DR-SAC: Distributionally Robust Soft Actor-Critic for Reinforcement Learning under Uncertainty

Abstract

Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed to resolve this challenge, but existing approaches are largely restricted to value-based methods in tabular settings. In this work, we introduce Distributionally Robust Soft Actor-Critic (DR-SAC), the first actor–critic based DR-RL algorithm for offline learning in continuous action spaces. DR-SAC maximizes the entropy-regularized rewards against the worst possible transition models within an KL-divergence constrained uncertainty set. We derive the distributionally robust version of the soft policy iteration with a convergence guarantee and incorporate a generative modeling approach to estimate the unknown nominal transition models. Experiment results on five continuous RL tasks demonstrate our algorithm achieves up to $9.8\times$ higher average reward than the SAC baseline under common perturbations. Additionally, DR-SAC significantly improves computing efficiency and applicability to large-scale problems compared with existing DR-RL algorithms.