Introduction
Multi-Agent Reinforcement Learning (MARL) has been a practically important regime for training real-world cooperative multi-agent systems, with applications ranging from autonomous driving [6 ] , energy systems [15 ] and robotics [26 ] . When scaling up the number of agents for better cooperation in more complex multi-agent systems, we are faced with a problem known as the curse of dimensionality : the joint state-action space scales exponentially in the number of agents, making centralized value estimation, policy optimization, and exploration statistically and computationally intractable [14 , 35 , 31 ] .
To make multi-agent systems more scalable, one promising approach is to leverage the problem structure. Among various different structures, a line of work considering networked MARL, where agents are associated within a network and only interact with neighboring agents, has gained much attention [28 , 27 , 39 , 40 ] . Such networked structure can be used to model various multi-agent systems including social networks [21 ] , communication networks [41 ] and smart transportation [36 ] . Leveraging the local interaction structure, Qu et al. [ [28 ] formulated an exponential decay property , which formulates the system identity that the impact of an agent decays exponentially in the distance within the network. Using this property, agents can infer the global Q Q Q function and update its policy based only on the information available nearby [28 , 27 ] , thereby making network MARL more scalable.
Despite this breadth, prior analyses leave two gaps. First, the optimality of stationary points of policy-gradient objective has been extensively characterized in single-agent settings across a variety of MDP formulations [17 , 22 , 7 ] (Murthy and Srikant 2023), whereas analogous insights for networked average-reward MARL—where agents are constrained to localized policies and update with nearby information—have not been developed. Second, existing convergence guarantees in this setting are largely tabular convergence to stationary points—the policy gradient norm vanishes in the limit [28 , 27 , 20 ] . Finite-time bounds that characterize the suboptimality of the policy as a function of the number of samples used for training, and that expose how the localization error from k k k -hop truncation, the function-approximation error from the feature class, and the statistical TD error from finite samples interact, have not been established for networked average-reward MARL. This motivates the two central questions of this paper:
Are global convergence guarantees achievable under decentralized localized learning? How do localization, function approximation, and the number of samples used for learning interact in the policy-based analyses of average-reward networked MARL?
Our contributions. We address these questions through three main contributions.
We identify Multiagency and Partial Observability —two intrinsic structural obstructions to global convergence under unregularized decentralized learning. For multiagency, we show through Example 2 that while ergodicity of the induced Markov chain guarantees global optimality of every stationary point of policy gradient in single-agent RL [17 ] , this guarantee fails once the joint policy is constrained to be a product of local policies, even in a fully cooperative, fully observable, ergodic MDP. For partial observability, Example 3 shows that when the individual policies cannot depend on the global state, a vanishing local policy gradient need not even certify a notion of unilateral optimality: the stationary point can have strictly positive Nash gap, i.e., at least one agent has a profitable deviation given the others’ policies fixed. These two examples reflect broader coordination and local-information challenges in cooperative MARL, and motivate why our unregularized guarantees are stated in terms of stationarity.
We connect network localization with linear function approximation and derive finite-sample guarantees for the resulting actor-critic method. We observe that a k k k -hop tabular critic is simply a linear approximation to the global Q Q Q -function, with features that group together global state-action pairs indistinguishable from agent i i i ’s local view. This perspective allows each agent to use a compact linear critic on its k k k -hop neighborhood, rather than maintaining an exponentially large local table. It also reveals a clear tradeoff: larger neighborhoods reduce localization bias, but require richer features to avoid approximation error. Using this localized-linear critic, we prove finite-sample stationarity of unregularized decentralized actor-critic. The resulting bound groups the error into a finite-sample learning term, which captures critic tracking, Markovian sampling, and actor-critic coupling, plus two structural approximation terms: feature approximation and network localization.
We show that adding strong fixed-state entropy regularization can restore global convergence. The regularized algorithm adds an analytic local entropy-gradient correction while leaving the reward critic unchanged. Theorem 5 gives finite-time global convergence for the fixed-state entropy objective under the entropy-dominance and uniform-exploration conditions. In contrast to the unregularized case, the regularized result admits convergence to the globally optimal regularized objective function, and improves the best-iterate guarantee to a stronger last-iterate. Additionally, the regularized suboptimality contracts geometrically up to the statistical, approximation, and localization errors.
Preliminaries
In this section we present our problem setup and introduce basic problem properties.
Networked Average-Reward MDP
We work under the same problem setting as in [27 ] . Consider a network of n n n agents specified by an undirected graph G = ( N , E ) \mathcal{G}=(\mathcal{N},\mathcal{E}) G = ( N , E ) where N = { 1 , 2 , … , n } \mathcal{N}=\{1,2,\ldots,n\} N = { 1 , 2 , … , n } is the set of nodes with each node representing an agent, and E ⊆ N × N \mathcal{E}\subseteq\mathcal{N}\times\mathcal{N} E ⊆ N × N denotes the set of edges. Each agent i i i has a local state s i ∈ S i s_i\in\mathcal{S}_i s i ∈ S i and local action a i ∈ A i a_i\in\mathcal{A}_i a i ∈ A i . The global state and action are the joint tuples of local states and actions respectively, namely s g = ( s 1 , … , s n ) ∈ S g : = S 1 × ⋯ × S n s_g=(s_1,\ldots,s_n)\in\mathcal{S}_g:=\mathcal{S}_1\times\cdots\times\mathcal{S}_n s g = ( s 1 , … , s n ) ∈ S g := S 1 × ⋯ × S n and a g = ( a 1 , … , a n ) ∈ A g : = A 1 × ⋯ × A n a_g=(a_1,\ldots,a_n)\in\mathcal{A}_g:=\mathcal{A}_1\times\cdots\times\mathcal{A}_n a g = ( a 1 , … , a n ) ∈ A g := A 1 × ⋯ × A n . For each agent i i i , we let N i \mathcal{N}_i N i denote the set of its neighbors (including itself) in the graph, and N i k \mathcal{N}_i^k N i k denote the k k k -hop neighborhood consisting of all agents with graph distance at most k k k to i i i . We use s i k ∈ S i k s_i^k\in\mathcal{S}_i^k s i k ∈ S i k and a i k ∈ A i k a_i^k\in\mathcal{A}_i^k a i k ∈ A i k to denote the joint state and action in the k k k -hop neighborhood of i i i respectively.
At each time step t t t , the next local state s i ( t + 1 ) s_i(t+1) s i ( t + 1 ) is independently generated according to the transition kernel, which only depends on the local action and the (1-hop) neighboring states, such that s i ( t + 1 ) ∼ P i ( ⋅ ∣ s i 1 ( t ) , a i ( t ) ) s_i(t+1)\sim P_i(\cdot\mid s_i^1(t),a_i(t)) s i ( t + 1 ) ∼ P i ( ⋅ ∣ s i 1 ( t ) , a i ( t )) . Accordingly, the global transition kernel is the following product:
P ( s g ( t + 1 ) ∣ s g ( t ) , a g ( t ) ) = ∏ i = 1 n P i ( s i ( t + 1 ) ∣ s i 1 ( t ) , a i ( t ) ) (1) P(s_g(t+1)\mid s_g(t),a_g(t))=\prod_{i=1}^{n}P_i(s_i(t+1)\mid s_i^1(t),a_i(t)) \tag*{(1)} P ( s g ( t + 1 ) ∣ s g ( t ) , a g ( t )) = i = 1 ∏ n P i ( s i ( t + 1 ) ∣ s i 1 ( t ) , a i ( t )) (1)
Each agent has a policy π θ i : S i → Δ ( A i ) \pi_{\theta_i}:\mathcal{S}_i\to\Delta(\mathcal{A}_i) π θ i : S i → Δ ( A i ) parameterized by θ i \theta_i θ i that depends only on the local state. We assume that each agent adopts a softmax parameterization , such that π θ i ( a i ∣ s i ) = exp ( θ i ( s i , a i ) ) ∑ a i ′ ∈ A i exp ( θ i ( s i , a i ′ ) ) \pi_{\theta_i}(a_i\mid s_i)=\frac{\exp(\theta_i(s_i,a_i))}{\sum_{a_i'\in\mathcal{A}_i}\exp(\theta_i(s_i,a_i'))} π θ i ( a i ∣ s i ) = ∑ a i ′ ∈ A i e x p ( θ i ( s i , a i ′ )) e x p ( θ i ( s i , a i )) . The global policy π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) \pi_\theta(a_g\mid s_g)=\prod_{i=1}^{n}\pi_{\theta_i}(a_i\mid s_i) π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) where θ = ( θ 1 , … , θ n ) \theta=(\theta_1,\ldots,\theta_n) θ = ( θ 1 , … , θ n ) denotes the joint global parameters. Let ν θ \nu^\theta ν θ denote the corresponding stationary distribution over S g × A g \mathcal{S}_g\times\mathcal{A}_g S g × A g .
When acting a i a_i a i at local state s i s_i s i , agent i i i receives a local reward r i ( s i , a i ) r_i(s_i,a_i) r i ( s i , a i ) . Throughout the paper, we assume local rewards are uniformly bounded: there exists r ˉ > 0 \bar r>0 r ˉ > 0 such that ∣ r i ( s i , a i ) ∣ ≤ r ˉ |r_i(s_i,a_i)|\leq\bar r ∣ r i ( s i , a i ) ∣ ≤ r ˉ for all i ∈ N i\in\mathcal{N} i ∈ N and ( s i , a i ) ∈ S i × A i (s_i,a_i)\in\mathcal{S}_i\times\mathcal{A}_i ( s i , a i ) ∈ S i × A i . We define the global reward as the sum of local rewards: r ( s g , a g ) : = ∑ i = 1 n r i ( s i , a i ) r(s_g,a_g):=\sum_{i=1}^{n}r_i(s_i,a_i) r ( s g , a g ) := ∑ i = 1 n r i ( s i , a i ) . The objective of all agents is to collaboratively maximize the average global reward J ( θ ) : = E ( s g , a g ) ∼ ν θ [ r ( s g , a g ) ] J(\theta):=\mathbb{E}_{(s_g,a_g)\sim\nu^\theta}[r(s_g,a_g)] J ( θ ) := E ( s g , a g ) ∼ ν θ [ r ( s g , a g )] , while each agent only uses information within its k k k -hop neighborhood N i k \mathcal{N}_i^k N i k . When the policy induces an ergodic Markov chain, the average reward is independent of initial state distribution [2 ] . We can decompose the global average reward J ( θ ) J(\theta) J ( θ ) into local average rewards as: J ( θ ) = ∑ i = 1 n J i ( θ ) J(\theta)=\sum_{i=1}^{n}J_i(\theta) J ( θ ) = ∑ i = 1 n J i ( θ ) , where J i ( θ ) : = E ( s i , a i ) ∼ ν θ [ r i ( s i , a i ) ] J_i(\theta):=\mathbb{E}_{(s_i,a_i)\sim\nu^\theta}[r_i(s_i,a_i)] J i ( θ ) := E ( s i , a i ) ∼ ν θ [ r i ( s i , a i )] are the local average rewards of agent i i i . Define the global and local Q Q Q functions as:
Q θ ( s g , a g ) : = E π θ [ ∑ t = 0 ∞ ( r ( s g ( t ) , a g ( t ) ) − J ( θ ) ) ∣ s g ( 0 ) = s g , a g ( 0 ) = a g ] (2) Q^\theta(s_g,a_g):=\mathbb{E}_{\pi_\theta}\left[\left.\sum_{t=0}^{\infty}\left(r(s_g(t),a_g(t))-J(\theta)\right)\right|s_g(0)=s_g,a_g(0)=a_g\right] \tag*{(2)} Q θ ( s g , a g ) := E π θ [ t = 0 ∑ ∞ ( r ( s g ( t ) , a g ( t )) − J ( θ ) ) s g ( 0 ) = s g , a g ( 0 ) = a g ] (2)
Q i θ ( s g , a g ) : = E π θ [ ∑ t = 0 ∞ ( r i ( s i ( t ) , a i ( t ) ) − J i ( θ ) ) ∣ s g ( 0 ) = s g , a g ( 0 ) = a g ] . (3) Q_i^\theta(s_g,a_g):=\mathbb{E}_{\pi_\theta}\left[\left.\sum_{t=0}^{\infty}\left(r_i(s_i(t),a_i(t))-J_i(\theta)\right)\right|s_g(0)=s_g,a_g(0)=a_g\right]. \tag*{(3)} Q i θ ( s g , a g ) := E π θ [ t = 0 ∑ ∞ ( r i ( s i ( t ) , a i ( t )) − J i ( θ ) ) s g ( 0 ) = s g , a g ( 0 ) = a g ] . (3)
Notice that both global and local Q Q Q functions depend on the global state-action pair ( s g , a g ) (s_g,a_g) ( s g , a g ) and the global policy parameter θ \theta θ , as the joint global policies and the starting state-action pair elsewhere will affect later local rewards of i i i as well. We can easily verify that Q θ ( s g , a g ) = ∑ i = 1 n Q i θ ( s g , a g ) Q^\theta(s_g,a_g)=\sum_{i=1}^{n}Q_i^\theta(s_g,a_g) Q θ ( s g , a g ) = ∑ i = 1 n Q i θ ( s g , a g ) .
