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Model predictive control (MPC) is widely used in process control due to its interpretability and ability to handle constraints. As a parametric policy in reinforcement learning (RL), MPC offers strong initial performance and low data…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Dean Brandner , Sebastien Gros , Sergio Lucia

The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature…

Optimization and Control · Mathematics 2015-02-19 R. H. Byrd , S. L. Hansen , J. Nocedal , Y. Singer

In this paper, we discuss the deterministic policy gradient using the Actor-Critic methods based on the linear compatible advantage function approximator, where the input spaces are continuous. When the policy is restricted by hard…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Sebastien Gros

This paper proposes a new actor-critic-style algorithm called Dual Actor-Critic or Dual-AC. It is derived in a principled way from the Lagrangian dual form of the Bellman optimality equation, which can be viewed as a two-player game between…

Machine Learning · Computer Science 2018-01-01 Bo Dai , Albert Shaw , Niao He , Lihong Li , Le Song

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 distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…

Optimization and Control · Mathematics 2024-09-30 Ola Shorinwa , Mac Schwager

We develop a parameterized Primal-Dual $\pi$ Learning method based on deep neural networks for Markov decision process with large state space and off-policy reinforcement learning. In contrast to the popular Q-learning and actor-critic…

Machine Learning · Computer Science 2017-12-08 Woon Sang Cho , Mengdi Wang

Actor-critic methods are widely used in offline reinforcement learning practice, but are not so well-understood theoretically. We propose a new offline actor-critic algorithm that naturally incorporates the pessimism principle, leading to…

Machine Learning · Computer Science 2021-08-20 Andrea Zanette , Martin J. Wainwright , Emma Brunskill

We study the convergence of the actor-critic algorithm with nonlinear function approximation under a nonconvex-nonconcave primal-dual formulation. Stochastic gradient descent ascent is applied with an adaptive proximal term for robust…

Machine Learning · Computer Science 2022-03-01 Jing Dong , Li Shen , Yinggan Xu , Baoxiang Wang

In the field of reinforcement learning, because of the high cost and risk of policy training in the real world, policies are trained in a simulation environment and transferred to the corresponding real-world environment. However, the…

Machine Learning · Computer Science 2023-01-12 Takumi Tanabe , Rei Sato , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

To make efficient use of limited spectral resources, we in this work propose a deep actor-critic reinforcement learning based framework for dynamic multichannel access. We consider both a single-user case and a scenario in which multiple…

Machine Learning · Computer Science 2019-08-23 Chen Zhong , Ziyang Lu , M. Cenk Gursoy , Senem Velipasalar

A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

Machine Learning · Computer Science 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

In this paper we present a novel quasi-Newton algorithm for use in stochastic optimisation. Quasi-Newton methods have had an enormous impact on deterministic optimisation problems because they afford rapid convergence and computationally…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Adrian Wills , Thomas Schön

In offline reinforcement learning, it is necessary to manage out-of-distribution actions to prevent overestimation of value functions. One class of methods, the policy-regularized method, addresses this problem by constraining the target…

Machine Learning · Computer Science 2025-02-26 Linjiajie Fang , Ruoxue Liu , Jing Zhang , Wenjia Wang , Bing-Yi Jing

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

In cooperative stochastic games multiple agents work towards learning joint optimal actions in an unknown environment to achieve a common goal. In many real-world applications, however, constraints are often imposed on the actions that can…

Multiagent Systems · Computer Science 2020-07-14 Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Prabuchandran K. J. , Shalabh Bhatnagar

In this work we discuss the incorporation of quadratic neurons into policy networks in the context of model-free actor-critic reinforcement learning. Quadratic neurons admit an explicit quadratic function approximation in contrast to…

Machine Learning · Computer Science 2021-03-12 Matthias Weissenbacher , Yoshinobu Kawahara

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

Machine Learning · Computer Science 2018-08-10 Tuomas Haarnoja , Aurick Zhou , Pieter Abbeel , Sergey Levine

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
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