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We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

To mitigate the limitation that the classical reinforcement learning (RL) framework heavily relies on identical training and test environments, Distributionally Robust RL (DRRL) has been proposed to enhance performance across a range of…

Machine Learning · Statistics 2024-09-24 Zhipeng Liang , Xiaoteng Ma , Jose Blanchet , Jiheng Zhang , Zhengyuan Zhou

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

We apply reinforcement learning (RL) to robotics tasks. One of the drawbacks of traditional RL algorithms has been their poor sample efficiency. One approach to improve the sample efficiency is model-based RL. In our model-based RL…

Machine Learning · Computer Science 2023-05-16 Adithya Ramesh , Balaraman Ravindran

Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…

Machine Learning · Computer Science 2023-09-13 Nian Si , Fan Zhang , Zhengyuan Zhou , Jose Blanchet

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Optimization and Control · Mathematics 2025-07-08 Wenfan Ou , Sheng Bi

Deep Reinforcement Learning (DRL) has demonstrated great potentials in solving sequential decision making problems in many applications. Despite its promising performance, practical gaps exist when deploying DRL in real-world scenarios. One…

Machine Learning · Computer Science 2021-11-30 Chao-Han Huck Yang , Zhengling Qi , Yifan Cui , Pin-Yu Chen

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

Machine Learning · Statistics 2025-11-12 Zewu Zheng , Yuanyuan Lin

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…

Machine Learning · Statistics 2015-02-10 Jiashi Feng , Huan Xu , Shie Mannor

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

Machine Learning · Computer Science 2023-07-13 Anurag Ajay , Abhishek Gupta , Dibya Ghosh , Sergey Levine , Pulkit Agrawal

In this work we revisit the Mobility Robustness Optimisation (MRO) algorithm and study the possibility of learning the optimal Cell Individual Offset tuning using offline Reinforcement Learning. Such methods make use of collected offline…

Networking and Internet Architecture · Computer Science 2025-07-01 Pegah Alizadeh , Anastasios Giovanidis , Pradeepa Ramachandra , Vasileios Koutsoukis , Osama Arouk

Data-driven decision-making under uncertainty typically presumes the collection of historical data from an unknown target probability distribution. However, one may have no access to any data from the target distribution prior to…

Optimization and Control · Mathematics 2026-04-23 Xianyu Li , Huan Xu , Xiaolin Huang , Chao Shang

Offline Reinforcement Learning (RL) has shown promising results in learning a task-specific policy from a fixed dataset. However, successful offline RL often relies heavily on the coverage and quality of the given dataset. In scenarios…

Machine Learning · Computer Science 2024-05-01 Chenjia Bai , Lingxiao Wang , Jianye Hao , Zhuoran Yang , Bin Zhao , Zhen Wang , Xuelong Li

Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…

Machine Learning · Computer Science 2024-03-01 Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…

Model-based offline reinforcement learning trains policies using pre-collected datasets and learned environment models, eliminating the need for direct real-world environment interaction. However, this paradigm is inherently challenged by…

Machine Learning · Computer Science 2025-10-28 Wang Luo , Haoran Li , Zicheng Zhang , Congying Han , Chi Zhou , Jiayu Lv , Tiande Guo