Sample Complexity of Robust Reinforcement Learning with a Generative Model
Not on the map. Why?
Cited by 33 in Deep reinforcement learning methods, but placed by its own abstract, which didn’t fit.
Abstract (arXiv)
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is typically formulated as a max-min problem, where the objective is to find the policy that maximizes the value function for the worst possible model that lies in an uncertainty set around a nominal model. The standard robust dynamic programming approach requires the knowledge of the nominal model for computing the optimal robust policy. In this work, we propose a model-based reinforcement learning (RL) algorithm for learning an ε-optimal robust policy when the nominal model is unknown. We consider three different forms of uncertainty sets, characterized by the total variation distance, chi-square divergence, and KL divergence. For each of these uncertainty sets, we give a precise characterization of the sample complexity of our proposed algorithm. In addition to the sample complexity results, we also present a formal analytical argument on the benefit of using robust policies. Finally, we demonstrate the performance of our algorithm on two benchmark problems.
Key facts. Cited by 83 papers in the map (data through 14 Oct 2026). Builds on 15 of its 39 references that are in the map. First posted on arXiv 2 Dec 2021.
Builds on
15 of 39 references.
References · 15
- 2016OpenAI Gymcited by 1,736
- 2017Robust Adversarial Reinforcement Learningcited by 451
- 2020Robust Deep Reinforcement Learning against Adversarial Perturbations on State Observationscited by 238
- 2019Model-Based Reinforcement Learning with a Generative Model is Minimax Optimalcited by 127
- 2020Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Modelcited by 109
- 2019Robust Reinforcement Learning for Continuous Control with Model Misspecificationcited by 78
- 2017Reinforcement Learning under Model Mismatchcited by 52
- 2019Policy Optimization for H2 Linear Control with H_∞ Robustness Guarantee: Implicit Regularization and Global Convergencecited by 46
- 2019Beyond Confidence Regions: Tight Bayesian Ambiguity Sets for Robust MDPscited by 40
- 2018Soft-Robust Actor-Critic Policy-Gradientcited by 37
- 2019A Bayesian Approach to Robust Reinforcement Learningcited by 34
- 2015Distributionally Robust Counterpart in Markov Decision Processescited by 33
3 more
- 2021Towards Theoretical Understandings of Robust Markov Decision Processes: Sample Complexity and Asymptoticscited by 27
- 2014Empirical Q-Value Iterationcited by 7
- 2013Empirical Dynamic Programmingcited by 6
Built on by
Citing papers per year: 2022: 9; 2023: 25; 2024: 20; 2025: 17; 2026: 12.
83 papers.
Sort:
By area:
- 2022Robust Reinforcement Learning using Offline Datacited by 96
- 2022Distributionally Robust Model-Based Offline Reinforcement Learning with Near-Optimal Sample Complexitycited by 87
- 2022Policy Gradient Method For Robust Reinforcement Learningcited by 69
- 2023The Curious Price of Distributional Robustness in Reinforcement Learning with a Generative Modelcited by 52
- 2023Double Pessimism is Provably Efficient for Distributionally Robust Offline Reinforcement Learning: Generic Algorithm and Robust Partial Coveragecited by 51
- 2023Improved Sample Complexity Bounds for Distributionally Robust Reinforcement Learningcited by 44
- 2022Policy Gradient in Robust MDPs with Global Convergence Guaranteecited by 38
- 2023A Finite Sample Complexity Bound for Distributionally Robust Q-learningcited by 36
- 2023Natural Actor-Critic for Robust Reinforcement Learning with Function Approximationcited by 36
- 2022Doubly Robust Distributionally Robust Off-Policy Evaluation and Learningcited by 34
- 2022First-order Policy Optimization for Robust Markov Decision Processcited by 32
