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In this paper, we propose a second-order deterministic actor-critic framework in reinforcement learning that extends the classical deterministic policy gradient method to exploit curvature information of the performance function. Building…

Machine Learning · Computer Science 2025-11-13 Arash Bahari Kordabad , Dean Brandner , Sebastien Gros , Sergio Lucia , Sadegh Soudjani

Actor-critic algorithms learn an explicit policy (actor), and an accompanying value function (critic). The actor performs actions in the environment, while the critic evaluates the actor's current policy. However, despite their stability…

Artificial Intelligence · Computer Science 2019-02-08 Hélène Plisnier , Denis Steckelmacher , Diederik M. Roijers , Ann Nowé

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

The classical policy gradient method is the theoretical and conceptual foundation of modern policy-based reinforcement learning (RL) algorithms. Most rigorous analyses of such methods, particularly those establishing convergence guarantees,…

Machine Learning · Computer Science 2026-02-11 Jongmin Lee , Ernest K. Ryu

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

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

Actor-critic algorithms address the dual goals of reinforcement learning (RL), policy evaluation and improvement via two separate function approximators. The practicality of this approach comes at the expense of training instability, caused…

Machine Learning · Computer Science 2024-06-11 Bahareh Tasdighi , Abdullah Akgül , Manuel Haussmann , Kenny Kazimirzak Brink , Melih Kandemir

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2022-07-20 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

Sequence-to-sequence architectures built upon recurrent neural networks have become a standard choice for multi-step-ahead time series prediction. In these models, the decoder produces future values conditioned on contextual inputs,…

Machine Learning · Computer Science 2026-02-06 Qi Sima , Xinze Zhang , Yukun Bao , Siyue Yang , Liang Shen

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Machine Learning · Computer Science 2026-05-12 Avik Kar , Siddharth Chandak , Rahul Singh , Soumitra Sinhahajari , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

Model-free and model-based reinforcement learning are two ends of a spectrum. Learning a good policy without a dynamic model can be prohibitively expensive. Learning the dynamic model of a system can reduce the cost of learning the policy,…

Robotics · Computer Science 2022-01-19 Arash Mehrjou , Ashkan Soleymani , Stefan Bauer , Bernhard Schölkopf

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new…

Machine Learning · Computer Science 2017-04-10 Brendan O'Donoghue , Remi Munos , Koray Kavukcuoglu , Volodymyr Mnih

Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

Machine Learning · Computer Science 2018-03-21 Cathy Wu , Aravind Rajeswaran , Yan Duan , Vikash Kumar , Alexandre M Bayen , Sham Kakade , Igor Mordatch , Pieter Abbeel

We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions…

Statistical Mechanics · Physics 2026-03-09 Venkata D. Pamulaparthy , Rosemary J. Harris

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup
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