Maximum Entropy RL (Provably) Solves Some Robust RL Problems

Many potential applications of reinforcement learning (RL) require guarantees that the agent will perform well in the face of disturbances to the dynamics or reward function. In this paper, we prove theoretically that standard maximum entropy RL is robust to some disturbances in the dynamics and the reward function. While this capability of MaxEnt RL has been observed empirically in prior work, to the best of our knowledge our work provides the first rigorous proof and theoretical characterization of the MaxEnt RL robust set. While a number of prior robust RL algorithms have been designed to handle similar disturbances to the reward function or dynamics, these methods typically require adding additional moving parts and hyperparameters on top of a base RL algorithm. In contrast, our theoretical results suggest that MaxEnt RL by itself is robust to certain disturbances, without requiring any additional modifications. While this does not imply that MaxEnt RL is the best available robust RL method, MaxEnt RL does possess a striking simplicity and appealing formal guarantees.