- 2023Sample Complexity of Variance-reduced Distributionally Robust Q-learningcited by 29
38 more
- 2024Distributionally Robust Reinforcement Learning with Interactive Data Collection: Fundamental Hardness and Near-Optimal Algorithmscited by 26
- 2023Seeing is not Believing: Robust Reinforcement Learning against Spurious Correlationcited by 25
- 2024Distributionally Robust Off-Dynamics Reinforcement Learning: Provable Efficiency with Linear Function Approximationcited by 25
- 2023Robust Average-Reward Markov Decision Processescited by 22
- 2023Towards Minimax Optimality of Model-based Robust Reinforcement Learningcited by 22
- 2023Replicable Reinforcement Learningcited by 21
- 2023Model-Free Robust Average-Reward Reinforcement Learningcited by 20
- 2022Online Policy Optimization for Robust MDPcited by 19
- 2023On the Foundation of Distributionally Robust Reinforcement Learningcited by 18
- 2024Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learningcited by 18
- 2025Robust LLM Alignment via Distributionally Robust Direct Preference Optimizationcited by 18
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexitycited by 17
- 2023Distributionally Robust Model-based Reinforcement Learning with Large State Spacescited by 17
- 2023Single-Trajectory Distributionally Robust Reinforcement Learningcited by 16
- 2024Upper and Lower Bounds for Distributionally Robust Off-Dynamics Reinforcement Learningcited by 16
- 2022Robust Constrained Reinforcement Learningcited by 15
- 2024Distributionally Robust Constrained Reinforcement Learning under Strong Dualitycited by 15
- 2024Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processescited by 14
- 2023Bridging Distributionally Robust Learning and Offline RL: An Approach to Mitigate Distribution Shift and Partial Data Coveragecited by 12
- 2023Robust Markov Decision Processes without Model Estimationcited by 11
- 2024Near-Optimal Policy Identification in Robust Constrained Markov Decision Processes via Epigraph Formcited by 10
- 2024Model-Free Robust Reinforcement Learning with Sample Complexity Analysiscited by 9
- 2023Bring Your Own (Non-Robust) Algorithm to Solve Robust MDPs by Estimating The Worst Kernelcited by 8
- 2024Constrained Reinforcement Learning Under Model Mismatchcited by 8
- 2024Hybrid Transfer Reinforcement Learning: Provable Sample Efficiency from Shifted-Dynamics Datacited by 8
- 2024Robust Offline Reinforcement Learning with Linearly Structured f-Divergence Regularizationcited by 8
- 2024Geometric Active Exploration in Markov Decision Processes: the Benefit of Abstractioncited by 6
- 2025Efficient Policy Optimization in Robust Constrained MDPs with Iteration Complexity Guaranteescited by 6
- 2025ORVIT: Near-Optimal Online Distributionally Robust Reinforcement Learningcited by 6
- 2024Roping in Uncertainty: Robustness and Regularization in Markov Gamescited by 5
- 2025Near-Optimal Sample Complexity for Iterated CVaR Reinforcement Learning with a Generative Modelcited by 5
- 2023Bayesian Risk-Averse Q-Learning with Streaming Observationscited by 4
- 2024Tractable Equilibrium Computation in Markov Games through Risk Aversioncited by 4
- 2025Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Dualitycited by 4
- 2023Connected Superlevel Set in (Deep) Reinforcement Learning and its Application to Minimax Theoremscited by 3
- 2023Achieving the Asymptotically Optimal Sample Complexity of Offline Reinforcement Learning: A DRO-Based Approachcited by 3
- 2023Provably Efficient Offline Reinforcement Learning with Perturbed Data Sourcescited by 3
- 2024Policy Gradient for Robust Markov Decision Processescited by 3
50 most cited of 83 All 83 (JSON)
- 2026Scalable Robust MCTS with Anytime Deterministic Optimality Guarantees11 Oct 2026
