This paper proposes adversarial attacks for Reinforcement Learning (RL) and then improves the robustness of Deep Reinforcement Learning algorithms (DRL) to parameter uncertainties with the help of these attacks. We show that even a naively engineered attack successfully degrades the performance of DRL algorithm. We further improve the attack using gradient information of an engineered loss function which leads to further degradation in performance. These attacks are then leveraged during training to improve the robustness of RL within robust control framework. We show that this adversarial training of DRL algorithms like Deep Double Q learning and Deep Deterministic Policy Gradients leads to significant increase in robustness to parameter variations for RL benchmarks such as Cart-pole, Mountain Car, Hopper and Half Cheetah environment.
 In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state when the policy is pursued. We consider the problem of finding good policies whose risk is smaller than some user-specified threshold, and formalize it as a constrained MDP with two criteria. The first criterion corresponds to the value function originally given. We will show that the risk can be formulated as a second criterion function based on a cumulative return, whose definition is independent of the original value function. We present a model free, heuristic reinforcement learning algorithm that aims at finding good deterministic policies. It is based on weighting the original value function and the risk. The weight parameter is adapted in order to find a feasible solution for the constrained problem that has a good performance with respect to the value function. The algorithm was successfully applied to the control of a feed tank with stochastic inflows that lies upstream of a distillation column. This control task was originally formulated as an optimal control problem with chance constraints, and it was solved under certain assumptions on the model to obtain an optimal solution. The power of our learning algorithm is that it can be used even when some of these restrictive assumptions are relaxed. In control systems theory, the Markov decision process (MDP) is a widely used optimization model involving selection of the optimal action in each state visited by a discrete-event system driven by Markov chains. The classical MDP model is suitable for an agent decision-maker interested in maximizing expected revenues, but does not account for minimizing variability in the revenues. An MDP model in which the agent can maximize the revenues while simultaneously controlling the variance in the revenues is proposed. This work is rooted in machine learning neural network concepts, where updating is based on system feedback and step sizes. First, a Bellman equation for the problem is proposed. Thereafter, convergent dynamic programming and reinforcement learning techniques for solving the MDP are provided along with encouraging numerical results on a small MDP and a preventive maintenance problem.