arXiv:2503.22244v3 Announce Type: replace
Abstract: Policy gradient methods are among the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical s...
By Weizhen Wang, Xinzhe Zhou, Jianping He, Xiaoming Duan
arXiv:2605. 14982v2 Announce Type: replace-cross Abstract: We address the discounted reward setting in reinforcement learning (RL).
By Sanjeev Manivannan, Shuban V
The paper introduces Loopless Variance-Reduced Policy Gradient (LVR-PG), a framework that unifies first‑order estimators combining recursive updates with defensive importance sampling, such as PAGE-PG and STORM-PG. It proves that LVR-PG achieves a ∫O(ε⁻²) last‑iterate global convergence rate under weak gradient domination for general parametric policies, using only first‑order updates and minimal assumptions. By extending lower bounds to continuous parametric policies, the authors show an Ω(ε⁻²) sample complexity limit, establishing that LVR-PG is minimax‑optimal up to logarithmic factors and horizon terms.
By Leonardo Cesani, Matteo Papini, Marcello Restelli
The paper presents a policy gradient theorem tailored to Cumulative Prospect Theory (CPT) objectives in finite-horizon reinforcement learning, extending the classic policy gradient framework to include distortion-based risk measures. Leveraging this theorem, the authors develop a first‑order policy gradient algorithm that uses a Monte Carlo estimator based on order statistics, providing statistical guarantees and proving asymptotic convergence to first‑order stationary points of the generally nonconvex CPT objective. The work also offers a non‑asymptotic sample complexity bound for reaching an approximate stationary policy and demonstrates the qualitative effects of CPT through simulations, comparing the new first‑order method to existing zeroth‑order approaches.
By Olivier Lepel, Anas Barakat
arXiv:2506. 13862v2 Announce Type: replace-cross Abstract: In Reinforcement Learning (RL), regularization with a Kullback-Leibler divergence that penalizes large deviations between successive policies has emerged as a popular tool both in theory and practice.
By Alex Davey, Alena Shilova, Brahim Driss, Riad Akrour
The paper introduces Fast Regularized Policy Mirror Descent (PMD) that pairs policy updates with a single temporal-difference (TD) critic step. It proves global linear convergence for finite discounted MDPs using exact coordinate-wise Bellman updates and any positive actor stepsize, regardless of critic initialization. For stochastic TD-PMD with strongly convex mirror maps, the authors achieve an expected value gap of ε after “~O(1/((1-γ)^5 σ_b ε))” transitions, without requiring trajectory resets, generative models, or nested policy evaluation loops.
By Qipei Chen, Wenye Li, Yule Sun, Ke Wei