Regularized objective. In order to obtain finite-time global convergence results, in addition to the unregularized average-reward objective J ( θ ) J(\theta) J ( θ ) , we also consider a fixed-state entropy-regularized objective. For each agent i i i , fix some local state weights ω i ∈ Δ ( S i ) \omega_i\in\Delta(\mathcal{S}_i) ω i ∈ Δ ( S i ) , let
H ω ( θ ) : = ∑ i = 1 n ∑ s i ∈ S i ω i ( s i ) h i ( π θ i ( ⋅ ∣ s i ) ) , h i ( p ) : = − ∑ a i ∈ A i p ( a i ) log p ( a i ) . (4) \mathcal{H}_{\omega}(\theta):=\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\omega_i(s_i)h_i(\pi_{\theta_i}(\cdot\mid s_i)),\qquad h_i(p):=-\sum_{a_i\in\mathcal{A}_i}p(a_i)\log p(a_i). \tag*{(4)} H ω ( θ ) := i = 1 ∑ n s i ∈ S i ∑ ω i ( s i ) h i ( π θ i ( ⋅ ∣ s i )) , h i ( p ) := − a i ∈ A i ∑ p ( a i ) log p ( a i ) . (4)
be the entropy weighted by ω i \omega_i ω i , the regularized objective is defined as J ω ( θ ) : = J ( θ ) + H ω ( θ ) J_{\omega}(\theta):=J(\theta)+\mathcal{H}_{\omega}(\theta) J ω ( θ ) := J ( θ ) + H ω ( θ ) . Notice that although fixed-state entropy regularization is different from the usual entropy-regularization used in theoretical RL settings, where the entropy is weighted by the true state-distribution under π θ \pi_\theta π θ , it is an empirically more popular choice [30 , 33 , 9 ] .
The Exponential Decay Property and Truncated Q Q Q Functions
Since our goal is to let agents learn only with information within the k k k -hop neighborhood, it is required that the states and actions of agents too far away in the network won’t change the local interaction structure much. Let N − i k = N ∖ N i k N^k_{-i} = \mathcal{N} \setminus N^k_i N − i k = N ∖ N i k denote the set of agents outside of the k k k -hop neighborhood of i i i . For any global state-action pair, write s − i k ∈ S − i k : = ∏ j ∈ N − i k S j s^k_{-i} \in\mathcal{S}^k_{-i} := \prod_{j\in N^k_{-i}} \mathcal{S}_j s − i k ∈ S − i k := ∏ j ∈ N − i k S j and a − i k ∈ A − i k : = ∏ j ∈ N − i k A j a^k_{-i} \in\mathcal{A}^k_{-i} := \prod_{j\in N^k_{-i}} \mathcal{A}_j a − i k ∈ A − i k := ∏ j ∈ N − i k A j for the joint state and action outside N i k N^k_i N i k . We adopt the notion of exponential decay in Qu et al. [ [27 ] :
Definition 1. Given c > 0 c > 0 c > 0 and ρ ∈ ( 0 , 1 ) \rho\in(0,1) ρ ∈ ( 0 , 1 ) , we say the ( c , ρ ) (c,\rho) ( c , ρ ) exponential decay property holds if for all θ \theta θ and i ∈ N i \in\mathcal{N} i ∈ N , s i k ∈ S i k s^k_i \in\mathcal{S}^k_i s i k ∈ S i k , s − i k , ( s − i k ) ′ ∈ S − i k s^k_{-i}, (s^k_{-i})' \in\mathcal{S}^k_{-i} s − i k , ( s − i k ) ′ ∈ S − i k , a i k ∈ A i k a^k_i \in\mathcal{A}^k_i a i k ∈ A i k , a − i k , ( a − i k ) ′ ∈ A − i k a^k_{-i}, (a^k_{-i})' \in\mathcal{A}^k_{-i} a − i k , ( a − i k ) ′ ∈ A − i k , it holds that:
∣ Q i θ ( s i k , s − i k , a i k , a − i k ) − Q i θ ( s i k , ( s − i k ) ′ , a i k , ( a − i k ) ′ ) ∣ ≤ c ρ k + 1 . (5) \left|Q^\theta_i(s^k_i,s^k_{-i},a^k_i,a^k_{-i})-Q^\theta_i(s^k_i,(s^k_{-i})',a^k_i,(a^k_{-i})')\right| \leq c\rho^{k+1}. \tag*{(5)} Q i θ ( s i k , s − i k , a i k , a − i k ) − Q i θ ( s i k , ( s − i k ) ′ , a i k , ( a − i k ) ′ ) ≤ c ρ k + 1 . (5)
The following theorem from Qu et al. [ [27 ] gives a sufficient condition for the exponential decay property to hold in the average-reward setting. For each pair of agents i , j ∈ N i,j \in\mathcal{N} i , j ∈ N , define the local interaction coefficient
C i j : = { 0 , j ∉ N i , sup s N i ∖ { j } , a i sup s j , s j ′ TV ( P i ( ⋅ ∣ s j , s N i ∖ { j } , a i ) , P i ( ⋅ ∣ s j ′ , s N i ∖ { j } , a i ) ) , j ∈ N i , j ≠ i , sup s N i ∖ { i } sup s i , s i ′ , a i , a i ′ TV ( P i ( ⋅ ∣ s i , s N i ∖ { i } , a i ) , P i ( ⋅ ∣ s i ′ , s N i ∖ { i } , a i ′ ) ) , j = i . (6) C_{ij} :=
\begin{cases}
0, & j \notin N_i,\\
\sup_{s_{N_i\setminus\{j\}},a_i}\sup_{s_j,s'_j}\operatorname{TV}\left(P_i(\cdot\mid s_j,s_{N_i\setminus\{j\}},a_i),P_i(\cdot\mid s'_j,s_{N_i\setminus\{j\}},a_i)\right), & j \in N_i,\ j\neq i,\\
\sup_{s_{N_i\setminus\{i\}}}\sup_{s_i,s'_i,a_i,a'_i}\operatorname{TV}\left(P_i(\cdot\mid s_i,s_{N_i\setminus\{i\}},a_i),P_i(\cdot\mid s'_i,s_{N_i\setminus\{i\}},a'_i)\right), & j=i.
\end{cases} \tag*{(6)} C ij := ⎩ ⎨ ⎧ 0 , sup s N i ∖ { j } , a i sup s j , s j ′ TV ( P i ( ⋅ ∣ s j , s N i ∖ { j } , a i ) , P i ( ⋅ ∣ s j ′ , s N i ∖ { j } , a i ) ) , sup s N i ∖ { i } sup s i , s i ′ , a i , a i ′ TV ( P i ( ⋅ ∣ s i , s N i ∖ { i } , a i ) , P i ( ⋅ ∣ s i ′ , s N i ∖ { i } , a i ′ ) ) , j ∈ / N i , j ∈ N i , j = i , j = i . (6)
where TV ( ⋅ , ⋅ ) \operatorname{TV}(\cdot,\cdot) TV ( ⋅ , ⋅ ) is the total variation distance and s N i ∖ { j } s_{N_i\setminus\{j\}} s N i ∖ { j } denotes the joint local states in N i ∖ { j } N_i\setminus\{j\} N i ∖ { j } .
Theorem 1 (Qu et al. [ [27 ] , Theorem 1). Suppose there exist r ˉ > 0 \bar r > 0 r ˉ > 0 and ρ ∈ ( 0 , 1 ) \rho\in(0,1) ρ ∈ ( 0 , 1 ) such that ∣ r i ( s i , a i ) ∣ ≤ r ˉ |r_i(s_i,a_i)| \leq\bar r ∣ r i ( s i , a i ) ∣ ≤ r ˉ for all i ∈ N i \in\mathcal{N} i ∈ N and ( s i , a i ) ∈ S i × A i (s_i,a_i) \in\mathcal{S}_i \times\mathcal{A}_i ( s i , a i ) ∈ S i × A i , and ∑ j = 1 n C i j ≤ ρ \sum_{j=1}^{n} C_{ij} \leq\rho ∑ j = 1 n C ij ≤ ρ , ∀ i ∈ N \forall i \in\mathcal{N} ∀ i ∈ N . Then the ( r ˉ 1 − ρ , ρ ) \left(\frac{\bar r}{1-\rho},\rho\right) ( 1 − ρ r ˉ , ρ ) exponential decay property holds.
The exponential decay property guarantees Q i θ Q^\theta_i Q i θ doesn’t change too much as the states and actions outside the k k k -hop neighborhood changes. Once the exponential decay property holds, the class of truncated Q Q Q functions Q ~ i θ ( s i k , a i k ) \widetilde{Q}^\theta_i(s^k_i,a^k_i) Q i θ ( s i k , a i k ) that only depends on the state-action pairs in the k k k -hop neighborhood can approximate the true underlying Q Q Q functions well.
