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Actor-critic algorithms address the dual goals of reinforcement learning (RL), policy evaluation and improvement via two separate function approximators. The practicality of this approach comes at the expense of training instability, caused…

Machine Learning · Computer Science 2024-06-11 Bahareh Tasdighi , Abdullah Akgül , Manuel Haussmann , Kenny Kazimirzak Brink , Melih Kandemir

Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence…

Machine Learning · Computer Science 2019-07-16 Zhuoran Yang , Yongxin Chen , Mingyi Hong , Zhaoran Wang

Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov…

Machine Learning · Computer Science 2018-04-26 K. Lakshmanan

This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

Machine Learning · Computer Science 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

As an important type of reinforcement learning algorithms, actor-critic (AC) and natural actor-critic (NAC) algorithms are often executed in two ways for finding optimal policies. In the first nested-loop design, actor's one update of…

Machine Learning · Computer Science 2020-05-11 Tengyu Xu , Zhe Wang , Yingbin Liang

We develop a new policy gradient and actor-critic algorithm for solving mean-field control problems within a continuous time reinforcement learning setting. Our approach leverages a gradient-based representation of the value function,…

Machine Learning · Statistics 2023-09-11 Huyên Pham , Xavier Warin

Actor-critic (AC) methods have exhibited great empirical success compared with other reinforcement learning algorithms, where the actor uses the policy gradient to improve the learning policy and the critic uses temporal difference learning…

Machine Learning · Computer Science 2022-10-11 Yue Wu , Weitong Zhang , Pan Xu , Quanquan Gu

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

By using an parametric value function to replace the Monte-Carlo rollouts for value estimation, the actor-critic (AC) algorithms can reduce the variance of stochastic policy gradient so that to improve the convergence rate. While existing…

Machine Learning · Computer Science 2024-08-19 Yanjie Dong , Haijun Zhang , Gang Wang , Shisheng Cui , Xiping Hu

Since the objective functions of reinforcement learning problems are typically highly nonconvex, it is desirable that policy gradient, the most popular algorithm, escapes saddle points and arrives at second-order stationary points. Existing…

Machine Learning · Computer Science 2024-05-15 Siqiao Mu , Diego Klabjan

Reinforcement learning with multiple, potentially conflicting objectives is pervasive in real-world applications, while this problem remains theoretically under-explored. This paper tackles the multi-objective reinforcement learning (MORL)…

Machine Learning · Computer Science 2024-05-10 Tianchen Zhou , FNU Hairi , Haibo Yang , Jia Liu , Tian Tong , Fan Yang , Michinari Momma , Yan Gao

Actor-critic style two-time-scale algorithms are one of the most popular methods in reinforcement learning, and have seen great empirical success. However, their performance is not completely understood theoretically. In this paper, we…

Machine Learning · Computer Science 2022-02-22 Sajad Khodadadian , Thinh T. Doan , Justin Romberg , Siva Theja Maguluri

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…

Artificial Intelligence · Computer Science 2023-09-19 Zhang Hong-Peng

Actor-critic algorithms have become a cornerstone in reinforcement learning (RL), leveraging the strengths of both policy-based and value-based methods. Despite recent progress in understanding their statistical efficiency, no existing work…

Machine Learning · Statistics 2025-05-07 Kevin Tan , Wei Fan , Yuting Wei

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

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

Actor-critic methods, like Twin Delayed Deep Deterministic Policy Gradient (TD3), depend on basic noise-based exploration, which can result in less than optimal policy convergence. In this study, we introduce Monte Carlo Beam Search (MCBS),…

Artificial Intelligence · Computer Science 2025-05-15 Hazim Alzorgan , Abolfazl Razi

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat