Actor-Critic Algorithms
1999-12-01Advances in Neural Information Processing Systems 1999Code Available0· sign in to hype
Vijay Konda, John Tsitsiklis
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Abstract
We propose and analyze a class of actor-critic algorithms for simulation-based optimization of a Markov decision process over a parameterized family of randomized stationary policies. These are two-time-scale algorithms in which the critic uses TD learning with a linear 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 span a subspace prescribed by the choice of parameterization of the actor. We conclude by discussing convergence properties and some open problems.