Title: A dynamic game approach to training robust deep policies. Abstract: We present a method for evaluating the sensitivity of deep reinforcement learning (RL) policies. We also formulate a zero-sum dynamic game for designing robust deep reinforcement learning policies. Our approach mitigates the brittleness of policies when agents are trained in a simulated environment and are later exposed to the real world where it is hazardous to employ RL policies. This framework for training deep RL policies involve a zero-sum  dynamic game against an adversarial agent, where the goal is to drive the system dynamics to a saddle region. Using a variant of the guided policy search algorithm, our agent learns to adopt robust policies that require less samples for learning the dynamics and performs better than the GPS algorithm. Without loss of generality, we demonstrate that deep RL policies trained in this fashion will be maximally robust to a ``worst" possible adversarial disturbances.