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In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic

We study non-parametric estimation of the value function of an infinite-horizon $\gamma$-discounted Markov reward process (MRP) using observations from a single trajectory. We provide non-asymptotic guarantees for a general family of…

Machine Learning · Statistics 2022-11-09 Yaqi Duan , Martin J. Wainwright

Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the…

Machine Learning · Computer Science 2023-03-02 Samuel Neumann , Sungsu Lim , Ajin Joseph , Yangchen Pan , Adam White , Martha White

In reinforcement learning for partially observable environments, many successful algorithms have been developed within the asymmetric learning paradigm. This paradigm leverages additional state information available at training time for…

Machine Learning · Computer Science 2025-09-09 Gaspard Lambrechts , Damien Ernst , Aditya Mahajan

Actor-critic algorithms learn an explicit policy (actor), and an accompanying value function (critic). The actor performs actions in the environment, while the critic evaluates the actor's current policy. However, despite their stability…

Artificial Intelligence · Computer Science 2019-02-08 Hélène Plisnier , Denis Steckelmacher , Diederik M. Roijers , Ann Nowé

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic…

Machine Learning · Computer Science 2019-10-23 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Ji Liu

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

Centralized Training for Decentralized Execution, where training is done in a centralized offline fashion, has become a popular solution paradigm in Multi-Agent Reinforcement Learning. Many such methods take the form of actor-critic with…

Machine Learning · Computer Science 2022-05-26 Xueguang Lyu , Andrea Baisero , Yuchen Xiao , Christopher Amato

Policy-gradient methods have received increased attention recently as a mechanism for learning to act in partially observable environments. They have shown promise for problems admitting memoryless policies but have been less successful…

Machine Learning · Computer Science 2025-12-08 Douglas Aberdeen , Jonathan Baxter

We propose a novel actor-critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent direction that is motivated by the solution of a certain non-linear…

Machine Learning · Computer Science 2015-07-30 Prashanth L. A. , H. L. Prasad , Shalabh Bhatnagar , Prakash Chandra

We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

Optimization and Control · Mathematics 2022-05-02 Johannes Müller , Guido Montúfar

The intent of this research is to generate a set of non-dominated policies from which one of two agents (the leader) can select a most preferred policy to control a dynamic system that is also affected by the control decisions of the other…

Optimization and Control · Mathematics 2014-04-18 Yanling Chang , Alan L. Erera , Chelsea C. White

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

The actor-critic (AC) framework has achieved strong empirical success in off-policy reinforcement learning but suffers from the "moving target" problem, where the evaluated policy changes continually. Functional critics, or…

Machine Learning · Computer Science 2026-02-10 Qinxun Bai , Yuxuan Han , Wei Xu , Zhengyuan Zhou

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White

This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Hossein Nejatbakhsh Esfahani , Arash Bahari Kordabad , Sebastien Gros

We introduce a class of partially observed Markov decision processes (POMDPs) with costs that can depend on both the value and (future) uncertainty associated with the initial state. These Initial-State Cost POMDPs (ISC-POMDPs) enable the…

Systems and Control · Electrical Eng. & Systems 2025-03-10 Timothy L. Molloy

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara