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Actor-critic algorithms are widely used in reinforcement learning, but are challenging to mathematically analyse due to the online arrival of non-i.i.d. data samples. The distribution of the data samples dynamically changes as the model is…

Machine Learning · Computer Science 2023-09-20 Ziheng Wang , Justin Sirignano

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…

Machine Learning · Computer Science 2009-09-17 D. Di Castro , R. Meir

Actor-critic methods have achieved significant success in many challenging applications. However, its finite-time convergence is still poorly understood in the most practical single-timescale form. Existing works on analyzing…

Machine Learning · Computer Science 2024-01-29 Xuyang Chen , Lin Zhao

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Actor-critic methods for decentralized multi-agent reinforcement learning (MARL) facilitate collaborative optimal decision making without centralized coordination, thus enabling a wide range of applications in practice. To date, however,…

Machine Learning · Computer Science 2025-08-14 Zhiyao Zhang , Myeung Suk Oh , FNU Hairi , Ziyue Luo , Alvaro Velasquez , Jia Liu

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

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

We analyze the global convergence of the single-timescale actor-critic (AC) algorithm for the infinite-horizon discounted Markov Decision Processes (MDPs) with finite state spaces. To this end, we introduce an elegant analytical framework…

Machine Learning · Computer Science 2025-06-05 Navdeep Kumar , Priyank Agrawal , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

In this paper, we establish the global optimality and convergence rate of an off-policy actor critic algorithm in the tabular setting without using density ratio to correct the discrepancy between the state distribution of the behavior…

Machine Learning · Computer Science 2025-02-07 Shangtong Zhang , Remi Tachet , Romain Laroche

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

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

Despite the popularity of the actor-critic method and the practical needs of collaborative policy training, existing works typically either overlook environmental heterogeneity or give up personalization altogether by training a single…

Machine Learning · Computer Science 2026-05-15 Leo Muxing Wang , Pengkun Yang , Lili Su

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

The actor-critic (AC) reinforcement learning algorithms have been the powerhouse behind many challenging applications. Nevertheless, its convergence is fragile in general. To study its instability, existing works mostly consider the…

Machine Learning · Computer Science 2023-02-28 Xuyang Chen , Jingliang Duan , Yingbin Liang , Lin Zhao

We revisit the standard formulation of tabular actor-critic algorithm as a two time-scale stochastic approximation with value function computed on a faster time-scale and policy computed on a slower time-scale. This emulates policy…

Machine Learning · Computer Science 2024-06-21 Shalabh Bhatnagar , Vivek S. Borkar , Soumyajit Guin

We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is…

Optimization and Control · Mathematics 2025-01-27 Mo Zhou , Jianfeng Lu

Policy gradient methods with actor-critic schemes demonstrate tremendous empirical successes, especially when the actors and critics are parameterized by neural networks. However, it remains less clear whether such "neural" policy gradient…

Machine Learning · Computer Science 2020-06-23 Lingxiao Wang , Qi Cai , Zhuoran Yang , Zhaoran Wang

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

Machine Learning · Computer Science 2019-03-25 Yan Zhang , Michael M. Zavlanos

Decentralized Actor-Critic (AC) algorithms have been widely utilized for multi-agent reinforcement learning (MARL) and have achieved remarkable success. Apart from its empirical success, the theoretical convergence property of decentralized…

Machine Learning · Computer Science 2023-01-31 Qijun Luo , Xiao Li

Actor-critic methods have achieved state-of-the-art performance in various challenging tasks. However, theoretical understandings of their performance remain elusive and challenging. Existing studies mostly focus on practically uncommon…

Machine Learning · Computer Science 2025-05-09 Xuyang Chen , Jingliang Duan , Lin Zhao
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