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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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100201301401 · Jun 202019922001200920172026
48 results for Robust RL

RH-UCRL combines pessimism and optimism for robust RL.

problem Ensuring reliable performance in real-world RL tasks with worst-case scenarios.
method RH-UCRL is a model-based RL algorithm that optimizes between an agent and an adversary, distinguishing between epistemic and aleatoric uncertainty.
result RH-UCRL achieves near-optimal sample complexity guarantees and outperforms other robust RL algorithms in adversarial environments.

This thesis improves practical reinforcement learning methods with robustness, scalability, and efficiency.

problem Improving reinforcement learning methods for practical applications.
method Analyzes and develops robust, scalable, and efficient reinforcement learning algorithms.
result Proves the efficiency and robustness of new RL methods.

RADIAL-RL improves deep RL agents' robustness against adversarial attacks.

problem Vulnerability of deep reinforcement learning agents to small adversarial perturbations.
method RADIAL-RL, a principled framework for training robust reinforcement learning agents.
result RADIAL-RL-trained agents consistently outperform prior methods in robustness tests.

Paper tackles robust offline RL for non-Markovian processes, improving efficiency and applicability.

problem Learning robust policies for non-Markovian decision processes with limited offline data.
method Proposes a novel algorithm with dataset distillation and LCB design for robust values, derived new dual forms, and introduces concentrability coefficients.
result Proves polynomial sample efficiency for finding ε-optimal robust policies.

New algorithms tackle robust RL with linear models, revealing unique challenges.

problem Distributionally robust offline RL with uncertainty in dynamics.
method Proposes minimax optimal and computationally efficient algorithms using novel function approximation mechanisms.
result Function approximation in robust offline RL is distinct and harder than in standard offline RL.

Develops a framework for robust RL with dynamic risk measures.

problem Optimal RL strategies depend on risk preferences and model dynamics.
method Dynamic robust distortion risk measures, Wasserstein ball, neural networks, strictly consistent scoring functions, policy gradient formulae, actor-critic algorithm.
result Demonstrates improved performance in portfolio allocation example.

This work bridges offline RL and DRL to address distributional shift.

problem Distributional shift in offline RL due to difference in state-action visitation distributions.
method Proposes offline RL algorithms using DRL framework, characterizes sample complexity under single policy concentrability.
result Demonstrates superior performance of proposed algorithms through simulations.

New RL method tackles sim-to-real gap using interactive data collection.

problem Sim-to-real gap in reinforcement learning.
method Distributionally robust reinforcement learning with interactive data collection.
result Proves sample-efficient learning is impossible without additional assumptions.

New algorithm improves RL performance across different environments.

problem Improving reinforcement learning performance across various environments.
method Designing a fully model-free DRRL algorithm that learns from a single trajectory.
result Demonstrates superior robustness and sample efficiency compared to existing methods.

Robust RL with learned optimal adversary improves agent performance under adversarial state observations.

problem Ensuring reinforcement learning agents' robustness against adversarial perturbations of state observations.
method Proposed a framework of alternating training with learned adversaries (ATLA) to find optimal adversarial policies and enhance agent robustness.
result ATLA achieves state-of-the-art performance under strong adversaries in continuous control environments.

DR-RPO optimizes robust policies in RL with limited interaction, achieving sublinear regret.

problem Policy optimization in RL under distribution shift and adversarial dynamics.
method DR-RPO algorithm incorporating reference-policy regularization and upper confidence bonus for exploration.
result DR-RPO achieves sublinear regret and polynomial suboptimality bounds in robust RL.

This study tackles adversarial corruption in model-based reinforcement learning.

problem Adversarial corruption in model-based reinforcement learning.
method Maximum likelihood estimation (MLE) approach for learning transition model in both online and offline settings.
result Proves a regret of ildeO(T+C) ilde{\mathcal{O}}(\sqrt{T} + C) for CR-OMLE and a suboptimality of O(C/n)\mathcal{O}(C/n) for CR-PMLE.

Paper introduces a new robust loss function for RL.

problem Heuristic selection of threshold parameters in quantile Huber loss.
method Derived from Wasserstein distance, captures noise in quantile values.
result Enhances robustness against outliers and enables parameter adjustment.

Paper studies S-rectangular DR-RL models for robust reinforcement learning with near-optimal sample complexity.

problem Addressing distributional discrepancies in reinforcement learning environments.
method Empirical value iteration algorithm for divergence-based S-rectangular DR-RL models.
result Near-optimal sample complexity bound of O(SA(1γ)4ε2)O(|\mathcal{S}||\mathcal{A}|(1-γ)^{-4}\varepsilon^{-2}).

New model-free DR-RL algorithm with finite sample complexity.

problem Limited model-free DR-RL methods with convergence guarantees or sample complexities.
method Integrates Multi-level Monte Carlo (MLMC) technique with threshold mechanism.
result First model-free DR-RL approach with finite sample complexity for total variation and Chi-square divergence.