- 2026Linear Programming Representations and Strongly Polynomial Algorithms for Robust Markov Decision Processes1 Oct 2026
- 2026Online Robust Reinforcement Learning Through Monte-Carlo Planning16 Sep 2026
- 2026Robust PAC Learning of Concurrent Stochastic Games3 Sep 2026
- 2026Online Security Learning in Cooperative Multi-Agent Systems under Hidden Byzantine Attacks6 Aug 2026
- 2026Stationary Robust Mean-Field Games under Model Mismatches21 Jun 2026
- 2026Evolving Robustness--Exploration Trade-off in Online Reinforcement Learning via Quantile Bayesian Risk MDPs23 May 2026
- 2026Minimax Optimal Variance-Aware Regret Bounds for Multinomial Logistic MDPs19 May 2026
- 2026Central Limit Theorem for Two-Time-Scale Approximate Distributionally Robust RL8 May 2026
- 2026The Price of Paranoia: Robust Risk-Sensitive Cooperation in Non-Stationary Multi-Agent Reinforcement Learning17 Apr 2026
- 2026Data-driven robust Markov decision processes on Borel spaces: performance guarantees via an axiomatic approach9 Mar 2026
- 2026Reinforcement Learning for Control Systems with Time Delays: A Comprehensive Survey30 Jan 2026
38 more
- 2025Online Robust Reinforcement Learning with General Function Approximation22 Dec 2025
- 2025Provably Efficient Sample Complexity for Robust CMDP10 Nov 2025
- 2025Primal-Only Actor Critic Algorithm for Robust Constrained Average Cost MDPs7 Nov 2025
- 2025Finite-Time Convergence of Single-Trajectory Chi-Square Robust Q-Learning With Linear Function Approximation2 Oct 2025
- 2025Optimism as Risk-Seeking in Multi-Agent Reinforcement Learning28 Sep 2025
- 2025Online Bayesian Risk-Averse Reinforcement Learning17 Sep 2025
- 2025Online Robust Planning under Model Uncertainty: A Sample-Based Approach12 Sep 2025
- 2025Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Duality24 Aug 2025
- 2025ORVIT: Near-Optimal Online Distributionally Robust Reinforcement Learning5 Aug 2025
- 2025Statistical and Algorithmic Foundations of Reinforcement Learning19 Jul 2025
- 2025DR-SAC: Distributionally Robust Soft Actor-Critic for Reinforcement Learning under Uncertainty14 Jun 2025
- 2025Efficient Policy Optimization in Robust Constrained MDPs with Iteration Complexity Guarantees25 May 2025
- 2025Pessimism Principle Can Be Effective: Towards a Framework for Zero-Shot Transfer Reinforcement Learning24 May 2025
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysis18 May 2025
- 2025Near-Optimal Sample Complexities of Divergence-based S-rectangular Distributionally Robust Reinforcement Learning18 May 2025
- 2025Near-Optimal Sample Complexity for Iterated CVaR Reinforcement Learning with a Generative Model11 Mar 2025
- 2025Robust LLM Alignment via Distributionally Robust Direct Preference Optimization4 Feb 2025
- 2024Online MDP with Transition Prototypes: A Robust Adaptive Approach18 Dec 2024
- 2024Robust Offline Reinforcement Learning with Linearly Structured f-Divergence Regularization27 Nov 2024
- 2024Robust Offline Reinforcement Learning for Non-Markovian Decision Processes12 Nov 2024
- 2024Hybrid Transfer Reinforcement Learning: Provable Sample Efficiency from Shifted-Dynamics Data6 Nov 2024
- 2024Policy Gradient for Robust Markov Decision Processes29 Oct 2024
- 2024Upper and Lower Bounds for Distributionally Robust Off-Dynamics Reinforcement Learning30 Sep 2024
- 2024Near-Optimal Policy Identification in Robust Constrained Markov Decision Processes via Epigraph Form29 Aug 2024
- 2024Geometric Active Exploration in Markov Decision Processes: the Benefit of Abstraction18 Jul 2024
- 2024Q-Learning under Finite Model Uncertainty5 Jul 2024
- 2024Model-Free Robust Reinforcement Learning with Sample Complexity Analysis24 Jun 2024
- 2024Distributionally Robust Constrained Reinforcement Learning under Strong Duality22 Jun 2024
- 2024Tractable Equilibrium Computation in Markov Games through Risk Aversion20 Jun 2024
