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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

As an important type of reinforcement learning algorithms, actor-critic (AC) and natural actor-critic (NAC) algorithms are often executed in two ways for finding optimal policies. In the first nested-loop design, actor's one update of…

Machine Learning · Computer Science 2020-05-11 Tengyu Xu , Zhe Wang , Yingbin Liang

Actor-critic (AC) methods have exhibited great empirical success compared with other reinforcement learning algorithms, where the actor uses the policy gradient to improve the learning policy and the critic uses temporal difference learning…

Machine Learning · Computer Science 2022-10-11 Yue Wu , Weitong Zhang , Pan Xu , Quanquan Gu

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

Actor-critic (AC) is a powerful method for learning an optimal policy in reinforcement learning, where the critic uses algorithms, e.g., temporal difference (TD) learning with function approximation, to evaluate the current policy and the…

Machine Learning · Computer Science 2024-06-05 Yudan Wang , Yue Wang , Yi Zhou , Shaofeng Zou

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

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

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 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 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

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 present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…

Machine Learning · Computer Science 2025-12-11 Yang Xu , Swetha Ganesh , Vaneet Aggarwal

Many popular practical reinforcement learning (RL) algorithms employ evolving reward functions-through techniques such as reward shaping, entropy regularization, or curriculum learning-yet their theoretical foundations remain…

Machine Learning · Computer Science 2025-10-15 Rui Hu , Yu Chen , Longbo Huang

We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We…

Machine Learning · Statistics 2013-10-15 Aviv Tamar , Shie Mannor

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

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

We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master…

Machine Learning · Computer Science 2019-09-12 Shangtong Zhang , Shimon Whiteson

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

Machine Learning · Computer Science 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

This paper investigates infinite-horizon average reward Constrained Markov Decision Processes (CMDPs) with general parametrization. We propose a Primal-Dual Natural Actor-Critic algorithm that adeptly manages constraints while ensuring a…

Machine Learning · Computer Science 2025-12-11 Yang Xu , Swetha Ganesh , Washim Uddin Mondal , Qinbo Bai , Vaneet Aggarwal

In this work, we study the problem of finding robust and safe policies in Robust Constrained Average-Cost Markov Decision Processes (RCMDPs). A key challenge in this setting is the lack of strong duality, which prevents the direct use of…

Machine Learning · Computer Science 2025-11-11 Anirudh Satheesh , Sooraj Sathish , Swetha Ganesh , Keenan Powell , Vaneet Aggarwal
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