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Policy Gradient for Continuous-Time Robust Markov Decision Processes

Announce Type: new Abstract: The framework of robust Markov decision processes (RMDPs) allows the design of reinforcement learning agents that satisfy performance guarantees under worst-case transition dynamics. Traditional RMDPs consider discrete-time dynamics and recently, sample-efficient policy gradient algorithms have been considered in this context. This paper investigates policy gradient algorithms within a continuous-time RMDP framework.

arXiv CS 6d ago

Policy Gradient for Continuous-Time Robust Markov Decision Processes

arXiv:2606.04335v2 Announce Type: replace Abstract: The framework of robust Markov decision processes (RMDPs) allows the design of reinforcement learning agents that satisfy performance guarantees under worst-case transition dynamics. Traditional RMDPs consider discrete-time dynamics and recently, sample-efficient policy gradient algorithms have been considered in this context. This paper investigates policy gradient algorithms within a continuous-time RMDP framework.

arXiv CS 5d ago