Last-Iterate Global Convergence of Policy Gradients for Constrained Reinforcement Learning
On the map: Deep reinforcement learning methods → RL theory and sample complexity
Abstract (arXiv)
Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as expected costs. In this setting, policy-based methods are widely used since they come with several advantages when dealing with continuous-control problems. These methods search in the policy space with an action-based or parameter-based exploration strategy, depending on whether they learn directly the parameters of a stochastic policy or those of a stochastic hyperpolicy. In this paper, we propose a general framework for addressing CRL problems via gradient-based primal-dual algorithms, relying on an alternate ascent/descent scheme with dual-variable regularization. We introduce an exploration-agnostic algorithm, called C-PG, which exhibits global last-iterate convergence guarantees under (weak) gradient domination assumptions, improving and generalizing existing results. Then, we design C-PGAE and C-PGPE, the action-based and the parameter-based versions of C-PG, respectively, and we illustrate how they naturally extend to constraints defined in terms of risk measures over the costs, as it is often requested in safety-critical scenarios. Finally, we numerically validate our algorithms on constrained control problems, and compare them with state-of-the-art baselines, demonstrating their effectiveness.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods. Builds on 33 of its 61 references that are in the map. First posted on arXiv 15 Jul 2024.
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33 of 61 references.
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Other references · 32
- 2017Constrained Policy Optimizationcited by 983
- 2018Reward Constrained Policy Optimizationcited by 417
- 2015Risk-Constrained Reinforcement Learning with Percentile Risk Criteriacited by 337
- 2020Responsive Safety in Reinforcement Learning by PID Lagrangian Methodscited by 316
- 2018A Lyapunov-based Approach to Safe Reinforcement Learningcited by 297
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- 2019Constrained Reinforcement Learning Has Zero Duality Gapcited by 151
- 2019Global Optimality Guarantees For Policy Gradient Methodscited by 150
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- 2020Provably Efficient Safe Exploration via Primal-Dual Policy Optimizationcited by 134
- 2020CRPO: A New Approach for Safe Reinforcement Learning with Convergence Guaranteecited by 134
20 more
- 2019IPO: Interior-point Policy Optimization under Constraintscited by 132
- 2019On the convergence of single-call stochastic extra-gradient methodscited by 89
- 2021A general sample complexity analysis of vanilla policy gradientcited by 76
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policiescited by 58
- 2019Convergent Policy Optimization for Safe Reinforcement Learningcited by 57
- 2019Risk-Averse Trust Region Optimization for Reward-Volatility Reductioncited by 54
- 2021Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Primal-Dual Approachcited by 50
- 2022Near-Optimal Sample Complexity Bounds for Constrained MDPscited by 37
- 2021A Dual Approach to Constrained Markov Decision Processes with Entropy Regularizationcited by 34
- 2023Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPscited by 28
- 2022Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPscited by 27
- 2021Policy Optimization for Constrained MDPs with Provable Fast Global Convergencecited by 23
- 2019Smoothing Policies and Safe Policy Gradientscited by 21
- 2022Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Functioncited by 20
- 2022Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Conservative Natural Policy Gradient Primal-Dual Algorithmcited by 20
- 2023ReLOAD: Reinforcement Learning with Optimistic Ascent-Descent for Last-Iterate Convergence in Constrained MDPscited by 20
- 2023An Alternative to Variance: Gini Deviation for Risk-averse Policy Gradientcited by 12
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- 2022Algorithm for Constrained Markov Decision Process with Linear Convergencecited by 4
- 2022Constrained Reinforcement Learning via Dissipative Saddle Flow Dynamicscited by 3
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