# Online Robust Reinforcement Learning with Model Uncertainty

arXiv: https://arxiv.org/abs/2109.14523 · HTML: https://mlsanity.com/paper/2109.14523/

## Key facts

- Cited by 96 papers in the map (data through 14 Oct 2026).
- Builds on 33 of its 67 references that are in the map.
- First posted on arXiv 29 Sep 2021.

## Builds on (most cited first, 30 of 33)

- [Robust Adversarial Reinforcement Learning](https://mlsanity.com/paper/1703.02702/) (2017)
- [Adversarial Attacks on Neural Network Policies](https://mlsanity.com/paper/1702.02284/) (2017)
- [On the Global Convergence Rates of Softmax Policy Gradient Methods](https://mlsanity.com/paper/2005.06392/) (2020)
- [A Finite Time Analysis of Temporal Difference Learning With Linear Function Approximation](https://mlsanity.com/paper/1806.02450/) (2018)
- [Fast Global Convergence of Natural Policy Gradient Methods with Entropy Regularization](https://mlsanity.com/paper/2007.06558/) (2020)
- [Tactics of Adversarial Attack on Deep Reinforcement Learning Agents](https://mlsanity.com/paper/1703.06748/) (2017)
- [Finite-Time Error Bounds For Linear Stochastic Approximation and TD Learning](https://mlsanity.com/paper/1902.00923/) (2019)
- [Neural Policy Gradient Methods: Global Optimality and Rates of Convergence](https://mlsanity.com/paper/1909.01150/) (2019)
- [Robust Deep Reinforcement Learning with Adversarial Attacks](https://mlsanity.com/paper/1712.03632/) (2017)
- [EPOpt: Learning Robust Neural Network Policies Using Model Ensembles](https://mlsanity.com/paper/1610.01283/) (2016)
- [A Finite Time Analysis of Two Time-Scale Actor Critic Methods](https://mlsanity.com/paper/2005.01350/) (2020)
- [Delving into adversarial attacks on deep policies](https://mlsanity.com/paper/1705.06452/) (2017)
- [Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learning](https://mlsanity.com/paper/2002.00260/) (2020)
- [Sample Complexity of Asynchronous Q-Learning: Sharper Analysis and Variance Reduction](https://mlsanity.com/paper/2006.03041/) (2020)
- [Finite-Sample Analysis for SARSA with Linear Function Approximation](https://mlsanity.com/paper/1902.02234/) (2019)
- [Variance-reduced Q-learning is minimax optimal](https://mlsanity.com/paper/1906.04697/) (2019)
- [Robust Reinforcement Learning using Adversarial Populations](https://mlsanity.com/paper/2008.01825/) (2020)
- [Wasserstein Robust Reinforcement Learning](https://mlsanity.com/paper/1907.13196/) (2019)
- [On the Sample Complexity of Actor-Critic Method for Reinforcement Learning with Function Approximation](https://mlsanity.com/paper/1910.08412/) (2019)
- [Finite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise](https://mlsanity.com/paper/2002.01268/) (2020)
- [Reinforcement Learning under Model Mismatch](https://mlsanity.com/paper/1706.04711/) (2017)
- [Finite-Time Performance Bounds and Adaptive Learning Rate Selection for Two Time-Scale Reinforcement Learning](https://mlsanity.com/paper/1907.06290/) (2019)
- [Finite-Sample Analysis of Proximal Gradient TD Algorithms](https://mlsanity.com/paper/2006.14364/) (2020)
- [Two Time-scale Off-Policy TD Learning: Non-asymptotic Analysis over Markovian Samples](https://mlsanity.com/paper/1909.11907/) (2019)
- [A Tale of Two-Timescale Reinforcement Learning with the Tightest Finite-Time Bound](https://mlsanity.com/paper/1911.09157/) (2019)
- [Robust Reinforcement Learning with Wasserstein Constraint](https://mlsanity.com/paper/2006.00945/) (2020)
- [Sample Complexity Bounds for Two Timescale Value-based Reinforcement Learning Algorithms](https://mlsanity.com/paper/2011.05053/) (2020)
- [Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation](https://mlsanity.com/paper/1912.10583/) (2019)
- [Finite-sample Analysis of Greedy-GQ with Linear Function Approximation under Markovian Noise](https://mlsanity.com/paper/2005.10175/) (2020)
- [Variance-Reduced Off-Policy TDC Learning: Non-Asymptotic Convergence Analysis](https://mlsanity.com/paper/2010.13272/) (2020)