- 2024Learning Optimal Distributionally Robust Stochastic Control in Continuous State Spaces17 Jun 2024
- 2024Roping in Uncertainty: Robustness and Regularization in Markov Games13 Jun 2024
- 2024RRLS : Robust Reinforcement Learning Suite12 Jun 2024
- 2024Constrained Reinforcement Learning Under Model Mismatch2 May 2024
- 2024Distributionally Robust Reinforcement Learning with Interactive Data Collection: Fundamental Hardness and Near-Optimal Algorithms4 Apr 2024
- 2024Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processes19 Mar 2024
- 2024Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learning14 Mar 2024
- 2024Distributionally Robust Off-Dynamics Reinforcement Learning: Provable Efficiency with Linear Function Approximation23 Feb 2024
- 2023On the Foundation of Distributionally Robust Reinforcement Learning15 Nov 2023
50 newest of 83 All 83 (JSON)
- 2024Distributionally Robust Reinforcement Learning with Interactive Data Collection: Fundamental Hardness and Near-Optimal Algorithmscited by 26
- 2024Distributionally Robust Off-Dynamics Reinforcement Learning: Provable Efficiency with Linear Function Approximationcited by 25
- 2024Upper and Lower Bounds for Distributionally Robust Off-Dynamics Reinforcement Learningcited by 16
- 2024Distributionally Robust Constrained Reinforcement Learning under Strong Dualitycited by 15
- 2024Near-Optimal Policy Identification in Robust Constrained Markov Decision Processes via Epigraph Formcited by 10
- 2024Model-Free Robust Reinforcement Learning with Sample Complexity Analysiscited by 9
- 2024Constrained Reinforcement Learning Under Model Mismatchcited by 8
- 2024Hybrid Transfer Reinforcement Learning: Provable Sample Efficiency from Shifted-Dynamics Datacited by 8
- 2024Geometric Active Exploration in Markov Decision Processes: the Benefit of Abstractioncited by 6
- 2025Efficient Policy Optimization in Robust Constrained MDPs with Iteration Complexity Guaranteescited by 6
- 2025ORVIT: Near-Optimal Online Distributionally Robust Reinforcement Learningcited by 6
- 2025Near-Optimal Sample Complexity for Iterated CVaR Reinforcement Learning with a Generative Modelcited by 5
12 most cited of 32 All 32 (JSON)
- 2026Online Robust Reinforcement Learning Through Monte-Carlo Planning16 Sep 2026
- 2026Stationary Robust Mean-Field Games under Model Mismatches21 Jun 2026
- 2026Evolving Robustness--Exploration Trade-off in Online Reinforcement Learning via Quantile Bayesian Risk MDPs23 May 2026
- 2026Minimax Optimal Variance-Aware Regret Bounds for Multinomial Logistic MDPs19 May 2026
- 2026Central Limit Theorem for Two-Time-Scale Approximate Distributionally Robust RL8 May 2026
- 2026Reinforcement Learning for Control Systems with Time Delays: A Comprehensive Survey30 Jan 2026
- 2025Online Robust Reinforcement Learning with General Function Approximation22 Dec 2025
- 2025Primal-Only Actor Critic Algorithm for Robust Constrained Average Cost MDPs7 Nov 2025
- 2025Finite-Time Convergence of Single-Trajectory Chi-Square Robust Q-Learning With Linear Function Approximation2 Oct 2025
- 2025Online Bayesian Risk-Averse Reinforcement Learning17 Sep 2025
- 2025Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Duality24 Aug 2025
- 2025ORVIT: Near-Optimal Online Distributionally Robust Reinforcement Learning5 Aug 2025
12 newest of 32 All 32 (JSON)
- 2022Distributionally Robust Model-Based Offline Reinforcement Learning with Near-Optimal Sample Complexitycited by 87
- 2023Double Pessimism is Provably Efficient for Distributionally Robust Offline Reinforcement Learning: Generic Algorithm and Robust Partial Coveragecited by 51
- 2024Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learningcited by 18
- 2024Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processescited by 14