Linear Function Approximation
The truncated critic Q ~ i θ ( s i k , a i k ) \widetilde{Q}^\theta_i(s^k_i,a^k_i) Q i θ ( s i k , a i k ) is still tabular: each agent i i i keeps a separate parameter for every ( s i k , a i k ) ∈ S i k × A i k (s^k_i,a^k_i) \in\mathcal{S}^k_i \times\mathcal{A}^k_i ( s i k , a i k ) ∈ S i k × A i k , with dimension exponential in k k k . To make the role of k k k precise, introduce the local-to-global lifting matrix ϕ i ∈ { 0 , 1 } ∣ S g ∣ ∣ A g ∣ × ∣ S i k ∣ ∣ A i k ∣ \phi_i \in\{0,1\}^{|\mathcal{S}^g||\mathcal{A}^g|\times|\mathcal{S}^k_i||\mathcal{A}^k_i|} ϕ i ∈ { 0 , 1 } ∣ S g ∣∣ A g ∣ × ∣ S i k ∣∣ A i k ∣ , ϕ i ( ( s g , a g ) , ( s i k , a i k ) ) : = 1 { Proj N i k ( s g , a g ) = ( s i k , a i k ) } \phi_i((s_g,a_g),(s^k_i,a^k_i)) := \mathbf{1}\{\operatorname{Proj}_{N^k_i}(s_g,a_g)=(s^k_i,a^k_i)\} ϕ i (( s g , a g ) , ( s i k , a i k )) := 1 { Proj N i k ( s g , a g ) = ( s i k , a i k )} , which lifts any truncated critic Q ^ i \widehat{Q}_i Q i to a global function ϕ i Q ^ i \phi_i\widehat{Q}_i ϕ i Q i constant on each k k k -hop equivalence class (see illustration in Appendix § 11 .1.2). The tabular localized critic is then the projected Bellman fixed point Qu et al., [27 ] :
ϕ i Q ^ i ∗ = Π D π θ ϕ i T π θ i ( ϕ i Q ^ i ∗ ) , (7) \phi_i\widehat{Q}^*_i = \Pi^{\phi_i}_{D_{\pi_\theta}}\mathcal{T}^i_{\pi_\theta}\left(\phi_i\widehat{Q}^*_i\right), \tag*{(7)} ϕ i Q i ∗ = Π D π θ ϕ i T π θ i ( ϕ i Q i ∗ ) , (7)
where T π θ i \mathcal{T}^i_{\pi_\theta} T π θ i is the local average-reward Bellman operator and Π D π θ ϕ i \Pi^{\phi_i}_{D_{\pi_\theta}} Π D π θ ϕ i is the D π θ D_{\pi_\theta} D π θ -weighted projection onto span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) . Here D π θ : = diag ( ν θ ) D_{\pi_\theta} := \operatorname{diag}(\nu^\theta) D π θ := diag ( ν θ ) . Read this way, the truncated tabular critic is itself a linear-function-approximation fixed point for the global Q i θ Q^\theta_i Q i θ with feature ϕ i \phi_i ϕ i . In generic linear approximation, the resulting projection error is hard to characterize since it depends on how well the feature spans the true value function; here, the very specific structure of ϕ i \phi_i ϕ i (it groups exactly those global state-action pairs differing only outside N i k N^k_i N i k ) ties this error directly to the exponential decay constant, yielding ∥ ϕ i Q ^ i ∗ − Q i θ ∥ ∞ = O ( c ρ k + 1 ) \|\phi_i\widehat{Q}^*_i-Q^\theta_i\|_\infty=O(c\rho^{k+1}) ∥ ϕ i Q i ∗ − Q i θ ∥ ∞ = O ( c ρ k + 1 ) . Larger k k k enriches span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) and shrinks this error geometrically.
To handle larger neighborhoods, we further restrict the critic to a low-dimensional linear class. For each agent i i i , let ψ i : S i k × A i k → R d i \psi_i:\mathcal{S}^k_i\times\mathcal{A}^k_i\to\mathbb{R}^{d_i} ψ i : S i k × A i k → R d i be a prescribed feature map and set Q ~ i , w i ( s i k , a i k ) : = ψ i ( s i k , a i k ) T w i \widetilde{Q}_{i,w_i}(s^k_i,a^k_i):=\psi_i(s^k_i,a^k_i)^\mathsf{T}w_i Q i , w i ( s i k , a i k ) := ψ i ( s i k , a i k ) T w i . With Ψ i \Psi_i Ψ i collecting ψ i ( ⋅ , ⋅ ) T \psi_i(\cdot,\cdot)^\mathsf{T} ψ i ( ⋅ , ⋅ ) T row-wise and χ i : = ϕ i Ψ i \chi_i:=\phi_i\Psi_i χ i := ϕ i Ψ i , the corresponding linear fixed point w i ∗ ( θ ) w_i^*(\theta) w i ∗ ( θ ) satisfies
χ i w i ∗ ( θ ) = Π D π θ χ i T π θ i ( χ i w i ∗ ( θ ) ) . (8) \chi_i w_i^*(\theta)=\Pi^{\chi_i}_{D_{\pi_\theta}}\mathcal{T}^i_{\pi_\theta}\left(\chi_i w_i^*(\theta)\right). \tag*{(8)} χ i w i ∗ ( θ ) = Π D π θ χ i T π θ i ( χ i w i ∗ ( θ ) ) . (8)
The two-stage embedding R d i → Ψ i R ∣ S i k ∣ ∣ A i k ∣ → ϕ i R ∣ S g ∣ ∣ A g ∣ \mathbb{R}^{d_i} \xrightarrow{\Psi_i} \mathbb{R}^{|S_i^k| |A_i^k|} \xrightarrow{\phi_i} \mathbb{R}^{|S_g| |A_g|} R d i Ψ i R ∣ S i k ∣∣ A i k ∣ ϕ i R ∣ S g ∣∣ A g ∣ separates the two error sources cleanly:
∥ χ i w i ∗ ( θ ) − Q i θ ∥ D π θ ≤ ∥ ϕ i Q i b ⋆ − Q i θ ∥ D π θ ⏟ localization , O ( c ρ k + 1 ) + ∥ χ i w i ∗ ( θ ) − ϕ i Q i b ⋆ ∥ D π θ ⏟ function approximation . (9) \lVert\chi_i w_i^*(\theta) - Q_i^\theta\rVert_{D_{\pi_\theta}} \le\underbrace{\lVert\phi_i Q_i^{b^\star} - Q_i^\theta\rVert_{D_{\pi_\theta}}}_{\text{localization},\ O(c\rho^{k+1})} + \underbrace{\lVert\chi_i w_i^*(\theta) - \phi_i Q_i^{b^\star} \rVert_{D_{\pi_\theta}}}_{\text{function approximation}}. \tag*{(9)} ∥ χ i w i ∗ ( θ ) − Q i θ ∥ D π θ ≤ localization , O ( c ρ k + 1 ) ∥ ϕ i Q i b ⋆ − Q i θ ∥ D π θ + function approximation ∥ χ i w i ∗ ( θ ) − ϕ i Q i b ⋆ ∥ D π θ . (9)
For maximum expressivity, Ψ i \Psi_i Ψ i are chosen to be full rank matrices. For a fixed feature dimension d i d_i d i , increasing k k k shrinks the first term but may inflate the second, since Ψ i \Psi_i Ψ i must now compress a higher-dimensional truncated Q Q Q -function into the same parameter budget. The neighborhood size k k k is thus a tunable lever for trading localization against expressivity, a useful knob in designing decentralization schemes. For a fixed policy π θ \pi_\theta π θ , the local TD update line 5 in Algorithm 1 with step size β = Θ ( log T / T ) \beta= \Theta(\log T/T) β = Θ ( log T / T ) drives χ i Π i ⊥ w i ∗ \chi_i \Pi_i^\perp w_i^* χ i Π i ⊥ w i ∗ to within O ~ ( 1 / T ) \widetilde{O}(1/\sqrt{T}) O ( 1/ T ) of the sum of truncation and function approximation floor in (9). Here Π i ⊥ \Pi_i^\perp Π i ⊥ denotes the projection removing the additive-constant direction. Detailed finite-time analyses for the fixed-policy critic and the moving-target actor-critic recursion are deferred to Appendix § 11 .§ 1 . The fixed-policy bound is Theorem 6.
Impossibility Results
If we use a centralized policy that has access to the global state and directly optimizes the joint global actions, the problem reduces to a single-agent average-reward RL problem, where policy gradient has global convergence guarantee to the optimal objective function J ∗ ( θ ) J^*(\theta) J ∗ ( θ ) [17 ] . However, prior works [28 , 27 ] that adopted a localized policy (π θ i \pi_{\theta_i} π θ i only depends on the local state s i s_i s i ) were only able to achieve convergence results in terms of the gradient norm ∥ ∇ J ( θ ) ∥ \lVert\nabla J(\theta) \rVert ∥ ∇ J ( θ )∥ , instead of the more desirable global optimality J ∗ ( θ ) J^*(\theta) J ∗ ( θ ) itself.
To investigate whether global convergence is attainable under this localized learning setting, notice that when each agent i i i has a local policy π θ i \pi_{\theta_i} π θ i that only depends on its local state s i s_i s i , the average-reward policy gradient theorem (Lemma 35 ) provides a useful lens for the decentralized policy optimization objective: For a tabular softmax local policy and every ( s ˉ i , a ˉ i ) ∈ S i × A i (\bar{s}_i, \bar{a}_i) \in S_i \times A_i ( s ˉ i , a ˉ i ) ∈ S i × A i ,
∂ J ( θ ) ∂ θ i ( s ˉ i , a ˉ i ) = ∑ s − i ∈ S − i d θ ( s ˉ i , s − i ) π θ i ( a ˉ i ∣ s ˉ i ) A ˉ i θ ( ( s ˉ i , s − i ) , a ˉ i ) , (10) \frac{\partial J(\theta)}{\partial\theta_i(\bar{s}_i,\bar{a}_i)} = \sum_{s_{-i} \in S_{-i}} d^\theta(\bar{s}_i,s_{-i})\pi_{\theta_i}(\bar{a}_i \mid\bar{s}_i)\bar{A}_i^\theta((\bar{s}_i,s_{-i}),\bar{a}_i), \tag*{(10)} ∂ θ i ( s ˉ i , a ˉ i ) ∂ J ( θ ) = s − i ∈ S − i ∑ d θ ( s ˉ i , s − i ) π θ i ( a ˉ i ∣ s ˉ i ) A ˉ i θ (( s ˉ i , s − i ) , a ˉ i ) , (10)
where
A ˉ i θ ( s g , a i ) : = ∑ a − i ∈ A − i π θ − i ( a − i ∣ s − i ) Q θ ( s g , a i , a − i ) − V θ ( s g ) . (11) \bar{A}_i^\theta(s_g,a_i) := \sum_{a_{-i} \in A_{-i}} \pi_{\theta_{-i}}(a_{-i}\mid s_{-i})Q^\theta(s_g,a_i,a_{-i}) - V^\theta(s_g). \tag*{(11)} A ˉ i θ ( s g , a i ) := a − i ∈ A − i ∑ π θ − i ( a − i ∣ s − i ) Q θ ( s g , a i , a − i ) − V θ ( s g ) . (11)
Here A ˉ i θ ( s g , a i ) \bar{A}_i^\theta(s_g,a_i) A ˉ i θ ( s g , a i ) is the advantage of forcing agent i i i to take action a i a_i a i while averaging over the other agents’ current actions. Here V θ ( s g ) : = ∑ a g π θ ( a g ∣ s g ) Q θ ( s g , a g ) V^\theta(s_g) := \sum_{a_g} \pi_\theta(a_g\mid s_g)Q^\theta(s_g,a_g) V θ ( s g ) := ∑ a g π θ ( a g ∣ s g ) Q θ ( s g , a g ) and d θ ( s g ) : = ∑ a g ν θ ( s g , a g ) d^\theta(s_g) := \sum_{a_g} \nu^\theta(s_g,a_g) d θ ( s g ) := ∑ a g ν θ ( s g , a g ) . Based on the averaged advantage A ˉ i θ ( s g , a i ) \bar{A}_i^\theta(s_g,a_i) A ˉ i θ ( s g , a i ) , the policy gradient (10) further averages over the state s − i s_{-i} s − i of other agents, which the policy of agent i i i doesn’t have access to. Averaging over other agents’ actions and states provides a coarse-grained gradient signal for each local action a ˉ i \bar{a}_i a ˉ i under local state s ˉ i \bar{s}_i s ˉ i . In this section we show that due to the averaging in (10) and (11), global optimality cannot be guaranteed in general for decentralized product-policy actor methods, and provide two distinct sources of suboptimality—multiagency and partial observability .
