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We propose a novel actor-critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent direction that is motivated by the solution of a certain non-linear…

Machine Learning · Computer Science 2015-07-30 Prashanth L. A. , H. L. Prasad , Shalabh Bhatnagar , Prakash Chandra

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

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

Machine Learning · Computer Science 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

In this paper, we develop a novel variant of off-policy natural actor-critic algorithm with linear function approximation and we establish a sample complexity of $\mathcal{O}(\epsilon^{-3})$, outperforming all the previously known…

Machine Learning · Computer Science 2022-04-13 Zaiwei Chen , Sajad Khodadadian , Siva Theja Maguluri

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…

Machine Learning · Computer Science 2026-03-10 Anirudh Satheesh , Pankaj Kumar Barman , Washim Uddin Mondal , Vaneet Aggarwal

Off-policy reinforcement learning enables near-optimal policy from suboptimal experience, thereby provisions opportunity for artificial intelligence applications in healthcare. Previous works have mainly framed patient-clinician…

Artificial Intelligence · Computer Science 2018-06-05 Luchen Li , Matthieu Komorowski , Aldo A. Faisal

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

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

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

We consider a discounted cost constrained Markov decision process (CMDP) policy optimization problem, in which an agent seeks to maximize a discounted cumulative reward subject to a number of constraints on discounted cumulative utilities.…

Optimization and Control · Mathematics 2024-11-21 Sihan Zeng , Thinh T. Doan , Justin Romberg

In this paper, we consider the problem of deploying a robot from a specification given as a temporal logic statement about some properties satisfied by the regions of a large, partitioned environment. We assume that the robot has noisy…

Robotics · Computer Science 2012-02-24 Xu Chu Ding , Jing Wang , Morteza Lahijanian , Ioannis Ch. Paschalidis , Calin A. Belta

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…

Machine Learning · Computer Science 2021-02-15 Tengyu Xu , Zhe Wang , Yingbin Liang

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

This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

Machine Learning · Computer Science 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

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

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

Large Language Models (LLMs) have achieved remarkable advancements in natural language processing tasks, yet they encounter challenges in complex decision-making scenarios that require long-term reasoning and alignment with high-level…

Computation and Language · Computer Science 2025-06-10 Heng Dong , Kefei Duan , Chongjie Zhang

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic…

Machine Learning · Computer Science 2019-10-23 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Ji Liu

In reinforcement learning for partially observable environments, many successful algorithms have been developed within the asymmetric learning paradigm. This paradigm leverages additional state information available at training time for…

Machine Learning · Computer Science 2025-09-09 Gaspard Lambrechts , Damien Ernst , Aditya Mahajan

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