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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 methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

We prove under commonly used assumptions the convergence of actor-critic reinforcement learning algorithms, which simultaneously learn a policy function, the actor, and a value function, the critic. Both functions can be deep neural…

Machine Learning · Computer Science 2020-12-03 Markus Holzleitner , Lukas Gruber , José Arjona-Medina , Johannes Brandstetter , Sepp Hochreiter

We develop a new policy gradient and actor-critic algorithm for solving mean-field control problems within a continuous time reinforcement learning setting. Our approach leverages a gradient-based representation of the value function,…

Machine Learning · Statistics 2023-09-11 Huyên Pham , Xavier Warin

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

Despite the popularity of the actor-critic method and the practical needs of collaborative policy training, existing works typically either overlook environmental heterogeneity or give up personalization altogether by training a single…

Machine Learning · Computer Science 2026-05-15 Leo Muxing Wang , Pengkun Yang , Lili Su

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

This paper presents a new method --- adversarial advantage actor-critic (Adversarial A2C), which significantly improves the efficiency of dialogue policy learning in task-completion dialogue systems. Inspired by generative adversarial…

Computation and Language · Computer Science 2018-02-09 Baolin Peng , Xiujun Li , Jianfeng Gao , Jingjing Liu , Yun-Nung Chen , Kam-Fai Wong

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action…

Machine Learning · Computer Science 2018-06-20 Shangda Li , Selina Bing , Steven Yang

We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a gradient expectation representation of the value function,…

Machine Learning · Statistics 2023-03-14 Noufel Frikha , Maximilien Germain , Mathieu Laurière , Huyên Pham , Xuanye Song

In this paper, we consider the problem of actor-critic reinforcement learning. Firstly, we extend the actor-critic architecture to actor-critic-N architecture by introducing more critics beyond rewards. Secondly, we combine the reward-based…

Machine Learning · Computer Science 2020-06-15 Weiya Ren

Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of…

Machine Learning · Computer Science 2021-12-28 Yuwei Luo , Zhuoran Yang , Zhaoran Wang , Mladen Kolar

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,…

Artificial Intelligence · Computer Science 2021-06-15 Junfeng Wen , Saurabh Kumar , Ramki Gummadi , Dale Schuurmans

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

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

We propose a conceptually simple and lightweight framework for deep reinforcement learning that uses asynchronous gradient descent for optimization of deep neural network controllers. We present asynchronous variants of four standard…

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren

This paper investigates trajectory tracking problem for a class of underactuated autonomous underwater vehicles (AUVs) with unknown dynamics and constrained inputs. Different from existing policy gradient methods which employ single…

Machine Learning · Computer Science 2019-09-10 Wenjie Shi , Shiji Song , Cheng Wu , C. L. Philip Chen

Several recent works have focused on carrying out non-asymptotic convergence analyses for AC algorithms. Recently, a two-timescale critic-actor algorithm has been presented for the discounted cost setting in the look-up table case where the…

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

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…

Machine Learning · Computer Science 2024-01-29 Xuyang Chen , Lin Zhao