Paper tackles robust offline RL with heavy-tailed rewards.

problem Real-world applications often encounter heavy-tailed rewards, challenging offline RL.
method Proposes ROAM and ROOM algorithms using median-of-means method for robust off-policy evaluation and OPO.
result Demonstrates superior performance on heavy-tailed reward datasets compared to existing methods.

RRPI improves offline RL by optimizing policies against worst-case dynamics.

problem Offline RL's performance degrades under distribution shift and transition uncertainty.
method Formulates offline RL as robust policy optimization, treating transition kernel as decision variable.
result RRPI achieves strong average performance on D4RL benchmarks, outperforming recent baselines.

MOOSE improves offline RL robustness by using dynamics models.

problem Low robustness of model-free offline RL algorithms in industrial settings.
method MOOSE uses dynamics models to assess policy performance, keeping policies within data support.
result MOOSE outperforms state-of-the-art model-free offline RL algorithms in robust performance.

Paper tackles robust reinforcement learning with minimal data.

problem Learning robust policies from limited data in uncertain environments.
method Distributionally robust formulation, model-based algorithm combining value iteration and pessimism.
result Proves near-optimal sample complexity for robust offline RL.

Off-policy reinforcement learning (RL) using a fixed offline dataset of logged interactions is an important consideration in real world applications. This paper studies offline RL using the DQN replay dataset comprising the entire replay experience of a DQN agent on 60 Atari 2600 games. We demonstrate that recent off-p…

2019-07-10abs ↗pdf ↗

This paper tackles RL issues with robust policies using historical data.

problem Limited data and mismatch between training and testing environments.
method Distributionally robust offline RL with linear function approximation.
result Achieved error bounds for sample complexity in RL.

This work tackles robust RL in multi-agent settings, improving sample efficiency.

problem Overcoming environmental uncertainties in multi-agent reinforcement learning.
method Proposes DRNVI, a sample-efficient algorithm for learning robust equilibria in RMGs.
result Establishes near-optimal sample complexity for solving RMGs.

This paper analyzes risk-sensitive reinforcement learning with Conditional Value-at-Risk (CVaR) for robust Markov Decision Processes.

problem Risk-sensitive reinforcement learning for robust Markov Decision Processes (RMDPs) with state-action-dependent ambiguity sets.
method The paper establishes a connection between robustness and risk sensitivity, defining a new risk measure NCVaR and proposing value iteration algorithms.
result The proposed approach using NCVaR optimization and value iteration algorithms can solve problems with state-action-dependent ambiguity sets.

This review analyzes RL in finance, highlighting its advantages and challenges.

problem Complex financial decision-making problems where traditional methods fail.
method Systematic review of 167 articles from 2017-2025, focusing on market making, portfolio optimization, and algorithmic trading.
result RL offers advantages over traditional methods, particularly in market making, but challenges remain.

Hybrid RL algorithm combines offline and online data for robust and efficient policy learning.

problem Combining robust on-policy methods with efficient offline data for hybrid RL.
method Integrates off-policy training on offline data into on-policy NPG framework.
result Achieves state-of-the-art theoretical guarantees and maintains on-policy NPG guarantees.

RePULSe improves language model alignment by reducing undesired outputs without sacrificing overall performance.

problem Aligning language models with human preferences while minimizing undesired outputs.
method Integrates probabilistic inference into RL training to reduce undesired outputs.
result RePULSe achieves a better balance between expected reward and undesired output probability.

Study uses RL to hedge financial derivatives, showing robust strategies outperform non-robust ones.

problem Risk mitigation and gain-seeking in hedging path-dependent financial derivatives.
method Robust risk-aware reinforcement learning (RL) with policy gradient approach.
result Robust hedging strategies outperform non-robust ones under varying data generating processes.

The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS adaptive filtering in impulsive noise scenarios and derive a unified update formu…

2019-08-18abs ↗pdf ↗

RPI combines imitation and reinforcement learning to improve policies efficiently.

problem High sample complexity in reinforcement learning.
method Active interleaving between imitation and reinforcement learning, using oracle queries for exploration.
result RPI outperforms existing methods across various domains.

Experimentally, it has been observed that humans and animals often make decisions that do not maximize their expected utility, but rather choose outcomes randomly, with probability proportional to expected utility. Probability matching, as this strategy is called, is equivalent to maximum entropy reinforcement learning…

2019-10-04abs ↗pdf ↗

Paper combines RL with classifiers to improve financial trading strategies.

problem Enhancing risk-return trade-offs in trading strategies.
method Combining Reinforcement Learning (RL) models with traditional classifiers like SVM, Decision Trees, and Logistic Regression.
result Ensemble methods often outperform base models in risk-adjusted returns.