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In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…

Optimization and Control · Mathematics 2022-03-29 Camilo Garcia Trillos , Nicolas Garcia Trillos

Chaotic dynamical systems pose a fundamental challenge for Reinforcement Learning (RL): exponential sensitivity to initial conditions induces high-variance bootstrap targets and poorly conditioned gradient updates. Chaotic dynamics arise…

Machine Learning · Computer Science 2026-05-29 James Rudd-Jones , Mirco Musolesi , María Pérez-Ortiz

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

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Machine Learning · Computer Science 2021-04-23 Eric Benhamou , David Saltiel , Serge Tabachnik , Sui Kai Wong , François Chareyron

In this letter, we investigate learning forward dynamics models and multi-step prediction of state variables (long-term prediction) for contact-rich manipulation. The problems are formulated in the context of model-based reinforcement…

Robotics · Computer Science 2020-09-29 Shahbaz Abdul Khader , Hang Yin , Pietro Falco , Danica Kragic

The deepening penetration of renewable resources into power systems entails great difficulties that have not been surmounted satisfactorily. An issue that merits special attention is the short-term planning of power systems under net load…

Optimization and Control · Mathematics 2020-12-15 Ogun Yurdakul , Fikret Sivrikaya , Sahin Albayrak

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

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

Reinforcement learning has achieved remarkable performance in a wide range of tasks these days. Nevertheless, some unsolved problems limit its applications in real-world control. One of them is model misspecification, a situation where an…

Machine Learning · Computer Science 2021-03-30 Lebin Yu , Jian Wang , Xudong Zhang

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

Deep model-based reinforcement learning methods offer a conceptually simple approach to the decision-making and control problem: use learning for the purpose of estimating an approximate dynamics model, and offload the rest of the work to…

Machine Learning · Computer Science 2023-07-13 Michael Janner

At the heart of reinforcement learning are actions -- decisions made in response to observations of the environment. Actions are equally fundamental in the modeling of stochastic processes, as they trigger discontinuous state transitions…

Machine Learning · Statistics 2025-10-31 Ruimin He , Shaowei Lin

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…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…

Machine Learning · Computer Science 2025-08-27 Xin Du , Subramanian Ramamoorthy , Wouter Duivesteijn , Jin Tian , Mykola Pechenizkiy

We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achieve low sample complexity. To achieve low sample complexity, since the…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Peter Stone

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…

Optimization and Control · Mathematics 2021-06-15 Mengmeng Li , Tobias Sutter , Daniel Kuhn

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…

Machine Learning · Computer Science 2020-06-08 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar