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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

We study the global convergence and global optimality of actor-critic, one of the most popular families of reinforcement learning algorithms. While most existing works on actor-critic employ bi-level or two-timescale updates, we focus on…

Machine Learning · Computer Science 2021-06-15 Zuyue Fu , Zhuoran Yang , Zhaoran Wang

The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting,…

Machine Learning · Computer Science 2025-08-06 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob

We study a structured bi-level optimization problem where the upper-level objective is a smooth function and the lower-level problem is policy optimization in a Markov decision process (MDP). The upper-level decision variable parameterizes…

Machine Learning · Computer Science 2026-04-23 Sihan Zeng , Sujay Bhatt , Sumitra Ganesh , Alec Koppel

Model-free deep reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. However, these methods typically suffer from two major challenges: high sample…

Mixture policies theoretically offer greater flexibility than unimodal policies in continuous action reinforcement learning, but the practical benefits of this complexity remain elusive. Mixture policies are notably absent from most…

Machine Learning · Computer Science 2026-05-12 Jiamin He , Samuel Neumann , Jincheng Mei , Adam White , Martha White

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

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Mixture models are an expressive hypothesis class that can approximate a rich set of policies. However, using mixture policies in the Maximum Entropy (MaxEnt) framework is not straightforward. The entropy of a mixture model is not equal to…

Machine Learning · Computer Science 2021-03-19 Nir Baram , Guy Tennenholtz , Shie Mannor

Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

Machine Learning · Computer Science 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

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

Deterministic policy gradient algorithms for continuous control suffer from value estimation biases that degrade performance. While double critics reduce such biases, the exploration potential of double actors remains underexplored.…

Machine Learning · Computer Science 2025-11-21 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang

Continuous control of non-stationary environments is a major challenge for deep reinforcement learning algorithms. The time-dependency of the state transition dynamics aggravates the notorious stability problems of model-free deep…

Machine Learning · Computer Science 2025-11-05 Abdullah Akgül , Gulcin Baykal , Manuel Haußmann , Melih Kandemir

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

We present a multi-agent actor-critic method that aims to implicitly address the credit assignment problem under fully cooperative settings. Our key motivation is that credit assignment among agents may not require an explicit formulation…

Machine Learning · Computer Science 2020-10-23 Meng Zhou , Ziyu Liu , Pengwei Sui , Yixuan Li , Yuk Ying Chung

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

Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an…

Machine Learning · Computer Science 2019-02-26 Simone Parisi , Voot Tangkaratt , Jan Peters , Mohammad Emtiyaz Khan

We present a novel extension to the family of Soft Actor-Critic (SAC) algorithms. We argue that based on the Maximum Entropy Principle, discrete SAC can be further improved via additional statistical constraints derived from a surrogate…

Machine Learning · Computer Science 2025-06-24 Dexter Neo , Tsuhan Chen