Related papers: Closing the Gap: Achieving Global Convergence (Las…
The actor-critic (AC) algorithm is a popular method to find an optimal policy in reinforcement learning. In the infinite horizon scenario, the finite-sample convergence rate for the AC and natural actor-critic (NAC) algorithms has been…
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…
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…
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…
Although actor-critic methods have been successful in practice, their theoretical analyses have several limitations. Specifically, existing theoretical work either sidesteps the exploration problem by making strong assumptions or analyzes…
This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…
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…
We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on…
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…
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…
Actor-critic algorithms have shown remarkable success in solving state-of-the-art decision-making problems. However, despite their empirical effectiveness, their theoretical underpinnings remain relatively unexplored, especially with neural…
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…
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…
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…
Actor-critic (AC) methods are ubiquitous in reinforcement learning. Although it is understood that AC methods are closely related to policy gradient (PG), their precise connection has not been fully characterized previously. In this paper,…
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,…
Actor-critic (AC) algorithms have been widely adopted in decentralized multi-agent systems to learn the optimal joint control policy. However, existing decentralized AC algorithms either do not preserve the privacy of agents or are not…
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…
Actor-critic (AC) algorithms, empowered by neural networks, have had significant empirical success in recent years. However, most of the existing theoretical support for AC algorithms focuses on the case of linear function approximations,…
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…