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Policy mirror descent (PMD) is a general policy optimization framework in reinforcement learning, which can cover a wide range of typical policy optimization methods by specifying different mirror maps. Existing analysis of PMD requires…

Optimization and Control · Mathematics 2025-09-24 Jiacai Liu , Wenye Li , Ke Wei

Explicit exploration in the action space was assumed to be indispensable for online policy gradient methods to avoid a drastic degradation in sample complexity, for solving general reinforcement learning problems over finite state and…

Machine Learning · Computer Science 2023-03-22 Yan Li , Guanghui Lan

Policy Mirror Descent (PMD) is a general family of algorithms that covers a wide range of novel and fundamental methods in reinforcement learning. Motivated by the instability of policy iteration (PI) with inexact policy evaluation, PMD…

Optimization and Control · Mathematics 2023-11-23 Emmeran Johnson , Ciara Pike-Burke , Patrick Rebeschini

Policy Mirror Descent (PMD) stands as a versatile algorithmic framework encompassing several seminal policy gradient algorithms such as natural policy gradient, with connections with state-of-the-art reinforcement learning (RL) algorithms…

Machine Learning · Computer Science 2024-11-07 Kimon Protopapas , Anas Barakat

Policy Mirror Descent (PMD) is a popular framework in reinforcement learning, serving as a unifying perspective that encompasses numerous algorithms. These algorithms are derived through the selection of a mirror map and enjoy finite-time…

Machine Learning · Statistics 2026-01-07 Carlo Alfano , Sebastian Towers , Silvia Sapora , Chris Lu , Patrick Rebeschini

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and…

Machine Learning · Computer Science 2024-11-01 Qiuhao Wang , Shaohang Xu , Chin Pang Ho , Marek Petrik

We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$…

Machine Learning · Computer Science 2022-02-07 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian

We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

Machine Learning · Computer Science 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

Policy Mirror Descent (PMD) has emerged as a unifying framework in reinforcement learning (RL) by linking policy gradient methods with a first-order optimization method known as mirror descent. At its core, PMD incorporates two key…

Machine Learning · Computer Science 2025-07-14 Jan Felix Kleuker , Aske Plaat , Thomas Moerland

Modern policy optimization methods roughly follow the policy mirror descent (PMD) algorithmic template, for which there are by now numerous theoretical convergence results. However, most of these either target tabular environments, or can…

Machine Learning · Computer Science 2025-07-08 Uri Sherman , Tomer Koren , Yishay Mansour

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

We propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…

Machine Learning · Computer Science 2022-11-30 Yan Li , Guanghui Lan , Tuo Zhao

We consider off-policy temporal-difference (TD) learning methods for policy evaluation in Markov decision processes with finite spaces and discounted reward criteria, and we present a collection of convergence results for several…

Machine Learning · Computer Science 2018-03-30 Huizhen Yu

In this paper, we present a new policy gradient (PG) methods, namely the block policy mirror descent (BPMD) method for solving a class of regularized reinforcement learning (RL) problems with (strongly)-convex regularizers. Compared to the…

Machine Learning · Computer Science 2022-09-20 Guanghui Lan , Yan Li , Tuo Zhao

Policy gradient methods are a vital ingredient behind the success of modern reinforcement learning. Modern policy gradient methods, although successful, introduce a residual error in gradient estimation. In this work, we argue that this…

Machine Learning · Computer Science 2024-03-05 Pulkit Katdare , Anant Joshi , Katherine Driggs-Campbell

Policy mirror descent (PMD) provides a principled framework for reinforcement learning (RL) by iteratively solving KL-regularized policy improvement subproblems. While this approach has been adopted in training advanced LLMs such as Kimi…

Machine Learning · Computer Science 2026-02-06 Zhenghao Xu , Qin Lu , Changlong Yu , Tuo Zhao

Improving sample efficiency has been a longstanding goal in reinforcement learning. This paper proposes $\mathtt{VRMPO}$ algorithm: a sample efficient policy gradient method with stochastic mirror descent. In $\mathtt{VRMPO}$, a novel…

Machine Learning · Computer Science 2022-02-10 Long Yang , Yu Zhang , Gang Zheng , Qian Zheng , Pengfei Li , Jianhang Huang , Jun Wen , Gang Pan

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

Safety is an essential requirement for reinforcement learning systems. The newly emerging framework of robust constrained Markov decision processes allows learning policies that satisfy long-term constraints while providing guarantees under…

Machine Learning · Computer Science 2025-12-19 David M. Bossens , Atsushi Nitanda
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