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Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…

Machine Learning · Computer Science 2025-08-26 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

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.…

Machine Learning · Computer Science 2024-05-10 Kishan Panaganti , Adam Wierman , Eric Mazumdar

Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Reinforcement Learning (RL) agents can solve diverse tasks but often exhibit unsafe behavior. Constrained Markov Decision Processes (CMDPs) address this by enforcing safety constraints, yet existing methods either sacrifice reward…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Siddharth H. Nair , Francesco Borrelli

In robust Markov decision processes (RMDPs), it is assumed that the reward and the transition dynamics lie in a given uncertainty set. By targeting maximal return under the most adversarial model from that set, RMDPs address performance…

Machine Learning · Computer Science 2024-02-13 Uri Gadot , Esther Derman , Navdeep Kumar , Maxence Mohamed Elfatihi , Kfir Levy , Shie Mannor

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…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Robust Markov decision processes (MDPs) have attracted significant interest due to their ability to protect MDPs from poor out-of-sample performance in the presence of ambiguity. In contrast to classical MDPs, which account for…

Optimization and Control · Mathematics 2026-02-06 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

This paper presents a safe model predictive control (SMPC) framework designed to ensure the satisfaction of hard constraints for systems perturbed by an external disturbance. Such safety guarantees are ensured, despite the disturbance, by…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Ying Shuai Quan , Mohammad Jeddi , Francesco Prignoli , Paolo Falcone

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…

Machine Learning · Computer Science 2025-03-25 Yannik Schnitzer , Alessandro Abate , David Parker

Robots must satisfy safety-critical state and input constraints despite disturbances and model mismatch. We introduce a robust model predictive control (RMPC) formulation that is fast, scalable, and compatible with real-time implementation.…

Optimization and Control · Mathematics 2025-09-24 Antoine P. Leeman , Johannes Köhler , Melanie N. Zeilinger

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha
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