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Prashansa Panda

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AAAI Conference 2025 Conference Paper

Two-Timescale Critic-Actor for Average Reward MDPs with Function Approximation

Prashansa Panda
Shalabh Bhatnagar

Several recent works have focused on carrying out non-asymptotic convergence analyses for AC algorithms. Recently, a two-timescale critic-actor algorithm has been presented for the discounted cost setting in the look-up table case where the timescales of the actor and the critic are reversed and only asymptotic convergence shown. In our work, we present the first two-timescale critic-actor algorithm with function approximation in the long-run average reward setting and present the first finite-time non-asymptotic as well as asymptotic convergence analysis for such a scheme. We obtain optimal learning rates and prove that our algorithm achieves a sample complexity that can be made arbitrarily close to that of single-timescale AC and clearly better than the one obtained for two-timescale AC in a similar setting.. A notable feature of our analysis is that we present the asymptotic convergence analysis of our scheme in addition to the finite-time bounds that we obtain and show the almost sure asymptotic convergence of the (slower) critic recursion to the attractor of an associated differential inclusion with actor parameters corresponding to local maxima of a perturbed average reward objective. We also show the results of numerical experiments on three benchmark settings and observe that our critic-actor algorithm performs the best amongst all algorithms.

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UAI Conference 2024 Conference Paper

Finite-Time Analysis of Three-Timescale Constrained Actor-Critic and Constrained Natural Actor-Critic Algorithms

Prashansa Panda
Shalabh Bhatnagar

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 approximation for constrained Markov decision processes (C-MDP) involving inequality constraints and carry out a non-asymptotic analysis for both of these algorithms in a non-i. i. d (Markovian) setting. We consider the long-run average cost criterion where both the objective and the constraint functions are suitable policy-dependent long-run averages of certain prescribed cost functions. We handle the inequality constraints using the Lagrange multiplier method. We prove that these algorithms are guaranteed to find a first-order stationary point (i. e. , $\Vert \nabla L(\theta, \gamma)\Vert_2^2 \leq \epsilon$) of the performance (Lagrange) function $L(\theta, \gamma)$, with a sample complexity of $\mathcal{\tilde{O}}(\epsilon^{-2. 5})$ in the case of both Constrained Actor Critic (C-AC) and Constrained Natural Actor Critic (C-NAC) algorithms. We also show the results of experiments on three different Safety-Gym environments.

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