Multi-teacher on-policy distillation (MOPD) merges the capabilities of multiple domain-expert teachers, such as mathematical reasoning, code generation, and instruction following, into a single compact student. Since all domains share a limited training budget, how to allocate it across domains directly determines the quality of distillation. Existing methods allocate the budget by each domain's learning progress, but offer no guarantee for lagging domains. We therefore introduce distributionally robust optimization (DRO) into MOPD to prioritize the worst-performing domain. However, the per-domain training signals are estimated from a few rollouts and are inherently noisy, so directly applying DRO mistakes noise for the worst case, lets occasional spikes hijack the budget, and protects inherently hard domains rather than truly regressing ones. To address these issues, we propose RDS-MOPD, which keeps the DRO objective and redesigns its three parts: it shifts the allocation only when differences clearly exceed the noise, bounds the influence of any single anomaly, and defines the worst case as the regression from each domain's own best level, all with theoretical guarantees. Experiments show that RDS-MOPD outperforms recent competing methods and ranks first on most mathematical reasoning, code generation, and instruction-following benchmarks.
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