environment sequential interactions. Despite the existence of a large…

Machine Learning · Computer Science 2025-02-28 Shangding Gu , Laixi Shi , Muning Wen , Ming Jin , Eric Mazumdar , Yuejie Chi , Adam Wierman , Costas Spanos

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

We describe an application of Wasserstein distance to Reinforcement Learning. The Wasserstein distance in question is between the distribution of mappings of trajectories of a policy into some metric space, and some other fixed distribution…

Machine Learning · Computer Science 2019-08-01 Mohammed Amin Abdullah , Aldo Pacchiano , Moez Draief

Deep Reinforcement Learning (RL) has shown remarkable success in robotics with complex and heterogeneous dynamics. However, its vulnerability to unknown disturbances and adversarial attacks remains a significant challenge. In this paper, we…

Robotics · Computer Science 2024-10-01 Hanyang Hu , Xilun Zhang , Xubo Lyu , Mo Chen

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

We present a geometric framework for Reinforcement Learning (RL) that views policies as maps into the Wasserstein space of action probabilities. First, we define a Riemannian structure induced by stationary distributions, proving its…

Machine Learning · Computer Science 2026-04-17 Mathias Dus