Robust Constrained Reinforcement Learning
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Abstract (arXiv)
Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack, non-stationarity, resulting in severe performance degradation and more importantly constraint violation. We propose a framework of robust constrained reinforcement learning under model uncertainty, where the MDP is not fixed but lies in some uncertainty set, the goal is to guarantee that constraints on utilities/costs are satisfied for all MDPs in the uncertainty set, and to maximize the worst-case reward performance over the uncertainty set. We design a robust primal-dual approach, and further theoretically develop guarantee on its convergence, complexity and robust feasibility. We then investigate a concrete example of δ-contamination uncertainty set, design an online and model-free algorithm and theoretically characterize its sample complexity.
Key facts. Cited by 15 papers in the map (data through 14 Oct 2026). Builds on 50 of its 80 references that are in the map. First posted on arXiv 14 Sep 2022.
Builds on
50 of 80 references.
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38 more
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Citing papers per year: 2023: 3; 2024: 4; 2025: 6; 2026: 2.
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- 2024Distributionally Robust Constrained Reinforcement Learning under Strong Duality22 Jun 2024
- 2024Constrained Reinforcement Learning Under Model Mismatch2 May 2024
- 2024A Policy Gradient Primal-Dual Algorithm for Constrained MDPs with Uniform PAC Guarantees31 Jan 2024
- 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
- 2024Constrained Reinforcement Learning Under Model Mismatchcited by 8
- 2024A Policy Gradient Primal-Dual Algorithm for Constrained MDPs with Uniform PAC Guaranteescited by 6
- 2025Efficient Policy Optimization in Robust Constrained MDPs with Iteration Complexity Guaranteescited by 6
- 2025Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Dualitycited by 4
- 2025Primal-Only Actor Critic Algorithm for Robust Constrained Average Cost MDPscited by 1
- 2025Transition Uncertainties in Constrained Markov Decision Models: A Robust Optimization Approachcited by 0
- 2026Robust Peak-cost Constrained Reinforcement Learningcited by 0
- 2026Robust Peak-cost Constrained Reinforcement Learning16 Jul 2026
- 2025Primal-Only Actor Critic Algorithm for Robust Constrained Average Cost MDPs7 Nov 2025
- 2025Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Duality24 Aug 2025
- 2025Efficient Policy Optimization in Robust Constrained MDPs with Iteration Complexity Guarantees25 May 2025
- 2025Transition Uncertainties in Constrained Markov Decision Models: A Robust Optimization Approach15 Mar 2025
- 2024Near-Optimal Policy Identification in Robust Constrained Markov Decision Processes via Epigraph Form29 Aug 2024
- 2024Distributionally Robust Constrained Reinforcement Learning under Strong Duality22 Jun 2024
- 2024Constrained Reinforcement Learning Under Model Mismatch2 May 2024
- 2024A Policy Gradient Primal-Dual Algorithm for Constrained MDPs with Uniform PAC Guarantees31 Jan 2024
- 2023Policy Gradient for Rectangular Robust Markov Decision Processescited by 31
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexitycited by 17
- 2023Bring Your Own (Non-Robust) Algorithm to Solve Robust MDPs by Estimating The Worst Kernelcited by 8
- 2025Provably Efficient Sample Complexity for Robust CMDPcited by 1
- 2025Initial Distribution Sensitivity of Constrained Markov Decision Processescited by 0
- 2026Optimistic Policy Learning under Pessimistic Adversaries with Regret and Violation Guaranteescited by 0
- 2026Optimistic Policy Learning under Pessimistic Adversaries with Regret and Violation Guarantees15 Apr 2026
- 2025Provably Efficient Sample Complexity for Robust CMDP10 Nov 2025
- 2025Initial Distribution Sensitivity of Constrained Markov Decision Processes30 Sep 2025
- 2023Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity20 Jun 2023
- 2023Bring Your Own (Non-Robust) Algorithm to Solve Robust MDPs by Estimating The Worst Kernel9 Jun 2023
- 2023Policy Gradient for Rectangular Robust Markov Decision Processes31 Jan 2023