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This paper proposes a new actor-critic-style algorithm called Dual Actor-Critic or Dual-AC. It is derived in a principled way from the Lagrangian dual form of the Bellman optimality equation, which can be viewed as a two-player game between…

Machine Learning · Computer Science 2018-01-01 Bo Dai , Albert Shaw , Niao He , Lihong Li , Le Song

Reinforcement learning has been proven to be highly effective in handling complex control tasks. Traditional methods typically use unimodal distributions, such as Gaussian distributions, to model the output of value distributions. However,…

Machine Learning · Computer Science 2025-07-14 Tong Liu , Yinuo Wang , Xujie Song , Wenjun Zou , Liangfa Chen , Likun Wang , Bin Shuai , Jingliang Duan , Shengbo Eben Li

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

Policy-gradient approaches to reinforcement learning have two common and undesirable overhead procedures, namely warm-start training and sample variance reduction. In this paper, we describe a reinforcement learning method based on a…

Machine Learning · Computer Science 2017-10-17 Nan Ding , Radu Soricut

The coordination of large-scale, decentralised systems, such as a fleet of Electric Vehicles (EVs) in a Vehicle-to-Grid (V2G) network, presents a significant challenge for modern control systems. While collaborative Digital Twins have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 Zhengchang Hua , Panagiotis Oikonomou , Karim Djemame , Nikos Tziritas , Georgios Theodoropoulos

Actor-critic methods, a type of model-free reinforcement learning (RL), have achieved state-of-the-art performances in many real-world domains in continuous control. Despite their success, the wide-scale deployment of these models is still…

Machine Learning · Computer Science 2020-12-14 Srinjoy Roy , Saptam Bakshi , Tamal Maharaj

While Soft Actor-Critic (SAC) is highly effective in continuous control, its discrete counterpart (DSAC) performs poorly on challenging discrete-action domains such as Atari. Consequently, starting from DSAC, we revisit the design of…

Machine Learning · Computer Science 2026-05-13 Reza Asad , Reza Babanezhad , Sharan Vaswani

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

With the high development of wireless communication techniques, it is widely used in various fields for convenient and efficient data transmission. Different from commonly used assumption of the time-invariant wireless channel, we focus on…

Information Theory · Computer Science 2020-11-10 Mengfan Liu , Rui Wang

Traffic light timing optimization is still an active line of research despite the wealth of scientific literature on the topic, and the problem remains unsolved for any non-toy scenario. One of the key issues with traffic light optimization…

Neural and Evolutionary Computing · Computer Science 2017-08-03 Noe Casas

Many real world tasks require multiple agents to work together. Multi-agent reinforcement learning (RL) methods have been proposed in recent years to solve these tasks, but current methods often fail to efficiently learn policies. We thus…

Machine Learning · Computer Science 2019-12-03 Johannes Ackermann , Volker Gabler , Takayuki Osa , Masashi Sugiyama

We study the adaption of Soft Actor-Critic (SAC), which is considered as a state-of-the-art reinforcement learning (RL) algorithm, from continuous action space to discrete action space. We revisit vanilla discrete SAC and provide an…

Machine Learning · Computer Science 2024-11-21 Haibin Zhou , Tong Wei , Zichuan Lin , junyou li , Junliang Xing , Yuanchun Shi , Li Shen , Chao Yu , Deheng Ye

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…

Machine Learning · Computer Science 2020-06-30 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

Recent advances in deep reinforcement learning have achieved impressive results in a wide range of complex tasks, but poor sample efficiency remains a major obstacle to real-world deployment. Soft actor-critic (SAC) mitigates this problem…

Machine Learning · Computer Science 2024-09-10 Luca Della Libera

Cooperative problems under continuous control have always been the focus of multi-agent reinforcement learning. Existing algorithms suffer from the problem of uneven learning degree with the increase of the number of agents. In this paper,…

Multiagent Systems · Computer Science 2021-07-05 Kai Liu , Yuyang Zhao , Gang Wang , Bei Peng

Deep Reinforcement Learning (DRL) algorithms for continuous action spaces are known to be brittle toward hyperparameters as well as \cut{being}sample inefficient. Soft Actor Critic (SAC) proposes an off-policy deep actor critic algorithm…

Machine Learning · Computer Science 2019-06-10 Patrick Nadeem Ward , Ariella Smofsky , Avishek Joey Bose

In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…

Optimization and Control · Mathematics 2019-11-27 Mingming Zhao , Yongfeng Li , Zaiwen Wen

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Mobile Edge Computing (MEC) has been regarded as a promising paradigm to reduce service latency for data processing in the Internet of Things, by provisioning computing resources at the network edge. In this work, we jointly optimize the…

Networking and Internet Architecture · Computer Science 2022-04-19 Laha Ale , Scott A. King , Ning Zhang , Abdul Rahman Sattar , Janahan Skandaraniyam

The discount factor in reinforcement learning controls both the effective planning horizon and the strength of bootstrapping, yet most deep RL methods use a single fixed value across all states. While state-dependent discounting is…

Machine Learning · Computer Science 2026-05-08 Yaomin Wang , Jianting Pan , Ran Tian , Xiaoyang Li , Yu Zhang , Hengle Qin , Tianshu YU
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