Related papers: Sequential Decision-Making under Uncertainty: A Ro…
Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…
Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…
One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…
We consider Markov decision processes (MDPs) with unknown disturbance distribution and address this problem using the robust Markov decision process (RMDP) approach. We construct the empirical distribution of the unknown disturbance…
Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…
We present an efficient robust value iteration for \texttt{s}-rectangular robust Markov Decision Processes (MDPs) with a time complexity comparable to standard (non-robust) MDPs which is significantly faster than any existing method. We do…
Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…
We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…
Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…
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…
Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…
We study non-rectangular robust Markov decision processes under the average-reward criterion, where the ambiguity set couples transition probabilities across states and the adversary commits to a stationary kernel for the entire horizon. We…
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…
Robust Markov Decision Processes (RMDPs) intend to ensure robustness with respect to changing or adversarial system behavior. In this framework, transitions are modeled as arbitrary elements of a known and properly structured uncertainty…
We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…
The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…
Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…
Robust Markov Decision Processes (RMDPs) generalize classical MDPs that consider uncertainties in transition probabilities by defining a set of possible transition functions. An objective is a set of runs (or infinite trajectories) of the…
The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce…
Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…