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Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

We study robust Markov decision processes (RMDPs) with non-rectangular uncertainty sets, which capture interdependencies across states unlike traditional rectangular models. While non-rectangular robust policy evaluation is generally…

Artificial Intelligence · Computer Science 2025-02-14 Navdeep Kumar , Adarsh Gupta , Maxence Mohamed Elfatihi , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

We study offline meta-reinforcement learning, a practical reinforcement learning paradigm that learns from offline data to adapt to new tasks. The distribution of offline data is determined jointly by the behavior policy and the task.…

Machine Learning · Computer Science 2022-06-22 Haoqi Yuan , Zongqing Lu

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…

Machine Learning · Computer Science 2024-06-04 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Yifan Hu , Andreas Krause , Ilija Bogunovic

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…

Computational Complexity · Computer Science 2026-05-11 Ali Asadi , Krishnendu Chatterjee , Alipasha Montaseri , Ali Shafiee

We investigate the fundamental problem of leveraging offline data to accelerate online reinforcement learning - a direction with strong potential but limited theoretical grounding. Our study centers on how to learn and apply value envelopes…

Machine Learning · Statistics 2025-10-23 Sebastian Reboul , Hélène Halconruy , Randal Douc

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

Machine Learning · Computer Science 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Deep reinforcement learning (RL) has made it possible to solve complex robotics problems using neural networks as function approximators. However, the policies trained on stationary environments suffer in terms of generalization when…

Robotics · Computer Science 2021-11-09 Aditya M. Deshpande , Ali A. Minai , Manish Kumar

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

Machine Learning · Statistics 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

Optimization and Control · Mathematics 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu
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