Challenge 1: Multiagency. Multiagency is the scenario where each agent maintains and updates its own policy in a decentralized manner. Example 2 shows that even if agents are fully collaborative and the environment is fully observable , the policies may get stuck in suboptimal local optima:
Example 2. Consider the one-state MDP in Figure 1 (a), with rewards specified in Figure 1 (b). Two cooperative agents choose actions in { a , b } \{a,b\} { a , b } , the next state is always s s s , and therefore the induced chain is irreducible and aperiodic under every policy. Thus the average-reward objective is smooth with respect to the tabular parametrization [17 ] .
Figure 1. One-state coordination example. Panel (a) shows that every joint action returns to the same state; panel (b) gives the reward table; panel (c) plots the unregularized direct product-policy objective, where the suboptimal corner ( 0 , 0 ) (0,0) ( 0 , 0 ) is locally attractive while ( 1 , 1 ) (1,1) ( 1 , 1 ) is globally optimal.
Decentralized learning using product policies. Let p : = π 1 ( a ∣ s ) p := \pi_1(a \mid s) p := π 1 ( a ∣ s ) and q : = π 2 ( a ∣ s ) q := \pi_2(a \mid s) q := π 2 ( a ∣ s ) . Under the product policy, we have J ( p , q ) = 2 p q + ( 1 − p ) ( 1 − q ) = 1 − p − q + 3 p q J(p,q) = 2pq + (1-p)(1-q) = 1 - p - q + 3pq J ( p , q ) = 2 pq + ( 1 − p ) ( 1 − q ) = 1 − p − q + 3 pq and ∇ J ( p , q ) = ( − 1 + 3 q , − 1 + 3 p ) \nabla J(p,q) = (-1 + 3q, -1 + 3p) ∇ J ( p , q ) = ( − 1 + 3 q , − 1 + 3 p ) . Hence both partial derivatives are negative on the square p < 1 / 3 p < 1/3 p < 1/3 , q < 1 / 3 q < 1/3 q < 1/3 , so projected gradient ascent pushes the policy toward ( p , q ) = ( 0 , 0 ) (p,q) = (0,0) ( p , q ) = ( 0 , 0 ) . This corner is a strict local optimum: if 0 ≤ q < 1 / 3 0 \leq q < 1/3 0 ≤ q < 1/3 , then ∇ p J > 0 \nabla_p J > 0 ∇ p J > 0 , we have J ( p , q ) − J ( 0 , 0 ) = p ( 3 q − 1 ) − q < 0 J(p,q) - J(0,0) = p(3q - 1) - q < 0 J ( p , q ) − J ( 0 , 0 ) = p ( 3 q − 1 ) − q < 0 , thus ( 0 , 0 ) (0,0) ( 0 , 0 ) has value J ( 0 , 0 ) = 1 J(0,0) = 1 J ( 0 , 0 ) = 1 but is suboptimal, since the global optimum is ( 1 , 1 ) (1,1) ( 1 , 1 ) with value J ( 1 , 1 ) = 2 J(1,1) = 2 J ( 1 , 1 ) = 2 . Figure 1 (c) illustrates this nonconcave product-policy objective landscape with multiple local optima.
Centralized learning. For the centralized single-agent formulation with joint-action space U : = { ( a , a ) , ( a , b ) , ( b , a ) , ( b , b ) } U := \{(a,a),(a,b),(b,a),(b,b)\} U := {( a , a ) , ( a , b ) , ( b , a ) , ( b , b )} and policy x ∈ Δ ( U ) x \in\Delta(U) x ∈ Δ ( U ) , the same objective is linear: J ( x ) = 2 x a a + x b b J(x) = 2x_{aa} + x_{bb} J ( x ) = 2 x aa + x bb . Therefore it is simply a multi-armed bandit problem and there are no suboptimal local optima.
For the sake of brevity, Example 2 is not fully consistent with the networked MDP setting. This does not invalidate the earlier observation regarding suboptimal convergence, as we show an example that is fully compatible with our framework in Appendix C.
Example 2 illustrates that even in a fully cooperative and fully observable setting, decentralized learning with product policies can converge to a suboptimal local optimum. From the viewpoint of (11) , each actor coordinate measures only a unilateral action change while the other agents keep their current policies. Near ( p , q ) = ( 0 , 0 ) (p,q)=(0,0) ( p , q ) = ( 0 , 0 ) , such a unilateral move mainly creates mismatched low-reward actions, while the coordinated improvement to ( 1 , 1 ) (1,1) ( 1 , 1 ) is invisible to a single-agent gradient. This product-policy geometry turns the centralized linear objective into a non-concave landscape, and decentralized gradient dynamics can then get stuck at its suboptimal local optima. This multiagency challenge is fundamental to decentralized learning: Once the global policy is constrained to be products of local policies in independent learning, one should not expect global optimality of policy gradient in general. Instead, one could at best hope for achieving optimality unilaterally, which asserts that each agent is acting optimally assuming other agents are fixed. To measure this unilateral optimality, for a policy class Π i \Pi_i Π i available to agent i i i , define the agent-wise Nash gap:
NashGap i ( θ ) : = sup π i ′ ∈ Π i J ( π i ′ , θ − i ) − J ( θ ) . (12) \operatorname{NashGap}_i(\theta) := \sup_{\pi'_i \in\Pi_i} J(\pi'_i,\theta_{-i}) - J(\theta). \tag*{(12)} NashGap i ( θ ) := π i ′ ∈ Π i sup J ( π i ′ , θ − i ) − J ( θ ) . (12)
Here J ( π i ′ , θ − i ) J(\pi'_i,\theta_{-i}) J ( π i ′ , θ − i ) is the average reward obtained when agent i i i unilaterally switches to π i ′ \pi'_i π i ′ while all other agents keep their current policies. Thus NashGap i ( θ ) = 0 \operatorname{NashGap}_i(\theta)=0 NashGap i ( θ ) = 0 means that agent i i i has no profitable unilateral deviation within its admissible local policy class, and ∑ i NashGap i ( θ ) \sum_i \operatorname{NashGap}_i(\theta) ∑ i NashGap i ( θ ) measures the aggregate incentive for decentralized deviation. Although this does not rule out local optima such as Example 2, it is the desirable convergence certificate in the decentralized setting: It guarantees that the product policy is locally stable against any single agent’s policy improvement.
Challenge 2: Partial Observability. As a weaker optimality notion, one may hope that policy gradient based methods give convergence to near-zero Nash gap in decentralized learning. The next example shows that this can also fail when the policy of agent i i i can only depend on its local state s i s_i s i .
Example 3. *Consider two agents on a two-node network. Agent 1 has local state s 1 = ⋆ s_1 = \star s 1 = ⋆ and actions { ℓ , r } \{\ell,r\} { ℓ , r } ; agent 2 has local state s 2 ∈ { L , R , M } s_2 \in\{L,R,M\} s 2 ∈ { L , R , M } and a singleton action set. The local rewards are r 1 ( ⋆ , a 1 ) = 0 , r 2 ( s 2 , L ) = 1 { s 2 ∈ { L , R } } r_1(\star,a_1)=0,r_2(s_2,L)=1\{s_2 \in\{L,R\}\} r 1 ( ⋆ , a 1 ) = 0 , r 2 ( s 2 , L ) = 1 { s 2 ∈ { L , R }} . Thus J J J is the stationary probability of s 2 ∈ { L , R } s_2 \in\{L,R\} s 2 ∈ { L , R } . The state s 1 s_1 s 1 is fixed, and s 2 s_2 s 2 evolves according to Figure 2 . Agent 1 observes only s 1 = ⋆ s_1=\star s 1 = ⋆ , so write p : = π 1 ( ℓ ∣ ⋆ ) p := \pi_1(\ell\mid\star) p := π 1 ( ℓ ∣ ⋆ ) and 1 − p : = π 1 ( r ∣ ⋆ ) 1-p := \pi_1(r\mid\star) 1 − p := π 1 ( r ∣ ⋆ ) . For every softmax policy p ∈ ( 0 , 1 ) p \in(0,1) p ∈ ( 0 , 1 ) , the chain on { L , R , M } \{L,R,M\} { L , R , M } is irreducible and aperiodic, and its stationary distribution satisfies d p ( L ) = p 1 − p d p ( M ) d^p(L)=\frac{p}{1-p}d^p(M) d p ( L ) = 1 − p p d p ( M ) , d p ( R ) = 1 − p p d p ( M ) d^p(R)=\frac{1-p}{p}d^p(M) d p ( R ) = p 1 − p d p ( M ) . Therefore d p ( M ) = ( 1 + p 1 − p + 1 − p p ) − 1 d^p(M)=\left(1+\frac{p}{1-p}+\frac{1-p}{p}\right)^{-1} d p ( M ) = ( 1 + 1 − p p + p 1 − p ) − 1 and J ( p ) = 1 − d p ( M ) J(p)=1-d^p(M) J ( p ) = 1 − d p ( M ) . At p = 1 / 2 p=1/2 p = 1/2 , d 1 / 2 ( M ) = 1 / 3 d^{1/2}(M)=1/3 d 1/2 ( M ) = 1/3 , J ( 1 / 2 ) = 2 / 3 J(1/2)=2/3 J ( 1/2 ) = 2/3 , and by symmetry J ′ ( 1 / 2 ) = 0 J'(1/2)=0 J ′ ( 1/2 ) = 0 . Equivalently, under the tabular softmax parameterization, ∂ J ∂ θ 1 , ( ℓ ) = ∂ J ∂ θ 1 , ( ⋆ , r ) = 0 \frac{\partial J}{\partial\theta_{1,(\ell)}}=\frac{\partial J}{\partial\theta_{1,(\star,r)}}=0 ∂ θ 1 , ( ℓ ) ∂ J = ∂ θ 1 , ( ⋆ , r ) ∂ J = 0 at p = 1 / 2 p=1/2 p = 1/2 . Since agent 2 has no actor parameter, the joint local policy is a stationary point of the product-policy objective. However, its Nash gap is strictly positive: for the unilateral policy p ′ = 1 / 4 p'=1/4 p ′ = 1/4 , we have J ( 1 / 4 ) = 1 − ( 1 + 1 3 + 3 ) − 1 = 10 13 > 2 3 = J ( 1 / 2 ) J(1/4)=1-\left(1+\frac{1}{3}+3\right)^{-1}=\frac{10}{13}>\frac{2}{3}=J(1/2) J ( 1/4 ) = 1 − ( 1 + 3 1 + 3 ) − 1 = 13 10 > 3 2 = J ( 1/2 ) . Thus NashGap 1 ( θ ) ≥ J ( 1 / 4 ) − J ( 1 / 2 ) = 4 39 > 0 \operatorname{NashGap}_1(\theta)\ge J(1/4)-J(1/2)=\frac{4}{39}>0 NashGap 1 ( θ ) ≥ J ( 1/4 ) − J ( 1/2 ) = 39 4 > 0 even though all local policy gradients vanish at θ \theta θ .
Figure 2. Partial-observability example. Panel (a) gives the transition table for the hidden local state s 2 s_2 s 2 ; panel (b) shows the same transition graph. Agent 1 cannot condition its action on s 2 s_2 s 2 .
