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In this paper, we study the problem of reinforcement learning in multi-agent systems where communication among agents is limited. We develop a decentralized actor-critic learning framework in which each agent performs several local updates…

Machine Learning · Computer Science 2025-10-23 Xiaoxing Ren , Nicola Bastianello , Thomas Parisini , Andreas A. Malikopoulos

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 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

We propose a single time-scale actor-critic algorithm to solve the linear quadratic regulator (LQR) problem. A least squares temporal difference (LSTD) method is applied to the critic and a natural policy gradient method is used for the…

Optimization and Control · Mathematics 2022-06-07 Mo Zhou , Jianfeng Lu

The current state-of-the-art theoretical analysis of Actor-Critic (AC) algorithms significantly lags in addressing the practical aspects of AC implementations. This crucial gap needs bridging to bring the analysis in line with practical…

Machine Learning · Computer Science 2024-12-10 Mudit Gaur , Amrit Singh Bedi , Di Wang , Vaneet Aggarwal

In this paper, we develop a novel variant of off-policy natural actor-critic algorithm with linear function approximation and we establish a sample complexity of $\mathcal{O}(\epsilon^{-3})$, outperforming all the previously known…

Machine Learning · Computer Science 2022-04-13 Zaiwei Chen , Sajad Khodadadian , Siva Theja Maguluri

In reinforcement learning for partially observable environments, many successful algorithms have been developed within the asymmetric learning paradigm. This paradigm leverages additional state information available at training time for…

Machine Learning · Computer Science 2025-09-09 Gaspard Lambrechts , Damien Ernst , Aditya Mahajan

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

Actor Critic methods have found immense applications on a wide range of Reinforcement Learning tasks especially when the state-action space is large. In this paper, we consider actor critic and natural actor critic algorithms with function…

Machine Learning · Computer Science 2025-09-01 Prashansa Panda , Shalabh Bhatnagar

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

We consider a discounted cost constrained Markov decision process (CMDP) policy optimization problem, in which an agent seeks to maximize a discounted cumulative reward subject to a number of constraints on discounted cumulative utilities.…

Optimization and Control · Mathematics 2024-11-21 Sihan Zeng , Thinh T. Doan , Justin Romberg

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

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

We establish an optimal sample complexity of $O(\epsilon^{-2})$ for obtaining an $\epsilon$-optimal global policy using a single-timescale actor-critic (AC) algorithm in infinite-horizon discounted Markov decision processes (MDPs) with…

Machine Learning · Computer Science 2026-05-08 Navdeep Kumar , Tehila Dahan , Lior Cohen , Ananyabrata Barua , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

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

In this paper, we study the role of the critic in actor--critic for entropy-regularized, finite, discounted environments. We establish that, when the critic is exact, using the latter as a baseline is a variance-reduction method in a strong…

Machine Learning · Computer Science 2026-05-26 Safwan Labbi , Paul Mangold , Daniil Tiapkin , Eric Moulines

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…

Machine Learning · Computer Science 2023-07-20 Semih Cayci , Niao He , R. Srikant

We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of the…

Machine Learning · Computer Science 2023-07-11 Zhaoyi Zhou , Zaiwei Chen , Yiheng Lin , Adam Wierman

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