English
Related papers

Related papers: On the Sample Complexity of Actor-Critic Method fo…

200 papers

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

Machine Learning · Computer Science 2023-03-01 Anna Winnicki , R. Srikant

Human-computer interactive systems that rely on machine learning are becoming paramount to the lives of millions of people who use digital assistants on a daily basis. Yet, further advances are limited by the availability of data and the…

Machine Learning · Computer Science 2020-04-29 Katya Kudashkina , Valliappa Chockalingam , Graham W. Taylor , Michael Bowling

In this work, we propose Behavior-Guided Actor-Critic (BAC), an off-policy actor-critic deep RL algorithm. BAC mathematically formulates the behavior of the policy through autoencoders by providing an accurate estimation of how frequently…

Machine Learning · Computer Science 2021-04-12 Ammar Fayad , Majd Ibrahim

Extracting relevant information from a stream of high-dimensional observations is a central challenge for deep reinforcement learning agents. Actor-critic algorithms add further complexity to this challenge, as it is often unclear whether…

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

Recent advancements in off-policy Reinforcement Learning (RL) have significantly improved sample efficiency, primarily due to the incorporation of various forms of regularization that enable more gradient update steps than traditional…

Machine Learning · Computer Science 2024-06-21 Michal Nauman , Michał Bortkiewicz , Piotr Miłoś , Tomasz Trzciński , Mateusz Ostaszewski , Marek Cygan

In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…

Optimization and Control · Mathematics 2025-10-28 Weijian Li , Andreas A. Malikopoulos

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy…

Machine Learning · Computer Science 2019-11-20 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Zhaoran Wang , Tamer Basar , Ji Liu

Recent studies have increasingly focused on non-asymptotic convergence analyses for actor-critic (AC) algorithms. One such effort introduced a two-timescale critic-actor algorithm for the discounted cost setting using a tabular…

Machine Learning · Computer Science 2025-10-07 Prashansa Panda , Shalabh Bhatnagar

We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…

Machine Learning · Computer Science 2024-02-16 Tobias Enders , James Harrison , Maximilian Schiffer

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

For those seeking healthcare advice online, AI based dialogue agents capable of interacting with patients to perform automatic disease diagnosis are a viable option. This application necessitates efficient inquiry of relevant disease…

Machine Learning · Computer Science 2022-06-09 Weijie He , Ting Chen

To improve policy robustness of deep reinforcement learning agents, a line of recent works focus on producing disturbances of the environment. Existing approaches of the literature to generate meaningful disturbances of the environment are…

Machine Learning · Computer Science 2022-10-04 Lucas Schott , Hatem Hajri , Sylvain Lamprier

A key aspect of intelligence is the ability to demonstrate a broad spectrum of behaviors for adapting to unexpected situations. Over the past decade, advancements in deep reinforcement learning have led to groundbreaking achievements to…

Machine Learning · Computer Science 2024-06-04 Luca Grillotti , Maxence Faldor , Borja G. León , Antoine Cully

This paper proposes a step toward approximate Bayesian inference in on-policy actor-critic deep reinforcement learning. It is implemented through three changes to the Asynchronous Advantage Actor-Critic (A3C) algorithm: (1) applying a ReLU…

Machine Learning · Computer Science 2024-10-11 Andrew Jesson , Chris Lu , Gunshi Gupta , Nicolas Beltran-Velez , Angelos Filos , Jakob Nicolaus Foerster , Yarin Gal

In this paper, we present a new intrinsically motivated actor-critic algorithm for learning continuous motor skills directly from raw visual input. Our neural architecture is composed of a critic and an actor network. Both networks receive…

Machine Learning · Computer Science 2019-02-19 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

Existing reinforcement learning (RL) methods struggle with long-horizon robotic manipulation tasks, particularly those involving sparse rewards. While action chunking is a promising paradigm for robotic manipulation, using RL to directly…

Robotics · Computer Science 2026-03-02 Jiarui Yang , Bin Zhu , Jingjing Chen , Yu-Gang Jiang

Actor-critic methods integrating target networks have exhibited a stupendous empirical success in deep reinforcement learning. However, a theoretical understanding of the use of target networks in actor-critic methods is largely missing in…

Machine Learning · Computer Science 2022-02-24 Anas Barakat , Pascal Bianchi , Julien Lehmann

We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on…

Machine Learning · Computer Science 2026-03-10 Anirudh Satheesh , Pankaj Kumar Barman , Washim Uddin Mondal , Vaneet Aggarwal