A fully networked-MDP-compatible version of Example 3 is given in Appendix D. As the local policy π θ i \pi_{\theta_i} π θ i of agent i i i only depends on its local state s i s_i s i , a vanishing local-policy gradient need not rule out profitable unilateral deviations. In Example 3, the state averaging in (10) is where the obstruction appears. At p = 1 / 2 p=1/2 p = 1/2 , the stationary distribution is uniform on { L , M , R } \{L,M,R\} { L , M , R } , we have A ˉ 1 θ ( ( ⋆ , L ) , ℓ ) = 1 3 \bar{A}^{\theta}_1((\star,L),\ell)=\frac{1}{3} A ˉ 1 θ (( ⋆ , L ) , ℓ ) = 3 1 , A ˉ 1 θ ( ( ⋆ , M ) , ℓ ) = 0 \bar{A}^{\theta}_1((\star,M),\ell)=0 A ˉ 1 θ (( ⋆ , M ) , ℓ ) = 0 and A ˉ 1 θ ( ( ⋆ , R ) , ℓ ) = − 1 3 \bar{A}^{\theta}_1((\star,R),\ell)=-\frac{1}{3} A ˉ 1 θ (( ⋆ , R ) , ℓ ) = − 3 1 . The local averaged advantage for action ℓ \ell ℓ sees only the stationary average of these three quantities, so the positive effect at L L L is canceled by the negative effect at R R R . Notice that the issue is not inaccurate value estimation under limited information, but the localized state dependencies of policies: even if agents have access to the exact global value/Q Q Q functions that depend on the entire s g s_g s g , A ˉ i θ ( s g , a i ) \bar{A}^{\theta}_i(s_g,a_i) A ˉ i θ ( s g , a i ) is averaged over hidden states sharing the same local observation. This indicates that partial observability is a fundamental challenge: if agents are constrained to use policies that cannot see the global state, then one should not expect convergence to zero Nash gap in general.
Algorithm and Analysis
We now introduce Algorithm 1, our decentralized actor-critic algorithm that admits both unregularized and fixed-state entropy regularized objectives. In light of the impossibility results, we first provide a finite-time analysis for its unregularized case up to a stationary point, and then introduce fixed-state entropy regularization to remove spurious local maxima, thereby ensuring global convergence.
Assumption 1. Every global policy π θ \pi_{\theta} π θ induces a Markov chain that is irreducible and aperiodic over S g × A g \mathcal{S}_{g} \times\mathcal{A}_{g} S g × A g . We additionally assume that the uniform restricted critic contraction gap Δ min χ > 0 \Delta_{\min}^{\chi} > 0 Δ m i n χ > 0 , as specified in (13) .
Assumption 2 (Uniform mixing). Let P π θ P_{\pi_{\theta}} P π θ be the frozen-policy Markov kernel of the global state-action process ( s g ( t ) , a g ( t ) ) (s_{g}(t), a_{g}(t)) ( s g ( t ) , a g ( t )) . There exist constants m m i x < ∞ m_{\mathrm{mix}} < \infty m mix < ∞ , ρ m i x ∈ ( 0 , 1 ) \rho_{\mathrm{mix}} \in(0,1) ρ mix ∈ ( 0 , 1 ) , such that sup θ sup x d T V ( P π θ ℓ ( x , ⋅ ) , ν θ ) ≤ m m i x ρ m i x ℓ \sup_{\theta}\sup_{x} d_{\mathrm{TV}}(P_{\pi_{\theta}}^{\ell}(x,\cdot), \nu^{\theta}) \leq m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\ell} sup θ sup x d TV ( P π θ ℓ ( x , ⋅ ) , ν θ ) ≤ m mix ρ mix ℓ , ℓ ≥ 0 \ell\geq0 ℓ ≥ 0 .
Assumption 3 (Bounded critic iterates). Let Θ a c \Theta_{\mathrm{ac}} Θ ac denote the actor-parameter region considered in the actor proofs. There exists W < ∞ W < \infty W < ∞ such that, for every i ∈ N i \in\mathbb{N} i ∈ N , sup t ∥ w t i ∥ 2 ≤ W \sup_{t}\|w_{t}^{i}\|_{2} \leq W sup t ∥ w t i ∥ 2 ≤ W .
Remark. This is a standard assumption in the finite time analysis of actor critic algorithms. It is typically enforced through an additional projection step after the critic update. See Wu et al. [2020], {citet}`Chen and Zhao {citep}`[2023].
Assumption 4 (Spatial decay condition for actor localization). The local interaction coefficients satisfy the hypothesis of Theorem 1, and therefore satisfy ( c , ρ ) (c,\rho) ( c , ρ ) exponential decay.
Remark. Average-reward critics are identifiable only up to additive constants. Thus the full-space negative-definiteness assumption often used in average-reward actor-critic analyses is not natural here; in the tabular case it cannot hold because ( I − P π θ ) 1 = 0 (I-P_{\pi_{\theta}})1=0 ( I − P π θ ) 1 = 0 . We project out this direction and leverage the contraction on S Ψ i , e ⊥ \mathcal{S}_{\Psi_{i,e}}^{\perp} S Ψ i , e ⊥ , the critic subspace orthogonal to constant shifts. Unlike prior works, which impose stronger conditions such as smoothness of the stationary distribution, we require only Lipschitzness of several key quantities, all derived directly from the softmax policy structure, uniform mixing, and ergodicity.
Analysis of the Critic
The actor update is coupled with a critic whose target changes over time, so that the critic tracks ( J i ( θ t ) , w i ⋆ ( θ t ) ) (J_{i}(\theta_{t}), w_{i}^{\star}(\theta_{t})) ( J i ( θ t ) , w i ⋆ ( θ t )) . Since differential value functions are unique up to an additive constant, we define the Lyapunov function V t V_{t} V t with respect to the projected critic: let Π i ⊥ \Pi_{i}^{\perp} Π i ⊥ denote the Euclidean projection that removes the additive-constant direction of agent i i i . Define μ ~ i t : = μ i t − J i ( θ t ) \widetilde{\mu}_{i}^{t} := \mu_{i}^{t} - J_{i}(\theta_{t}) μ i t := μ i t − J i ( θ t ) and w ~ i t : = Π i ⊥ ( w i t − w i ⋆ ( θ t ) ) \widetilde{w}_{i}^{t} := \Pi_{i}^{\perp}(w_{i}^{t} - w_{i}^{\star}(\theta_{t})) w i t := Π i ⊥ ( w i t − w i ⋆ ( θ t )) , and finally V t : = ∑ i = 1 n ( q i ( μ ~ i t ) 2 + ∥ w ~ i t ∥ 2 ) V_{t} := \sum_{i=1}^{n}(q_{i}(\widetilde{\mu}_{i}^{t})^{2}+\|\widetilde{w}_{i}^{t}\|^{2}) V t := ∑ i = 1 n ( q i ( μ i t ) 2 + ∥ w i t ∥ 2 ) , where the fixed weights q i > 0 q_{i}>0 q i > 0 are chosen so that the frozen-policy average-reward critic is uniformly contractive. Let
Δ min χ : = min 1 ≤ i ≤ n inf θ inf v ∈ S Ψ i , e ⊥ ∥ v ∥ 2 = 1 v T χ i T D π θ ( I − P π θ ) χ i v > 0. (13) \Delta_{\min}^{\chi} := \min_{1\leq i\leq n}\inf_{\theta}\inf_{\substack{v\in\mathcal{S}_{\Psi_{i,e}}^{\perp}\\ \|v\|_{2}=1}} v^{\mathsf{T}}\chi_{i}^{\mathsf{T}}D_{\pi_{\theta}}(I-P_{\pi_{\theta}})\chi_{i}v > 0. \tag*{(13)} Δ m i n χ := 1 ≤ i ≤ n min θ inf v ∈ S Ψ i , e ⊥ ∥ v ∥ 2 = 1 inf v T χ i T D π θ ( I − P π θ ) χ i v > 0. (13)
Note that for a fixed policy min i Δ i χ > 0 \min_{i}\Delta_{i}^{\chi}>0 min i Δ i χ > 0 , where Δ i χ \Delta_{i}^{\chi} Δ i χ is agent i i i ’s fixed-policy critic contraction coefficient. Assumption 1 is to ensure it uniformly across all policies. Furthermore, define λ χ : = Δ min χ 4 \lambda_{\chi}:=\frac{\Delta_{\min}^{\chi}}{4} λ χ := 4 Δ m i n χ . The main source of contraction for the critic is Δ min χ \Delta_{\min}^{\chi} Δ m i n χ , which is the restricted projected Bellman gap of the global probability transition matrix.
For deterministic critic stepsizes 0 < β t ≤ β ˉ ≤ 1 0<\beta_{t}\leq\bar{\beta}\leq1 0 < β t ≤ β ˉ ≤ 1 and a window τ t ≤ t \tau_{t}\leq t τ t ≤ t , the quantity Γ t ( α t , β t ) : = ρ m i x τ t − 1 + ∑ ℓ = t − τ t t − 1 β ℓ + ( 1 + τ t ) ∑ ℓ = t − τ t t − 1 α ℓ \Gamma_{t}(\alpha_{t},\beta_{t}):=\rho_{\mathrm{mix}}^{\tau_{t-1}}+\sum_{\ell=t-\tau_{t}}^{t-1}\beta_{\ell}+(1+\tau_{t})\sum_{\ell=t-\tau_{t}}^{t-1}\alpha_{\ell} Γ t ( α t , β t ) := ρ mix τ t − 1 + ∑ ℓ = t − τ t t − 1 β ℓ + ( 1 + τ t ) ∑ ℓ = t − τ t t − 1 α ℓ collects all finite-window errors: the residual mixing error, critic drift within the window, and actor-induced movement of the kernel and stationary distribution.
Lemma 1 (Moving-target critic drift). Suppose Assumptions 1, 2, 3 and 4 hold. Let c s s β t ≤ 1 c_{ss}\beta_{t}\leq1 c ss β t ≤ 1 . There exist constants C , c 0 < ∞ C,c_{0}<\infty C , c 0 < ∞ , independent of t , α t , β t t,\alpha_{t},\beta_{t} t , α t , β t , s.t. whenever β t + Γ t ≤ c 0 \beta_{t}+\Gamma_{t}\leq c_{0} β t + Γ t ≤ c 0 , we have,
E [ V t + 1 ] ≤ ( 1 − λ χ β t ) E [ V t ] + C ( β t 2 + β t Γ t ( α t , β t ) + α t 2 β t ) . (14) \mathbb{E}[V_{t+1}] \leq(1-\lambda_{\chi}\beta_{t})\mathbb{E}[V_{t}] + C\left(\beta_{t}^{2}+\beta_{t}\Gamma_{t}(\alpha_{t},\beta_{t})+\frac{\alpha_{t}^{2}}{\beta_{t}}\right). \tag*{(14)} E [ V t + 1 ] ≤ ( 1 − λ χ β t ) E [ V t ] + C ( β t 2 + β t Γ t ( α t , β t ) + β t α t 2 ) . (14)
The term β t 2 \beta_{t}^{2} β t 2 is the usual finite-stepsize TD noise. The term β t Γ t \beta_{t}\Gamma_{t} β t Γ t is the Markovian and moving-policy bias accumulated over the mixing window. The term α t 2 / β t \alpha_{t}^{2}/\beta_{t} α t 2 / β t is the cost of comparing the next critic iterate to the new target w i ⋆ ( θ t + 1 ) w_{i}^{\star}(\theta_{t+1}) w i ⋆ ( θ t + 1 ) rather than the old target w i ⋆ ( θ t ) w_{i}^{\star}(\theta_{t}) w i ⋆ ( θ t ) . Thus, critic is controlled by contraction λ χ \lambda_{\chi} λ χ , the mixing rate ρ m i x \rho_{\mathrm{mix}} ρ mix , the critic stepsize β t \beta_{t} β t , and the actor-to-critic speed ratio α t / β t \alpha_{t}/\beta_{t} α t / β t .
