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Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Reinforcement learning (RL) under changing environment models many real-world applications via nonstationary Markov Decision Processes (MDPs), and hence gains considerable interest. However, theoretical studies on nonstationary MDPs in the…

Machine Learning · Computer Science 2023-08-11 Yuan Cheng , Jing Yang , Yingbin Liang

Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical…

Methodology · Statistics 2024-12-19 Yu Gui , Rina Foygel Barber , Cong Ma

Robust Markov Decision Processes (RMDPs) provide a framework for sequential decision-making that is robust to perturbations on the transition kernel. However, current RMDP methods are often limited to small-scale problems, hindering their…

Machine Learning · Computer Science 2024-02-13 Kaixin Wang , Uri Gadot , Navdeep Kumar , Kfir Levy , Shie Mannor

Ensuring the robustness of deep reinforcement learning (DRL) agents against adversarial attacks is critical for their trustworthy deployment. Recent research highlights the challenges of achieving state-adversarial robustness and suggests…

Machine Learning · Computer Science 2025-02-25 Haoran Li , Zicheng Zhang , Wang Luo , Congying Han , Jiayu Lv , Tiande Guo , Yudong Hu

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

Machine Learning · Computer Science 2021-03-09 Ruosong Wang , Yifan Wu , Ruslan Salakhutdinov , Sham M. Kakade

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Deployment efficiency is an important criterion for many real-world applications of reinforcement learning (RL). Despite the community's increasing interest, there lacks a formal theoretical formulation for the problem. In this paper, we…

Machine Learning · Computer Science 2022-09-01 Jiawei Huang , Jinglin Chen , Li Zhao , Tao Qin , Nan Jiang , Tie-Yan Liu

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

Distance-based reward mechanisms in deep reinforcement learning (DRL) navigation systems suffer from critical safety limitations in dynamic environments, frequently resulting in collisions when visibility is restricted. We propose DRL-NSUO,…

Robotics · Computer Science 2025-03-04 Mingao Tan , Shanze Wang , Biao Huang , Zhibo Yang , Rongfei Chen , Xiaoyu Shen , Wei Zhang

Robust header compression (ROHC), critically positioned between the network and the MAC layers, plays an important role in modern wireless communication systems for improving data efficiency. This work investigates bi-directional ROHC…

Signal Processing · Electrical Eng. & Systems 2023-09-26 Shusen Jing , Songyang Zhang , Zhi Ding

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

Machine Learning · Statistics 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…

Machine Learning · Computer Science 2020-06-19 Annie Xie , James Harrison , Chelsea Finn

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

We study the Non-Stationary Reinforcement Learning (RL) under distribution shifts in both finite-horizon episodic and infinite-horizon discounted Markov Decision Processes (MDPs). In the finite-horizon case, the transition functions may…

Machine Learning · Computer Science 2026-03-31 Ha Manh Bui , Felix Parker , Kimia Ghobadi , Anqi Liu

Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…

Machine Learning · Computer Science 2020-11-24 Tianhe Yu , Garrett Thomas , Lantao Yu , Stefano Ermon , James Zou , Sergey Levine , Chelsea Finn , Tengyu Ma

Safely deploying robots in uncertain and dynamic environments requires a systematic accounting of various risks, both within and across layers in an autonomy stack from perception to motion planning and control. Many widely used motion…

Systems and Control · Electrical Eng. & Systems 2020-02-10 Venkatraman Renganathan , Iman Shames , Tyler H. Summers

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…

Machine Learning · Computer Science 2025-10-15 Chenliang Li , Junyu Leng , Jiaxiang Li , Youbang Sun , Shixiang Chen , Shahin Shahrampour , Alfredo Garcia

Reinforcement Learning (RL) based solutions are being adopted in a variety of domains including robotics, health care and industrial automation. Most focus is given to when these solutions work well, but they fail when presented with out of…

Machine Learning · Computer Science 2021-12-07 Aaqib Parvez Mohammed , Matias Valdenegro-Toro