  Multistage decision policies provide useful control strategies in
high-dimensional state spaces, particularly in complex control tasks. However,
they exhibit weak performance guarantees in the presence of disturbance, model
mismatch, or model uncertainties. This brittleness limits their use in
high-risk scenarios. We present how to quantify the sensitivity of such
policies in order to inform of their robustness capacity. We also propose a
minimax iterative dynamic game framework for designing robust policies in the
presence of disturbance/uncertainties. We test the quantification hypothesis on
a carefully designed deep neural network policy; we then pose a minimax
iterative dynamic game (iDG) framework for improving policy robustness in the
presence of adversarial disturbances. We evaluate our iDG framework on a
mecanum-wheeled robot, whose goal is to find a ocally robust optimal multistage
policy that achieve a given goal-reaching task. The algorithm is simple and
adaptable for designing meta-learning/deep policies that are robust against
disturbances, model mismatch, or model uncertainties, up to a disturbance
bound. Videos of the results are on the author's website,
http://ecs.utdallas.edu/~opo140030/iros18/iros2018.html, while the codes for
reproducing our experiments are on github,
https://github.com/lakehanne/youbot/tree/rilqg. A self-contained environment
for reproducing our results is on docker,
https://hub.docker.com/r/lakehanne/youbotbuntu14/