For fixed step size α t ≡ α , β t ≡ β \alpha_{t}\equiv\alpha,\beta_{t}\equiv\beta α t ≡ α , β t ≡ β , we can show that: 1 T ∑ t = 0 T − 1 E [ V t ] = O ( E [ V 0 ] λ χ β T + β + Γ t + α 2 β 2 ) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[V_{t}]=O\left(\frac{\mathbb{E}[V_{0}]}{\lambda_{\chi}\beta T}+\beta+\Gamma_{t}+\frac{\alpha^{2}}{\beta^{2}}\right) T 1 ∑ t = 0 T − 1 E [ V t ] = O ( λ χ β T E [ V 0 ] + β + Γ t + β 2 α 2 ) .
For diminishing step sizes, choose β t = β 0 ( t + 1 ) b \beta_{t}=\frac{\beta_{0}}{(t+1)^{b}} β t = ( t + 1 ) b β 0 , α t = α 0 ( t + 1 ) a \alpha_{t}=\frac{\alpha_{0}}{(t+1)^{a}} α t = ( t + 1 ) a α 0 with 1 / 2 < b < 1 1/2<b<1 1/2 < b < 1 and 1 + b 2 < a < 1 \frac{1+b}{2}<a<1 2 1 + b < a < 1 with β 0 \beta_{0} β 0 small enough such that c s s β t ≤ 1 c_{ss}\beta_{t}\leq1 c ss β t ≤ 1 . Then, for a sufficiently large t 0 t_{0} t 0 , we can show that 1 B t 0 , T ∑ t = t 0 T β t E [ V t ] = O ( T − ( 1 − b ) ) \frac{1}{B_{t_{0},T}}\sum_{t=t_{0}}^{T}\beta_{t}\mathbb{E}[V_{t}]=O(T^{-(1-b)}) B t 0 , T 1 ∑ t = t 0 T β t E [ V t ] = O ( T − ( 1 − b ) ) , where B t 0 , T : = ∑ t = t 0 T β t B_{t_{0},T}:=\sum_{t=t_{0}}^{T}\beta_{t} B t 0 , T := ∑ t = t 0 T β t . See Lemma 8 and Corollary 1 in Appendix E.1.6 for the detailed bounds.
Analysis of the Actor without Regularization
Based on the critic analysis, we provide a convergence guarantee for the unregularized case in Algorithm 1. The detailed finite-time statement and proof are provided in Theorem 7 in Appendix § 11 .§ 3 .
Theorem 4 (Unregularized convergence). Suppose Assumptions 1–4 hold. Let ε F A \varepsilon_{\mathrm{FA}} ε FA denote the linear critic approximation error from (9) (uniformly defined in (146)). The unregularized actor-critic iterates satisfy the following:
Fixed stepsizes. If α t = α \alpha_t = \alpha α t = α , β t = β \beta_t = \beta β t = β are sufficiently small and let δ α , β : = max { α , β } \delta_{\alpha,\beta} := \max\{\alpha,\beta\} δ α , β := max { α , β } , f ( α , β ) : = β log ( 1 / δ α , β ) + α log 2 ( 1 / δ α , β ) + α 2 β 2 f(\alpha,\beta) := \beta\log(1/\delta_{\alpha,\beta}) + \alpha\log^2(1/\delta_{\alpha,\beta}) + \frac{\alpha^2}{\beta^2} f ( α , β ) := β log ( 1/ δ α , β ) + α log 2 ( 1/ δ α , β ) + β 2 α 2 then, for G ‾ T : = T − 1 ∑ t = 0 T − 1 E ∥ ∇ J ( θ t ) ∥ 2 2 \overline{G}_T := T^{-1}\sum_{t=0}^{T-1} \mathbb{E}\lVert\nabla J(\theta_t)\rVert_2^2 G T := T − 1 ∑ t = 0 T − 1 E ∥ ∇ J ( θ t ) ∥ 2 2 ,
G ‾ T = O ( 1 α T + 1 β T + f ( α , β ) + ε F A 2 + ρ 2 ( k + 1 ) ) . (15) \overline{G}_T = O\left(\frac{1}{\alpha T}+\frac{1}{\beta T}+f(\alpha,\beta)+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right). \tag*{(15)} G T = O ( α T 1 + β T 1 + f ( α , β ) + ε FA 2 + ρ 2 ( k + 1 ) ) . (15) Diminishing stepsizes. If β t = β 0 ( t + 1 ) − b \beta_t = \beta_0(t+1)^{-b} β t = β 0 ( t + 1 ) − b and α t = α 0 ( t + 1 ) − a \alpha_t = \alpha_0(t+1)^{-a} α t = α 0 ( t + 1 ) − a for constants α 0 , β 0 > 0 \alpha_0,\beta_0 > 0 α 0 , β 0 > 0 , 1 2 < b < 1 \frac{1}{2} < b < 1 2 1 < b < 1 and 1 + b 2 < a < 1 \frac{1+b}{2} < a < 1 2 1 + b < a < 1 , for every t 0 t_0 t 0 greater than some threshold and every T > t 0 T > t_0 T > t 0 ,
min t 0 ≤ t < T E ∥ ∇ J ( θ t ) ∥ 2 2 = O ( T − ( 1 − a ) + ε F A 2 + ρ 2 ( k + 1 ) ) . (16) \min_{t_0\le t<T}\mathbb{E}\lVert\nabla J(\theta_t)\rVert_2^2 = O\left(T^{-(1-a)}+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right). \tag*{(16)} t 0 ≤ t < T min E ∥ ∇ J ( θ t ) ∥ 2 2 = O ( T − ( 1 − a ) + ε FA 2 + ρ 2 ( k + 1 ) ) . (16)
Theorem 4 provides average/best-iterate convergence guarantee in terms of the gradient norm for both fixed and diminishing step sizes. For the actor part, we decompose the gradient approximation error into the error induced by Markovian sampling, critic bias, function approximation error, and truncation within the k k k -hop neighborhood. We then bound each individual error term to get a recursion bound for the actor. Finally, we combine the action recursion bound with Lemma 1 to get the overall convergence result. f ( α , β ) f(\alpha,\beta) f ( α , β ) collects critic tracking, Markovian mixing, actor drift, and target motion; hidden-constant conventions are specified in Appendix Theorems 7 and 10.
Analysis of the Actor with Regularization
We now present the result for the fixed-state entropy-regularized version of Algorithm 1. We first present two additional assumptions for the regularized case:
Assumption 5 (Uniformly explored regularized actor region). There are constants δ ∈ ( 0 , 1 ) \delta\in(0,1) δ ∈ ( 0 , 1 ) and an actor-parameter region Θ 0 \Theta_0 Θ 0 such that the fixed-state regularized actor iterates considered in the global-convergence proof stay in Θ 0 \Theta_0 Θ 0 and π θ i ( a i ∣ s i ) ≥ δ \pi_{\theta_i}(a_i\mid s_i) \ge\delta π θ i ( a i ∣ s i ) ≥ δ , ∀ θ ∈ Θ 0 \forall\theta\in\Theta_0 ∀ θ ∈ Θ 0 , i i i , s i s_i s i , a i a_i a i .
Assumption 6 (Positive fixed-state entropy weights). The fixed distribution used in the entropy regularizer has uniformly positive local marginals: ω min : = min i , s i ω i ( s i ) > 0 \omega_{\min} := \min_{i,s_i}\omega_i(s_i) > 0 ω m i n := min i , s i ω i ( s i ) > 0 .
The detailed finite-time statement and proof are provided in Theorem 10 in Appendix § 12 .
Theorem 5 (Regularized global convergence). Suppose Assumptions 1–6 hold. There exists some L ‾ J < ∞ \overline{L}_J < \infty L J < ∞ such that if ι > L ‾ J / ω min \iota> \overline{L}_J/\omega_{\min} ι > L J / ω m i n and denote η ι , ω : = δ 2 ( ι ω min − L ‾ J ) \eta_{\iota,\omega} := \delta^2(\iota\omega_{\min}-\overline{L}_J) η ι , ω := δ 2 ( ι ω m i n − L J ) . Let Δ ι , ω , t : = L ι , ω , Π 0 J ι , ω ( θ t ) \Delta_{\iota,\omega,t} := \mathit{L}_{\iota,\omega,\Pi_0}J_{\iota,\omega}(\theta_t) Δ ι , ω , t := L ι , ω , Π 0 J ι , ω ( θ t ) , where Π 0 \Pi_0 Π 0 is the policy region induced by Θ 0 \Theta_0 Θ 0 . The strongly entropy-regularized actor-critic iterates satisfy the following convergence:
Fixed stepsizes. If α t = α ≤ 1 / η ι , ω \alpha_t = \alpha\le1/\eta_{\iota,\omega} α t = α ≤ 1/ η ι , ω , β t = β \beta_t = \beta β t = β are small enough, then
E Δ ι , ω , T = O ( e − η ι , ω T Δ ι , ω , 0 + 1 η ι , ω [ e − λ x β T E V 0 + f ( α , β ) + ε F A 2 + ρ 2 ( k + 1 ) ] ) (17) \mathbb{E}\Delta_{\iota,\omega,T}=O\left(e^{-\eta_{\iota,\omega}T}\Delta_{\iota,\omega,0}+\frac{1}{\eta_{\iota,\omega}}\left[e^{-\lambda_x\beta T}\mathbb{E}\mathcal{V}_0+f(\alpha,\beta)+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right]\right) \tag*{(17)} E Δ ι , ω , T = O ( e − η ι , ω T Δ ι , ω , 0 + η ι , ω 1 [ e − λ x β T E V 0 + f ( α , β ) + ε FA 2 + ρ 2 ( k + 1 ) ] ) (17) Sharper diminishing specialization. If β t = β 0 ( t + 1 ) − 1 / 2 − c \beta_t = \beta_0(t+1)^{-1/2-c} β t = β 0 ( t + 1 ) − 1/2 − c , α t = α 0 ( t + 1 ) − 3 / 4 − c \alpha_t = \alpha_0(t+1)^{-3/4-c} α t = α 0 ( t + 1 ) − 3/4 − c for some 0 < c < 1 4 0 < c < \frac{1}{4} 0 < c < 4 1 , use τ t = ⌈ c τ log ( t + 1 ) ⌉ \tau_t = \lceil c_{\tau}\log(t+1)\rceil τ t = ⌈ c τ log ( t + 1 )⌉ with c τ > ( 1 / 2 + c ) / ( − log ρ max ) c_{\tau} > (1/2+c)/(-\log\rho_{\max}) c τ > ( 1/2 + c ) / ( − log ρ m a x ) , and choose a fixed finite burn-in t 0 t_0 t 0 after which 1 ≤ τ t ≤ t 1 \le\tau_t \le t 1 ≤ τ t ≤ t , α t ≤ 1 / η ι , ω \alpha_t \le1/\eta_{\iota,\omega} α t ≤ 1/ η ι , ω , and the critic smallness conditions hold. With A t 0 , T : = ∑ t = t 0 T − 1 α t = Θ ( T 1 / 4 − c ) A_{t_0,T} := \sum_{t=t_0}^{T-1}\alpha_t = \Theta(T^{1/4-c}) A t 0 , T := ∑ t = t 0 T − 1 α t = Θ ( T 1/4 − c ) ,
\mathbb{E}\Delta_{\iota,\omega,T}=O\left(e^{-\eta_{\iota,\omega}A_{t_0,T}\mathbb{E}\Delta_{\iota,\omega,t_0}+\frac{1}{\eta_{\iota,\omega}}\left[T^{-1/2}\log T+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right]\right).} \tag*{(18)}
Theorem 5 provides a last-iterate global convergence guarantee in terms of the regularized value gap Δ ι , ω , t \Delta_{\iota,\omega,t} Δ ι , ω , t for both fixed and diminishing step sizes. Compared with the unregularized guarantee in Theorem 4, Theorem 5 directly controls the value gap to the regularized optimum rather than only the policy-gradient norm, and therefore rules out suboptimal stationary points created by the product-policy and partial-observability obstructions discussed above. Additionally, the regularized actor-critic admits a stretched-exponential convergence rate for its recursion term, although the overall convergence rate above the feature-approximation and localization floor is still O ( T − 1 / 2 log T ) O(T^{-1/2}\log T) O ( T − 1/2 log T ) due to the error induced by mixing.
