Related papers: Refined Analysis of Entropy-Regularized Actor-Crit…
The option-critic architecture (Bacon, Harb, and Precup 2017) and several variants have successfully demonstrated the use of the options framework proposed by Sutton et al (Sutton, Precup, and Singh1999) to scale learning and planning in…
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…
We study the global convergence and global optimality of actor-critic, one of the most popular families of reinforcement learning algorithms. While most existing works on actor-critic employ bi-level or two-timescale updates, we focus on…
Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…
On error of value function inevitably causes an overestimation phenomenon and has a negative impact on the convergence of the algorithms. To mitigate the negative effects of the approximation error, we propose Error Controlled Actor-critic…
Continuous-time stochastic control with time-inhomogeneous jump-diffusion dynamics is central in finance and economics, but computing optimal policies is difficult under explicit time dependence, discontinuous shocks, and high…
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…
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…
Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…
Actor-critic methods have been central to many of the recent advances in deep reinforcement learning. The most common approach is to use symmetric architectures, whereby both actor and critic have the same network topology and number of…
Recent studies have increasingly focused on non-asymptotic convergence analyses for actor-critic (AC) algorithms. One such effort introduced a two-timescale critic-actor algorithm for the discounted cost setting using a tabular…
Actor-critic (AC) methods have exhibited great empirical success compared with other reinforcement learning algorithms, where the actor uses the policy gradient to improve the learning policy and the critic uses temporal difference learning…
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,…
In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…
Actors and critics in actor-critic reinforcement learning algorithms are functionally separate, yet they often use the same network architectures. This case study explores the performance impact of network sizes when considering actor and…
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…
Most approaches to visual scene analysis have emphasised parallel processing of the image elements. However, one area in which the sequential nature of vision is apparent, is that of segmenting multiple, potentially similar and partially…
Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…
Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…
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…