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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…

Machine Learning · Computer Science 2025-09-23 Anthony Coache , Sebastian Jaimungal

We introduce a sampling perspective to tackle the challenging task of training robust Reinforcement Learning (RL) agents. Leveraging the powerful Stochastic Gradient Langevin Dynamics, we present a novel, scalable two-player RL algorithm,…

Machine Learning · Computer Science 2020-11-09 Parameswaran Kamalaruban , Yu-Ting Huang , Ya-Ping Hsieh , Paul Rolland , Cheng Shi , Volkan Cevher

A robust fixed-lag smoothing approach is proposed in the case there is a mismatch between the nominal model and the actual model. The resulting robust smoother is characterized by a dynamic game between two players: one player selects the…

Optimization and Control · Mathematics 2022-11-01 Shenglun Yi , Mattia Zorzi

Safety and stability are two critical concerns in pursuit-evasion (PE) problems in an obstacle-rich environment. Most existing works combine control barrier functions (CBFs) and reinforcement learning (RL) to provide an efficient and safe…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Xinyang Wang , Hongwei Zhang , Jun Xu , Shimin Wang , Martin Guay

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Reinforcement Learning (RL) is essentially a trial-and-error learning procedure which may cause unsafe behavior during the exploration-and-exploitation process. This hinders the application of RL to real-world control problems, especially…

Machine Learning · Computer Science 2021-05-03 Yutong Li , Nan Li , H. Eric Tseng , Anouck Girard , Dimitar Filev , Ilya Kolmanovsky

Gradient temporal difference (Gradient TD) algorithms are a popular class of stochastic approximation (SA) algorithms used for policy evaluation in reinforcement learning. Here, we consider Gradient TD algorithms with an additional heavy…

Machine Learning · Computer Science 2021-11-23 Rohan Deb , Shalabh Bhatnagar

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

Optimization and Control · Mathematics 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…

Systems and Control · Computer Science 2018-05-18 Arunselvan Ramaswamy , Shalabh Bhatnagar

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

Robust training methods typically defend against specific attack types, such as Lp attacks with fixed budgets, and rarely account for the fact that defenders may encounter new attacks over time. A natural solution is to adapt the defended…

Machine Learning · Computer Science 2025-02-07 Sihui Dai , Christian Cianfarani , Arjun Bhagoji , Vikash Sehwag , Prateek Mittal

Reinforcement learning (RL) and model predictive control (MPC) offer a wealth of distinct approaches for automatic decision-making under uncertainty. Given the impact both fields have had independently across numerous domains, there is…

Systems and Control · Electrical Eng. & Systems 2025-10-13 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , R. Bhushan Gopaluni , Ali Mesbah

Recent work has extensively shown that randomized perturbations of neural networks can improve robustness to adversarial attacks. The literature is, however, lacking a detailed compare-and-contrast of the latest proposals to understand what…

Machine Learning · Computer Science 2020-06-09 Adam Dziedzic , Sanjay Krishnan

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…

Robotics · Computer Science 2022-08-31 Y. Cheng , P. Zhao , F. Wang , D. J. Block , N. Hovakimyan

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

Machine Learning · Computer Science 2025-08-27 Wenchuan Mu , Kwan Hui Lim

As a pivotal component to attaining generalizable solutions in human intelligence, reasoning provides great potential for reinforcement learning (RL) agents' generalization towards varied goals by summarizing part-to-whole arguments and…

Machine Learning · Computer Science 2023-05-18 Wenhao Ding , Haohong Lin , Bo Li , Ding Zhao

In this work we address the problem of performing a repetitive task when we have uncertain observations and dynamics. We formulate this problem as an iterative infinite horizon optimal control problem with output feedback. Previously, this…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Lukas Brunke , Siqi Zhou , Angela P. Schoellig

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

Machine Learning · Computer Science 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii
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