Abstract: Decision-making artificial intelligence (AI) has revolutionized human life ranging from healthcare, daily life, to scientific discovery. However, current AI systems often lack reliability and are highly vulnerable to small changes in complex, interactive, and dynamic environments. My research focuses on achieving both reliability and learning efficiency simultaneously when building AI solutions. These two goals seem conflicting, as enhancing robustness against variability often leads to more complex problems that requires more data and computational resources, at the cost of learning efficiency. But does it have to? In this talk, I overview my work on building reliable decision-making AI without sacrificing learning efficiency, offering insights into effective optimization problem design for reliable AI. To begin, I will focus on reinforcement learning (RL) — a key framework for sequential decision-making, and demonstrate how distributional robustness can be achieved provably without paying statistical premium (additional training data cost) compared to non-robust counterparts. Next, shifting to decision-making in strategic multi-agent systems, I will demonstrate that incorporating realistic risk preferences—a key feature of human decision-making—enables computational tractability, a benefit not present in traditional models. Finally, I will present a vision for building reliable, learning-efficient AI solutions for human-centered applications, though agentic and multi-agentic AI systems.