Year: 2026
Type: preprint
Abstract: Policy mirror descent (PMD) has a mature finite-time theory in discounted Markov decision processes (MDPs), but less is known in the average-reward setting, a more natural objective for many control applications. We give a finite-time, finite-sample analysis of PMD in ergodic average-reward MDPs built around a single master recursion that governs convergence for any critic, without external regularization. Its specializations yield linear rates for exact, inexact-tabular, and linear function approximation (LFA) updates. For exact PMD, the rate is tight in the worst case, and convergence can become superlinear. We complement these convergence results with critics whose end-to-end sample complexities improve the prior best policy-gradient dependence from $|S||A|\,t_{\mathrm{mix}}^3$ to $|S|\,t_{\mathrm{mix}}^3+|S||A|\,t_{\mathrm{mix}}^2$ in the tabular setting and from $|S||A|\,t_{\mathrm{mix}}^5$ to $d\,t_{\mathrm{mix}}^3$ under LFA. Matching information-theoretic lower bounds establish that both critics are optimal up to logarithmic factors.
Source: arXiv (Cornell University)
Authors: Arda, Enes, Eryilmaz, Atilla
Institution: The Ohio State University
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7220678134