Proof sketch. The proof reuses the unregularized critic analysis, because fixed-state entropy only adds an exact local entropy-gradient term to the actor update. The actor proof establishes a regularized drift inequality with the same error terms as unregularized, and converts this drift to a last-iterate value-gap recursion once a product-policy PL-type inequality holds. This PL-type inequality is verified in direct policy variables: the curvature of J J J is bounded by L ‾ J \overline{L}_J L J , while the entropy term contributes negative curvature at least ι ω min \iota\omega_{\min} ι ω m i n ; hence ι ω min > L ‾ J \iota\omega_{\min}>\overline{L}_J ι ω m i n > L J gives strong concavity, a direct-policy PL-type inequality, and finally a softmax-logit PL constant 2 δ 2 ( ι ω min − L ‾ J ) 2\delta^2(\iota\omega_{\min}-\overline{L}_J) 2 δ 2 ( ι ω m i n − L J ) . Full proof can be found in Appendix § 12 .
Numerical Illustration
The error decomposition (9) suggests a qualitative tradeoff: a larger critic radius reveals neighbor information but makes a fixed-dimensional representation compress a larger neighborhood. We illustrate this with a finite-state system of interacting maintenance units. Each unit has a binary health state, chooses a binary intervention action, and records its previous action as a one-step memory variable. Its local reward favors healthy operation while penalizing intervention, and its health transition depends on its own state and action together with the health and previous actions of adjacent units. We test paths with N ∈ { 8 , 16 , 32 , 64 } N \in\{8, 16, 32, 64\} N ∈ { 8 , 16 , 32 , 64 } agents and square grids with side length L ∈ { 3 , 4 , 6 , 8 } L \in\{3, 4, 6, 8\} L ∈ { 3 , 4 , 6 , 8 } , hence N ∈ { 9 , 16 , 36 , 64 } N \in\{9, 16, 36, 64\} N ∈ { 9 , 16 , 36 , 64 } agents. We sweep k ∈ { 0 , 1 , 2 , 3 } k \in\{0, 1, 2, 3\} k ∈ { 0 , 1 , 2 , 3 } and pairwise-hashed feature dimensions d i ∈ { 4 , 8 , 16 , 32 , 64 } d_i \in\{4, 8, 16, 32, 64\} d i ∈ { 4 , 8 , 16 , 32 , 64 } , with a tabular critic for comparison. Each cell uses 3,000 training steps and a fresh 300-step greedy evaluation; each plotted point pools the four listed sizes and three seeds. Full protocol details and additional sweeps are in Appendix § 15 .
At d i = 16 d_i=16 d i = 16 , paths score 0.676 ± 0.002 0.676 \pm0.002 0.676 ± 0.002 at k = 1 k=1 k = 1 but 0.392 ± 0.148 0.392 \pm0.148 0.392 ± 0.148 at k = 3 k=3 k = 3 , while grid k = 2 , 3 k=2,3 k = 2 , 3 stay near 0.058 0.058 0.058 ; all positive radii reach about 0.676 0.676 0.676 by d i = 32 d_i=32 d i = 32 on paths or d i = 64 d_i=64 d i = 64 on grids. Tabular stays near 0.058 0.058 0.058 on grids and peaks at only 0.369 ± 0.006 0.369 \pm0.006 0.369 ± 0.006 on paths. Under the same trajectory budget, the tabular critic fails to learn effectively, showing that function approximation is necessary in this tested growing-neighborhood regime. Thus, larger neighborhoods help only when encoded: grid k = 2 , 3 k=2,3 k = 2 , 3 match k = 1 k=1 k = 1 only at d i = 64 d_i=64 d i = 64 , and path k = 3 k=3 k = 3 matches k = 1 k=1 k = 1 by d i = 32 d_i=32 d i = 32 .
Limitations and Future Work. A key limitation is that our guarantees rely on the exponential decay property in the network: they apply only to settings where each agent’s state transition is influenced only by its immediate neighbors, so relaxing this local weak-dependence structure is an important future direction. Fixed-state entropy regularization should also be viewed as a remedy rather than a universal fix, as our global convergence guarantee requires the entropy to be strong. Future work includes identifying different policy classes (in addition to localized policies) and structural assumptions on the global transition kernel of the multi-agent MDPs under which decentralized policy-optimization methods have more favorable landscapes and may admit either global convergence guarantees or finite-time convergence to zero Nash gap.
Acknowledgments and Disclosure of Funding
Adam Wierman acknowledges support from the National Science Foundation under grant CCF2326609.
Proof map.
Fixed-policy critic bound after (9). Theorem 6 combines the localization comparison in Lemma 4 with fixed-policy TD contraction in Lemma 5.
Moving-target critic (Lemma 1). Lemma 8 and Corollary 1 use critic contraction (Lemma 5), policy Lipschitz bounds (Lemma 6), bounded actor movement (Lemma 7), and finite-window mixing.
Unregularized convergence (Theorem 4). Theorem 7 combines the actor estimates in Proposition 3 and Lemmas 15 –17 with critic tracking in Lemma 8 and Corollary 1.
Regularized convergence (Theorem 5). Theorem 10 combines regularized actor analysis (Theorem 8; Lemmas 21 –24 ), curvature and PL bounds (Lemmas 25 –28 ), and critic tracking (Lemma 8; Corollary 1).
Table of Notations
Symbols that are local to a single lemma or proof are defined near their first use. Table 1 collects the notation used repeatedly across the main text and appendix.
Table 1.
Table 1 (PDF p. 14). Recurring notation used throughout the paper.
Related Work
In this section we provide a detailed discussion on related work.
Networked multi-agent reinforcement learning. Our work lies in the line of literature that designs scalable multi-agent reinforcement learning algorithms for networked systems.
Within this domain, we especially follow the framework of Qu et al. [ [28 ] that leverages spatial correlation decay to achieve provable convergence guarantees. Qu et al. [ [27 ] extended this local interaction structure of networks to establish an exponential spatial decay property for policy gradients in the average-reward setting. Lin et al. [ [18 ] further considered environments with stochastic network transitions, demonstrating that spatial decay properties can be leveraged to bound approximation errors independently of the total network size. Building upon this framework, Zhang et al. [ [39 ] considered a wider class of policies that depends on all states in the k k k -hop neighborhood, and proved the convergence of localized policy iteration to a globally optimal policy that potentially depends on the entire global state. Furthermore, Zhou et al. [ [40 ] extended this fully cooperative framework to a class of networked Markov potential games, and established finite-time global convergence rates for localized actor-critic algorithms, and more recently, Ren et al. [ [29 ] leveraged spectral representations of the underlying network topology to efficiently compress high-dimensional state and action spaces. Faizal et al. [ [8 ] study discounted graph-structured MDPs with local rewards and transitions. Under influence-decay conditions, they establish optimal-policy approximation guarantees for cooperative policies. Their multi-agent construction selects a joint action by maximizing a sum of neighborhood-dependent Q Q Q -factors. The resulting policy can use neighboring states and coordinated action selection. Their multi-agent result establishes existence of a good cooperative policy, while efficient computation of its surrogate remains open; their single-active-agent setting also admits constructive algorithms.
Meanwhile, we note that there are other models for the networked MARL problem that models the interaction between agents differently. Zhang et al. [ [34 ] first proposed the framework of networked multi-agent MDP without considering localization of policy and Q Q Q functions in the network. Liu et al. [ [20 ] studied local convergence distributed policy gradient and actor-critic in the discounted setting.
Despite this progress, finite-time convergence results in average-reward networked MARL leveraging the spatial decay properties has never been established.
Average-reward reinforcement learning. Classical dynamic-programming treatments of average-cost MDPs are given in Bertsekas [ [2 ] . More recently, finite-time policy-optimization guarantees have been developed for single-agent average-reward MDPs, including vanilla policy-gradient methods Kumar et al. [ [17 ] and natural-policy-gradient or mirror-descent-type methods [10 , 7 ] (Murthy and Srikant 2023).
Asymptotic analysis of actor critic algorithms comprising of both policy gradient and natural policy gradient goes back to Konda and Tsitsiklis [ [16 ] , Bhatnagar et al. [ [3 ] . Finite-sample analyses of average-reward TD and Q Q Q -learning were developed by Zhang et al. [ [38 ] , and finite-time actor-critic guarantees were later obtained under two-timescale stepsizes by Wu et al. [ [32 ] and under single-timescale Markovian sampling by Chen and Zhao [ [4 ] . Our critic analysis builds on these standard average-reward TD and stochastic-approximation ideas, but applies them to a collection of localized network critics. These results have been used to derive finite-sample complexity guarantees for popular algorithms such as natural policy gradient [1 , 25 ] (Murthy et al. 2023) in the single agent setting.
Average-reward MARL has also been studied in fully decentralized communication-based settings. Hairi et al. [ [12 ] prove finite-time convergence for a consensus-based fully decentralized actor-critic algorithm in cooperative average-reward MARL, where agents communicate local TD-error information to estimate a global actor direction. Hairi et al. [ [11 ] study the related policy-evaluation problem and show that multiple local TD steps between communication rounds can reduce communication complexity. These works address decentralized communication and consensus in average-reward MARL. Our focus is different: we study networked MDPs with spatially local state-action information, where each agent uses a k k k -hop localized critic rather than communicating to learn a common global critic. This leads to explicit localization and function-approximation error floors in the actor-critic convergence bound.
Other related work. In addition to networked and average-reward settings, we also briefly acknowledge a wider body of literature. Mei et al. [ [22 ] established global convergence rates for softmax policy gradients for bandits and discounted RL. Zhang et al. [ [37 ] provided global convergence results for softmax (natural) policy gradients for a class of Markov potential games. DeWeese and Qu [ [5 ] optimize over the full simplex of distributions on a restricted deterministic policy class in discounted MDPs. Their evaluation samples a deterministic policy, holds it fixed for several time steps, and then resamples. Under smoothness, their exact-gradient guarantees control the expected performance of a final sampled deterministic policy relative to the best deterministic member of that class, with a residual decreasing exponentially in the temporal horizon. Their multi-step horizon measures time rather than graph distance. Liu et al. [ [19 ] studies sample complexity in partially observable Marko games, proposing the Optimism and Maximum Likelihood Estimation (OMLE) algorithm to establish polynomial sample complexity bounds for learning approximate Nash, correlated, and coarse correlated equilibria under weak revealability assumptions. Hong et al. [ [13 ] provided finite-sample (non-asymptotic) convergence guarantees for policy gradients utilizing history-dependent policies in continuous-space POMDPs. Forkel et al. [ [9 ] investigated high entropy in Dec-POMDPs and found that high fixed-state entropy regularization helps the convergence of policy gradient methods to symmetry equivalent policies. While these work share somewhat similar high-level intuition as ours, the specific settings that they consider differ significantly from our networked MDP setting.
