  Robust Reinforcement Learning (RL) focuses on improving performances under
model errors or adversarial attacks, which facilitates the real-life deployment
of RL agents. Robust Adversarial Reinforcement Learning (RARL) is one of the
most popular frameworks for robust RL. However, most of the existing literature
models RARL as a zero-sum simultaneous game with Nash equilibrium as the
solution concept, which could overlook the sequential nature of RL deployments,
produce overly conservative agents, and induce training instability. In this
paper, we introduce a novel hierarchical formulation of robust RL - a
general-sum Stackelberg game model called RRL-Stack - to formalize the
sequential nature and provide extra flexibility for robust training. We develop
the Stackelberg Policy Gradient algorithm to solve RRL-Stack, leveraging the
Stackelberg learning dynamics by considering the adversary's response. Our
method generates challenging yet solvable adversarial environments which
benefit RL agents' robust learning. Our algorithm demonstrates better training
stability and robustness against different testing conditions in the
single-agent robotics control and multi-agent highway merging tasks.