- 2023Bridging Distributionally Robust Learning and Offline RL: An Approach to Mitigate Distribution Shift and Partial Data Coveragecited by 12
- 2024Robust Offline Reinforcement Learning with Linearly Structured f-Divergence Regularizationcited by 8
- 2023Achieving the Asymptotically Optimal Sample Complexity of Offline Reinforcement Learning: A DRO-Based Approachcited by 3
- 2023Provably Efficient Offline Reinforcement Learning with Perturbed Data Sourcescited by 3
- 2024Robust Offline Reinforcement Learning for Non-Markovian Decision Processescited by 0
- 2024Robust Offline Reinforcement Learning with Linearly Structured f-Divergence Regularization27 Nov 2024
- 2024Robust Offline Reinforcement Learning for Non-Markovian Decision Processes12 Nov 2024
- 2024Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processes19 Mar 2024
- 2024Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learning14 Mar 2024
- 2023Bridging Distributionally Robust Learning and Offline RL: An Approach to Mitigate Distribution Shift and Partial Data Coverage27 Oct 2023
- 2023Provably Efficient Offline Reinforcement Learning with Perturbed Data Sources14 Jun 2023
- 2023Achieving the Asymptotically Optimal Sample Complexity of Offline Reinforcement Learning: A DRO-Based Approach22 May 2023
- 2023Double Pessimism is Provably Efficient for Distributionally Robust Offline Reinforcement Learning: Generic Algorithm and Robust Partial Coverage16 May 2023
- 2022Distributionally Robust Model-Based Offline Reinforcement Learning with Near-Optimal Sample Complexity11 Aug 2022
- 2022Robust Reinforcement Learning using Offline Datacited by 96
- 2022Policy Gradient Method For Robust Reinforcement Learningcited by 69
- 2023The Curious Price of Distributional Robustness in Reinforcement Learning with a Generative Modelcited by 52
- 2023Improved Sample Complexity Bounds for Distributionally Robust Reinforcement Learningcited by 44
- 2022Policy Gradient in Robust MDPs with Global Convergence Guaranteecited by 38
- 2023A Finite Sample Complexity Bound for Distributionally Robust Q-learningcited by 36
- 2023Natural Actor-Critic for Robust Reinforcement Learning with Function Approximationcited by 36
- 2022Doubly Robust Distributionally Robust Off-Policy Evaluation and Learningcited by 34
- 2022First-order Policy Optimization for Robust Markov Decision Processcited by 32
- 2023Sample Complexity of Variance-reduced Distributionally Robust Q-learningcited by 29
- 2023Seeing is not Believing: Robust Reinforcement Learning against Spurious Correlationcited by 25
- 2023Robust Average-Reward Markov Decision Processescited by 22
12 most cited of 41 All 41 (JSON)
- 2026Scalable Robust MCTS with Anytime Deterministic Optimality Guarantees11 Oct 2026
- 2026Linear Programming Representations and Strongly Polynomial Algorithms for Robust Markov Decision Processes1 Oct 2026
- 2026Robust PAC Learning of Concurrent Stochastic Games3 Sep 2026
- 2026Online Security Learning in Cooperative Multi-Agent Systems under Hidden Byzantine Attacks6 Aug 2026
- 2026The Price of Paranoia: Robust Risk-Sensitive Cooperation in Non-Stationary Multi-Agent Reinforcement Learning17 Apr 2026
- 2026Data-driven robust Markov decision processes on Borel spaces: performance guarantees via an axiomatic approach9 Mar 2026
- 2025Provably Efficient Sample Complexity for Robust CMDP10 Nov 2025
- 2025Optimism as Risk-Seeking in Multi-Agent Reinforcement Learning28 Sep 2025
- 2025Online Robust Planning under Model Uncertainty: A Sample-Based Approach12 Sep 2025
- 2024Online MDP with Transition Prototypes: A Robust Adaptive Approach18 Dec 2024
- 2024Learning Optimal Distributionally Robust Stochastic Control in Continuous State Spaces17 Jun 2024
- 2024Roping in Uncertainty: Robustness and Regularization in Markov Games13 Jun 2024
12 newest of 41 All 41 (JSON)