## Built on by (most cited first, 30 of 96)

- [RAMBO-RL: Robust Adversarial Model-Based Offline Reinforcement Learning](https://mlsanity.com/paper/2204.12581/) (2022)
- [Robust Reinforcement Learning using Offline Data](https://mlsanity.com/paper/2208.05129/) (2022)
- [Distributionally Robust Model-Based Offline Reinforcement Learning with Near-Optimal Sample Complexity](https://mlsanity.com/paper/2208.05767/) (2022)
- [Policy Gradient Method For Robust Reinforcement Learning](https://mlsanity.com/paper/2205.07344/) (2022)
- [The Curious Price of Distributional Robustness in Reinforcement Learning with a Generative Model](https://mlsanity.com/paper/2305.16589/) (2023)
- [Double Pessimism is Provably Efficient for Distributionally Robust Offline Reinforcement Learning: Generic Algorithm and Robust Partial Coverage](https://mlsanity.com/paper/2305.09659/) (2023)
- [Improved Sample Complexity Bounds for Distributionally Robust Reinforcement Learning](https://mlsanity.com/paper/2303.02783/) (2023)
- [Policy Gradient in Robust MDPs with Global Convergence Guarantee](https://mlsanity.com/paper/2212.10439/) (2022)
- [Natural Actor-Critic for Robust Reinforcement Learning with Function Approximation](https://mlsanity.com/paper/2307.08875/) (2023)
- [Robust Multi-Agent Reinforcement Learning with State Uncertainty](https://mlsanity.com/paper/2307.16212/) (2023)
- [First-order Policy Optimization for Robust Markov Decision Process](https://mlsanity.com/paper/2209.10579/) (2022)
- [Distributionally Robust Reinforcement Learning with Interactive Data Collection: Fundamental Hardness and Near-Optimal Algorithms](https://mlsanity.com/paper/2404.03578/) (2024)
- [Seeing is not Believing: Robust Reinforcement Learning against Spurious Correlation](https://mlsanity.com/paper/2307.07907/) (2023)
- [Robust Average-Reward Markov Decision Processes](https://mlsanity.com/paper/2301.00858/) (2023)
- [Efficient Policy Iteration for Robust Markov Decision Processes via Regularization](https://mlsanity.com/paper/2205.14327/) (2022)
- [Model-Free Robust Average-Reward Reinforcement Learning](https://mlsanity.com/paper/2305.10504/) (2023)
- [Online Policy Optimization for Robust MDP](https://mlsanity.com/paper/2209.13841/) (2022)
- [Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learning](https://mlsanity.com/paper/2403.09621/) (2024)
- [RobustVLA: Robustness-Aware Reinforcement Post-Training for Vision-Language-Action Models](https://mlsanity.com/paper/2511.01331/) (2025)
- [Calibrating Multimodal Learning](https://mlsanity.com/paper/2306.01265/) (2023)
- [Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity](https://mlsanity.com/paper/2306.11626/) (2023)
- [Distributionally Robust Model-based Reinforcement Learning with Large State Spaces](https://mlsanity.com/paper/2309.02236/) (2023)
- [Single-Trajectory Distributionally Robust Reinforcement Learning](https://mlsanity.com/paper/2301.11721/) (2023)
- [Robust Constrained Reinforcement Learning](https://mlsanity.com/paper/2209.06866/) (2022)
- [Distributionally Robust Constrained Reinforcement Learning under Strong Duality](https://mlsanity.com/paper/2406.15788/) (2024)
- [Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processes](https://mlsanity.com/paper/2403.12946/) (2024)
- [Bridging Distributionally Robust Learning and Offline RL: An Approach to Mitigate Distribution Shift and Partial Data Coverage](https://mlsanity.com/paper/2310.18434/) (2023)
- [Towards Robust Model-Based Reinforcement Learning Against Adversarial Corruption](https://mlsanity.com/paper/2402.08991/) (2024)
- [Adjustable Robust Reinforcement Learning for Online 3D Bin Packing](https://mlsanity.com/paper/2310.04323/) (2023)
- [Solving Long-run Average Reward Robust MDPs via Stochastic Games](https://mlsanity.com/paper/2312.13912/) (2023)

## Abstract (arXiv)

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a misspecified MDP that generates a single sample trajectory sequentially and is assumed to be unknown. We develop a sample-based approach to estimate the unknown uncertainty set and design a robust Q-learning algorithm (tabular case) and robust TDC algorithm (function approximation setting), which can be implemented in an online and incremental fashion. For the robust Q-learning algorithm, we prove that it converges to the optimal robust Q function, and for the robust TDC algorithm, we prove that it converges asymptotically to some stationary points. Unlike the results in [Roy et al., 2017], our algorithms do not need any additional conditions on the discount factor to guarantee the convergence. We further characterize the finite-time error bounds of the two algorithms and show that both the robust Q-learning and robust TDC algorithms converge as fast as their vanilla counterparts(within a constant factor). Our numerical experiments further demonstrate the robustness of our algorithms. Our approach can be readily extended to robustify many other algorithms, e.g., TD, SARSA, and other GTD algorithms.