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arXiv · 2404.08089

Efficient Duple Perturbation Robustness in Low-rank MDPs

Abstract

The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce duple perturbation robustness, i.e. perturbation on both the feature and factor vectors for low-rank Markov decision processes (MDPs), via a novel characterization of $(\xi,\eta)$-ambiguity sets. The novel robust MDP formulation is compatible with the function representation view, and therefore, is naturally applicable to practical RL problems with large or even continuous state-action spaces. Meanwhile, it also gives rise to a provably efficient and practical algorithm with theoretical convergence rate guarantee. Examples are designed to justify the new robustness concept, and algorithmic efficiency is supported by both theoretical bounds and numerical simulations.

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BibTeXRIS

Yang Hu, Haitong Ma, Bo Dai, Na Li. 2024-04-11. Efficient Duple Perturbation Robustness in Low-rank MDPs. https://arxiv.org/abs/2404.08089

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