# Sharp Convergence and Sample Complexity of Policy Mirror Descent for Average-Reward MDPs

arXiv: https://arxiv.org/abs/2610.04117 · HTML: https://mlsanity.com/paper/2610.04117/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 23 of its 40 references that are in the map.
- First posted on arXiv 2 Oct 2026.

## Builds on (most cited first, 23 of 23)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [Trust Region Policy Optimization](https://mlsanity.com/paper/1502.05477/) (2015)
- [Fast Global Convergence of Natural Policy Gradient Methods with Entropy Regularization](https://mlsanity.com/paper/2007.06558/) (2020)
- [Policy Mirror Descent for Reinforcement Learning: Linear Convergence, New Sampling Complexity, and Generalized Problem Classes](https://mlsanity.com/paper/2102.00135/) (2021)
- [On the Convergence Rates of Policy Gradient Methods](https://mlsanity.com/paper/2201.07443/) (2022)
- [Adaptive Trust Region Policy Optimization: Global Convergence and Faster Rates for Regularized MDPs](https://mlsanity.com/paper/1909.02769/) (2019)
- [Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)](https://mlsanity.com/paper/1306.2119/) (2013)
- [Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergence](https://mlsanity.com/paper/2105.11066/) (2021)
- [Linear Convergence of Natural Policy Gradient Methods with Log-Linear Policies](https://mlsanity.com/paper/2210.01400/) (2022)
- [Stochastic first-order methods for average-reward Markov decision processes](https://mlsanity.com/paper/2205.05800/) (2022)
- [A Novel Framework for Policy Mirror Descent with General Parameterization and Linear Convergence](https://mlsanity.com/paper/2301.13139/) (2023)
- [Regret Analysis of Policy Gradient Algorithm for Infinite Horizon Average Reward Markov Decision Processes](https://mlsanity.com/paper/2309.01922/) (2023)
- [Optimal Convergence Rate for Exact Policy Mirror Descent in Discounted Markov Decision Processes](https://mlsanity.com/paper/2302.11381/) (2023)
- [Optimal Sample Complexity for Average Reward Markov Decision Processes](https://mlsanity.com/paper/2310.08833/) (2023)
- [A Sharper Global Convergence Analysis for Average Reward Reinforcement Learning via an Actor-Critic Approach](https://mlsanity.com/paper/2407.18878/) (2024)
- [Order-Optimal Regret with Novel Policy Gradient Approaches in Infinite-Horizon Average Reward MDPs](https://mlsanity.com/paper/2404.02108/) (2024)
- [On the Global Convergence of Policy Gradient in Average Reward Markov Decision Processes](https://mlsanity.com/paper/2403.06806/) (2024)
- [Generalization in Transfer Learning](https://mlsanity.com/paper/1909.01331/) (2019)
- [Performance Bounds for Policy-Based Average Reward Reinforcement Learning Algorithms](https://mlsanity.com/paper/2302.01450/) (2023)
- [Performance of NPG in Countable State-Space Average-Cost RL](https://mlsanity.com/paper/2405.20467/) (2024)
- [Policy Gradient Algorithms in Average-Reward Multichain MDPs](https://mlsanity.com/paper/2602.18003/) (2026)
- [Deep Index Policy for Multi-Resource Restless Matching Bandit and Its Application in Multi-Channel Scheduling](https://mlsanity.com/paper/2408.07205/) (2024)
- [Convergence of Natural Policy Gradient for a Family of Infinite-State Queueing MDPs](https://mlsanity.com/paper/2402.05274/) (2024)

## Abstract (arXiv)

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, with a superlinear regime for exact PMD. We complement these convergence results with end-to-end sample complexities of order tmix3/varepsilon2 in both tabular (|S||A|-dependent) and LFA (d-dependent) settings. Our LFA sample complexity sharpens the prior best tmix5 mixing dependence to tmix3, and matching information-theoretic lower bounds establish that the critic's tmix3/varepsilon2 sample complexity is unimprovable in both settings.
