Neural Actor--Critic Learning with Minimax Critics and Reflected Langevin Sampling

Actor--critic methods rely on critic gradients to improve continuous-action policies, yet finite-sample guarantees must control both value and gradient errors and their propagation through the actor. We develop a neural actor-critic procedure that combines a regularized minimax Bellman estimator over sigmoid networks with a finite reflected Langevin sampler driven by the fitted critic gradient. Under uniform Bellman regularity and covered reset sampling, a positive high-order action-derivative penalty yields value and action-gradient risk bounds with classical nonparametric minimax exponents up to logarithmic factors. We propagate estimation, mixing, discretization, temperature, and policy-iteration errors to obtain return guarantees, with refinements for bounded multimodal potentials and strongly concave regimes. Empirical studies across controlled simulations, logged continuous-control data, and a simulated decision task show favorable performance relative to the considered baselines.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-11-02
DOI
https://doi.org/10.48550/arxiv.2611.03352
Primary Topic
Reinforcement Learning in Robotics
Type
preprint
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preprint

Neural Actor--Critic Learning with Minimax Critics and Reflected Langevin Sampling

櫻 金城, 舒宏瑞, Lican Kang, Kunqi Huang
arXiv (Cornell University)
Reinforcement Learning in Robotics
preprint

Neural Actor--Critic Learning with Minimax Critics and Reflected Langevin Sampling

櫻 金城, 舒宏瑞, Lican Kang, Kunqi Huang
preprint en

Abstract

Actor--critic methods rely on critic gradients to improve continuous-action policies, yet finite-sample guarantees must control both value and gradient errors and their propagation through the actor. We develop a neural actor-critic procedure that combines a regularized minimax Bellman estimator over sigmoid networks with a finite reflected Langevin sampler driven by the fitted critic gradient. Under uniform Bellman regularity and covered reset sampling, a positive high-order action-derivative penalty yields value and action-gradient risk bounds with classical nonparametric minimax exponents up to logarithmic factors. We propagate estimation, mixing, discretization, temperature, and policy-iteration errors to obtain return guarantees, with refinements for bounded multimodal potentials and strongly concave regimes. Empirical studies across controlled simulations, logged continuous-control data, and a simulated decision task show favorable performance relative to the considered baselines.

arXiv (Cornell University)
Reinforcement Learning in Robotics
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