arXiv subjects

Saunak Kumar Panda

Publications and source records attributed to Saunak Kumar Panda.

4 recordsLinked to original sources

arXiv2026

Certifying Lower Bounds for Risk-Sensitive Reinforcement Learning under Adversarial State Perturbations

Reinforcement learning (RL) agents deployed in real-world environments are often vulnerable to adversarial perturbations in state observations, creating risks in safety-critical applications. Certification methods can improve robustness against adversarial perturbations by providing lower bounds on expected cumulative rewards. Existing certification methods, however, mainly focus on risk-neutral objectives. In this paper, we extend certification methods to risk-sensitive objectives by establishing lower bounds on the exponential utility of cumulative rewards under $l_{p}$-norm-bounded state adversarial perturbations ($1\leq p <\infty$). By introducing a $\phi$-divergence relaxation of the perturbation set, we formulate the risk-sensitive certification problem as a convex optimization and derive its dual to obtain a tractable approximation of the certified lower bound. We further propose an empirical method that improves certified lower bounds by selecting the training risk-aversion parameter $\beta$ independently of the risk level used during evaluation. Experiments on both OpenAI Gym environments and a machine replacement problem show that, compared to risk-neutral training, risk-averse training generally yields policies with higher certified lower bounds, particularly under larger perturbation budgets. Moreover, under both risk-neutral and risk-averse evaluation settings, increasing risk aversion during training leads to non-monotonic certification performance, where certified lower bounds initially improve but eventually decrease due to overly conservative policies.

cs.LG↗

arXiv2026

Dynamic resource matching in manufacturing using deep reinforcement learning

Matching plays an important role in the logical allocation of resources across a wide range of industries. The benefits of matching have been increasingly recognized in manufacturing industries. In particular, capacity sharing has received much attention recently. In this paper, we consider the problem of dynamically matching demand-capacity types of manufacturing resources. We formulate the multi-period, many-to-many manufacturing resource-matching problem as a sequential decision process. The formulated manufacturing resource-matching problem involves large state and action spaces, and it is not practical to accurately model the joint distribution of various types of demands. To address the curse of dimensionality and the difficulty of explicitly modeling the transition dynamics, we use a model-free deep reinforcement learning approach to find optimal matching policies. Moreover, to tackle the issue of infeasible actions and slow convergence due to initial biased estimates caused by the maximum operator in Q-learning, we introduce two penalties to the traditional Q-learning algorithm: a domain knowledge-based penalty based on a prior policy and an infeasibility penalty that conforms to the demand-supply constraints. We establish theoretical results on the convergence of our domain knowledge-informed Q-learning providing performance guarantee for small-size problems. For large-size problems, we further inject our modified approach into the deep deterministic policy gradient (DDPG) algorithm, which we refer to as domain knowledge-informed DDPG (DKDDPG). In our computational study, including small- and large-scale experiments, DKDDPG consistently outperformed traditional DDPG and other RL algorithms, yielding higher rewards and demonstrating greater efficiency in time and episodes.

cs.LG↗

arXiv2026

Online Statistical Inference of Constant Sample-averaged Q-Learning

Reinforcement learning algorithms have been widely used for decision-making tasks in various domains. However, the performance of these algorithms can be impacted by high variance and instability, particularly in environments with noise or sparse rewards. In this paper, we propose a framework to perform statistical online inference for a sample-averaged Q-learning approach. We adapt the functional central limit theorem (FCLT) for the modified algorithm under some general conditions and then construct confidence intervals for the Q-values via random scaling. We conduct experiments to perform inference on both the modified approach and its traditional counterpart, Q-learning using random scaling and report their coverage rates and confidence interval widths on two problems: a grid world problem as a simple toy example and a dynamic resource-matching problem as a real-world example for comparison between the two solution approaches.

stat.ML↗

arXiv2024

Asymptotic Analysis of Sample-averaged Q-learning

Reinforcement learning (RL) has emerged as a key approach for training agents in complex and uncertain environments. Incorporating statistical inference in RL algorithms is essential for understanding and managing uncertainty in model performance. This paper introduces a generalized framework for time-varying batch-averaged Q-learning, termed sample-averaged Q-learning (SA-QL), which extends traditional single-sample Q-learning by aggregating samples of rewards and next states to better account for data variability and uncertainty. We leverage the functional central limit theorem (FCLT) to establish a novel framework that provides insights into the asymptotic normality of the sample-averaged algorithm under mild conditions. Additionally, we develop a random scaling method for interval estimation, enabling the construction of confidence intervals without requiring extra hyperparameters. Extensive numerical experiments across classic stochastic OpenAI Gym environments, including windy gridworld and slippery frozenlake, demonstrate how different batch scheduling strategies affect learning efficiency, coverage rates, and confidence interval widths. This work establishes a unified theoretical foundation for sample-averaged Q-learning, providing insights into effective batch scheduling and statistical inference for RL algorithms.

cs.LG↗