English

Mirror descent actor-critic methods for entropy regularised MDPs in general spaces: stability and convergence

Optimization and Control 2026-02-12 v1

Abstract

We provide theoretical guarantees for convergence of discrete-time policy mirror descent with inexact advantage functions updated using temporal difference (TD) learning for entropy regularised MDPs in Polish state and action spaces. We rigorously derive sufficient conditions under which the single-loop actor-critic scheme is stable and convergent. To weaken these conditions, we introduce a variant that performs multiple TD steps per policy update and derive an explicit lower bound on the number of TD steps required to ensure stability. Finally, we establish sub-linear convergence when the number of TD steps grows logarithmically with the number of policy updates, and linear convergence when it grows linearly under a concentrability assumption.

Keywords

Cite

@article{arxiv.2602.10838,
  title  = {Mirror descent actor-critic methods for entropy regularised MDPs in general spaces: stability and convergence},
  author = {Denis Zorba and David Šiška and Lukasz Szpruch},
  journal= {arXiv preprint arXiv:2602.10838},
  year   = {2026}
}

Comments

27 pages

R2 v1 2026-07-01T10:31:51.514Z