# A Concentration Bound for Two-Timescale Actor-Critic Algorithm

arXiv: https://arxiv.org/abs/2609.29117 · HTML: https://mlsanity.com/paper/2609.29117/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods.
- Builds on 9 of its 21 references that are in the map.
- First posted on arXiv 24 Sep 2026.

## Placed in

- Deep reinforcement learning methods / [RL theory and sample complexity](https://mlsanity.com/deeprl/rl-theory-and-sample-complexity/)

## Builds on (most cited first, 9 of 9)

- [A Finite Time Analysis of Two Time-Scale Actor Critic Methods](https://mlsanity.com/paper/2005.01350/) (2020)
- [Finite Sample Analysis of Two-Time-Scale Natural Actor-Critic Algorithm](https://mlsanity.com/paper/2101.10506/) (2021)
- [Finite-time analysis of single-timescale actor-critic](https://mlsanity.com/paper/2210.09921/) (2022)
- [On TD(0) with function approximation: Concentration bounds and a centered variant with exponential convergence](https://mlsanity.com/paper/1411.3224/) (2014)
- [A Concentration Bound for Stochastic Approximation via Alekseev's Formula](https://mlsanity.com/paper/1506.08657/) (2015)
- [A Concentration Bound for TD(0) with Function Approximation](https://mlsanity.com/paper/2312.10424/) (2023)
- [Actor-Critic or Critic-Actor? A Tale of Two Time Scales](https://mlsanity.com/paper/2210.04470/) (2022)
- [Two-Timescale Critic-Actor for Average Reward MDPs with Function Approximation](https://mlsanity.com/paper/2402.01371/) (2024)
- [Finite-Time Analysis of Three-Timescale Constrained Actor-Critic and Constrained Natural Actor-Critic Algorithms](https://mlsanity.com/paper/2310.16363/) (2023)

## Abstract (arXiv)

Significant research effort has been directed in recent years towards establishing both asymptotic and non-asymptotic convergence guarantees for two-timescale actor--critic algorithms, where the actor recursion is run on a slower timescale than the critic recursion. This work derives a uniform all-time concentration bound for the actor--critic algorithm with function approximation in the long-run average-reward setting. This bound helps us analyze the behavior of the actor parameter with high probability. We show that, after some finite time, the actor parameter enters a safe region and remains within it thereafter with high probability. Specifically, with probability at least 1-ε1-ε2, the actor error Vert θk-θ*Vert is Oleft(fracn03/4kfrac1√ε2+left(frac1n0right)1/4log1/4left(frac1ε1right)+left(frac1n0right)1/4right) for all k≥ n0 and sufficiently large n0. We also present experimental results demonstrating that the aforementioned actor error diminishes with the number of actor-parameter updates.
