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On Actor-Critic Algorithms

Published: 01 April 2003 Publication History

Abstract

In this article, we propose and analyze a class of actor-critic algorithms. These are two-time-scale algorithms in which the critic uses temporal difference learning with a linearly parameterized approximation architecture, and the actor is updated in an approximate gradient direction, based on information provided by the critic. We show that the features for the critic should ideally span a subspace prescribed by the choice of parameterization of the actor. We study actor-critic algorithms for Markov decision processes with Polish state and action spaces. We state and prove two results regarding their convergence.

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  • (2024)Finite-time analysis of three-timescale constrained actor-critic and constrained natural actor-critic algorithmsProceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence10.5555/3702676.3702809(2787-2834)Online publication date: 15-Jul-2024
  • (2024)Non-asymptotic analysis for single-loop (natural) actor-critic with compatible function approximationProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3694193(51771-51824)Online publication date: 21-Jul-2024
  • (2024)Policy evaluation for variance in average reward reinforcement learningProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3692091(471-502)Online publication date: 21-Jul-2024
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Published In

cover image SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization  Volume 42, Issue 4
2003
380 pages

Publisher

Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 April 2003

Author Tags

  1. Markov decision processes
  2. actor-critic algorithms
  3. reinforcement learning
  4. stochastic approximation

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