Robust and Adaptive Planning under Model Uncertainty


  • Apoorva Sharma Stanford University
  • James Harrison Stanford University
  • Matthew Tsao Stanford University
  • Marco Pavone Stanford University



Planning under model uncertainty is a fundamental problem across many applications of decision making and learning. In this paper, we propose the Robust Adaptive Monte Carlo Planning (RAMCP) algorithm, which allows computation of risk-sensitive Bayes-adaptive policies that optimally trade off exploration, exploitation, and robustness. RAMCP formulates the risk-sensitive planning problem as a two-player zero-sum game, in which an adversary perturbs the agent’s belief over the models. We introduce two versions of the RAMCP algorithm. The first, RAMCP-F, converges to an optimal risksensitive policy without having to rebuild the search tree as the underlying belief over models is perturbed. The second version, RAMCP-I, improves computational efficiency at the cost of losing theoretical guarantees, but is shown to yield empirical results comparable to RAMCP-F. RAMCP is demonstrated on an n-pull multi-armed bandit problem, as well as a patient treatment scenario.




How to Cite

Sharma, A., Harrison, J., Tsao, M., & Pavone, M. (2021). Robust and Adaptive Planning under Model Uncertainty. Proceedings of the International Conference on Automated Planning and Scheduling, 29(1), 410-418.