#RobustRL
Sometimes a simple heuristic turns out to be a principled algorithm in disguise.

Congratulations to my fantastic student @Zhishuai Liu for leading this work! We are also grateful to Ronald Parr for his valuable discussions and feedback. #ICML2026 #RobustRL #MachineLearning
June 9, 2026 at 4:45 PM
A new robust RL framework uses dynamic distortion risk measures with a Wasserstein‑distance ambiguity set, achieving more stable returns in a portfolio allocation test (paper 22 Sep 2025). https://getnews.me/robust-reinforcement-learning-with-dynamic-distortion-risk-measures/ #robustrl #riskaware
September 25, 2025 at 1:18 PM