Example of Policy Gradient Converging to a Suboptimal Stationary Point
We next construct a cooperative two-agent example showing that even under ergodicity, policy gradient with product policies can converge to a suboptimal local optimum in policy space. In contrast to Example 2, in this setting the reward assigned to each agent is a function solely of its own state and action, while the transition dynamics remain jointly coupled across the two agents, thereby preserving the interaction structure central to the problem formulation considered in this work.
Local state and action spaces. For each agent i ∈ { 1 , 2 } i \in\{1,2\} i ∈ { 1 , 2 } ,
S i = { A , B , C } , A i = { a , b } . S_i = \{A, B, C\}, \qquad A_i = \{a,b\}. S i = { A , B , C } , A i = { a , b } .
The one-step reward of agent i i i depends only on ( s i , a i ) (s_i,a_i) ( s i , a i ) and is given by
r i ( A , a ) = 0 , r i ( A , b ) = 1 , r i ( B , ⋅ ) = 0 , r i ( C , ⋅ ) = 10. r_i(A,a)=0,\qquad r_i(A,b)=1,\qquad r_i(B,\cdot)=0,\qquad r_i(C,\cdot)=10. r i ( A , a ) = 0 , r i ( A , b ) = 1 , r i ( B , ⋅ ) = 0 , r i ( C , ⋅ ) = 10.
Thus the team objective is
J ( π ) = J 1 ( π ) + J 2 ( π ) . J(\pi)=J_1(\pi)+J_2(\pi). J ( π ) = J 1 ( π ) + J 2 ( π ) .
Local dynamics. For each agent i i i , the local dynamics are as follows.
A → a 0.99 B , A → a 0.01 A , A \xrightarrow[\ a\ ]{0.99} B,\qquad A \xrightarrow[\ a\ ]{0.01} A, A 0.99 a B , A 0.01 a A ,
A → b 0.99 A , A → b 0.01 B . A \xrightarrow[\ b\ ]{0.99} A,\qquad A \xrightarrow[\ b\ ]{0.01} B. A 0.99 b A , A 0.01 b B .
B → C with probability 0.9 , B → A with probability 0.1 ; B \to C \text{ with probability } 0.9,\qquad B \to A \text{ with probability } 0.1; B → C with probability 0.9 , B → A with probability 0.1 ;
if the other agent is not at B B B , then B → B B \to B B → B with probability 0.9, B → A B \to A B → A with probability 0.1.
At state C C C : C → C C \to C C → C with probability 0.1, C → A C \to A C → A with probability 0.9.
Figure 4. Local dynamics for a single agent. The reward depends only on the agent’s own state and action, but the transition out of B B B depends on whether the other agent is also at B B B .
Product policy with softmax parametrization. Only the policy at state A A A matters; the action at states B B B and C C C is irrelevant for both rewards and transitions. For agent i i i , write the two logits at state A A A as θ i a , θ i b \theta_i^a,\theta_i^b θ i a , θ i b , and define
π i ( a ∣ A ) = e θ i a e θ i a + e θ i b , π i ( b ∣ A ) = e θ i b e θ i a + e θ i b . \pi_i(a \mid A) = \frac{e^{\theta_i^a}}{e^{\theta_i^a}+e^{\theta_i^b}}, \qquad\pi_i(b \mid A) = \frac{e^{\theta_i^b}}{e^{\theta_i^a}+e^{\theta_i^b}}. π i ( a ∣ A ) = e θ i a + e θ i b e θ i a , π i ( b ∣ A ) = e θ i a + e θ i b e θ i b .
Let
p i : = π i ( a ∣ A ) = e θ i a e θ i a + e θ i b , 1 − p i = π i ( b ∣ A ) . p_i := \pi_i(a \mid A) = \frac{e^{\theta_i^a}}{e^{\theta_i^a}+e^{\theta_i^b}}, \qquad1-p_i = \pi_i(b \mid A). p i := π i ( a ∣ A ) = e θ i a + e θ i b e θ i a , 1 − p i = π i ( b ∣ A ) .
Equivalently, if we write the logit difference
Δ i : = θ i a − θ i b , \Delta_i := \theta_i^a-\theta_i^b, Δ i := θ i a − θ i b ,
then
p i = e Δ i 1 + e Δ i . p_i = \frac{e^{\Delta_i}}{1+e^{\Delta_i}}. p i = 1 + e Δ i e Δ i .
From the specified transition probability kernel, it follows that, for any admissible policy, the induced Markov chain on the joint state space
{ A A , A B , A C , B A , B B , B C , C A , C B , C C } \{AA,AB,AC,BA,BB,BC,CA,CB,CC\} { AA , A B , A C , B A , B B , B C , C A , C B , C C }
is irreducible and aperiodic for every softmax parameter vector.
Performance of deterministic policies. Let d a a d^{aa} d aa and d b b d^{bb} d bb denote the stationary distributions under the deterministic policies ( a , a ) (a,a) ( a , a ) and ( b , b ) (b,b) ( b , b ) , respectively. Ordering the joint states as
( A A , A B , A C , B A , B B , B C , C A , C B , C C ) (AA,AB,AC,BA,BB,BC,CA,CB,CC) ( AA , A B , A C , B A , B B , B C , C A , C B , C C ) ,
one obtains
d a a ≈ ( 0.2099 , 0.0579 , 0.0507 , 0.0579 , 0.3090 , 0.0055 , 0.0507 , 0.0055 , 0.2528 ) , d^{aa} \approx(0.2099,\,0.0579,\,0.0507,\,0.0579,\,0.3090,\,0.0055,\,0.0507,\,0.0055,\,0.2528), d aa ≈ ( 0.2099 , 0.0579 , 0.0507 , 0.0579 , 0.3090 , 0.0055 , 0.0507 , 0.0055 , 0.2528 ) ,
and
d b b ≈ ( 0.8423 , 0.0772 , 0.00027 , 0.0772 , 0.00147 , 0.00000029 , 0.00027 , 0.00000029 , 0.00121 ) . d^{bb} \approx(0.8423,\,0.0772,\,0.00027,\,0.0772,\,0.00147,\,0.00000029,\,0.00027,\,0.00000029,\,0.00121). d bb ≈ ( 0.8423 , 0.0772 , 0.00027 , 0.0772 , 0.00147 , 0.00000029 , 0.00027 , 0.00000029 , 0.00121 ) .
Hence
J ( 1 , 1 ) ≈ 6.1801 , J ( 0 , 0 ) ≈ 1.8691. J(1,1) \approx6.1801, \qquad J(0,0) \approx1.8691. J ( 1 , 1 ) ≈ 6.1801 , J ( 0 , 0 ) ≈ 1.8691.
Thus the policy ( a , a ) (a,a) ( a , a ) is strictly better than ( b , b ) (b,b) ( b , b ) . The surprising fact is that the bad corner ( p 1 , p 2 ) = ( 0 , 0 ) (p_1,p_2)=(0,0) ( p 1 , p 2 ) = ( 0 , 0 ) is locally attractive under softmax policy gradient.
Proposition 1. Consider the continuous-time policy-gradient dynamics in the softmax logits,
θ ˙ i a ( t ) = ∂ J ∂ θ i a ( θ ( t ) ) , θ ˙ i b ( t ) = ∂ J ∂ θ i b ( θ ( t ) ) , i ∈ { 1 , 2 } , \dot{\theta}^{a}_{i}(t)=\frac{\partial J}{\partial\theta^{a}_{i}}(\theta(t)),\qquad\dot{\theta}^{b}_{i}(t)=\frac{\partial J}{\partial\theta^{b}_{i}}(\theta(t)),\qquad i\in\{1,2\}, θ ˙ i a ( t ) = ∂ θ i a ∂ J ( θ ( t )) , θ ˙ i b ( t ) = ∂ θ i b ∂ J ( θ ( t )) , i ∈ { 1 , 2 } , where the corresponding action probabilities p i ( t ) = π i ( a ∣ A ) p_i(t)=\pi_i(a\mid A) p i ( t ) = π i ( a ∣ A ) are induced by the softmax parametrization defined above. Then there exists δ > 0 \delta>0 δ > 0 such that, if
0 < p 1 ( 0 ) ≤ δ , 0 < p 2 ( 0 ) ≤ δ , 0<p_1(0)\leq\delta,\qquad0<p_2(0)\leq\delta, 0 < p 1 ( 0 ) ≤ δ , 0 < p 2 ( 0 ) ≤ δ , the resulting trajectory satisfies
θ i a ( t ) − θ i b ( t ) ⟶ − ∞ , i ∈ { 1 , 2 } , \theta^{a}_{i}(t)-\theta^{b}_{i}(t)\longrightarrow-\infty,\qquad i\in\{1,2\}, θ i a ( t ) − θ i b ( t ) ⟶ − ∞ , i ∈ { 1 , 2 } , and equivalently,
p 1 ( t ) ⟶ 0 , p 2 ( t ) ⟶ 0. p_1(t)\longrightarrow0,\qquad p_2(t)\longrightarrow0. p 1 ( t ) ⟶ 0 , p 2 ( t ) ⟶ 0. Thus policy gradient converges in policy space to the suboptimal boundary point
( p 1 , p 2 ) = ( 0 , 0 ) . (p_1,p_2)=(0,0). ( p 1 , p 2 ) = ( 0 , 0 ) . Proof. The sign of ∂ J / ∂ p i \partial J/\partial p_i ∂ J / ∂ p i at ( 0 , 0 ) (0,0) ( 0 , 0 ) is obtained by differentiating the stationary average reward J ( p 1 , p 2 ) J(p_1,p_2) J ( p 1 , p 2 ) . Since
∂ J ∂ p 1 ( 0 , 0 ) = ∂ J ∂ p 2 ( 0 , 0 ) ≈ − 4.6881 < 0 , \frac{\partial J}{\partial p_1}(0,0)=\frac{\partial J}{\partial p_2}(0,0)\approx-4.6881<0, ∂ p 1 ∂ J ( 0 , 0 ) = ∂ p 2 ∂ J ( 0 , 0 ) ≈ − 4.6881 < 0 , continuity implies that there exists δ > 0 \delta>0 δ > 0 such that
∂ J ∂ p 1 ( p 1 , p 2 ) < 0 , ∂ J ∂ p 2 ( p 1 , p 2 ) < 0 \frac{\partial J}{\partial p_1}(p_1,p_2)<0,\qquad\frac{\partial J}{\partial p_2}(p_1,p_2)<0 ∂ p 1 ∂ J ( p 1 , p 2 ) < 0 , ∂ p 2 ∂ J ( p 1 , p 2 ) < 0 for all ( p 1 , p 2 ) ∈ [ 0 , δ ] 2 (p_1,p_2)\in[0,\delta]^2 ( p 1 , p 2 ) ∈ [ 0 , δ ] 2 . Now fix i ∈ { 1 , 2 } i\in\{1,2\} i ∈ { 1 , 2 } . It is straightforward to see that,
∂ p i ∂ θ i a = p i ( 1 − p i ) , ∂ p i ∂ θ i b = − p i ( 1 − p i ) . \frac{\partial p_i}{\partial\theta_i^a}=p_i(1-p_i),\qquad\frac{\partial p_i}{\partial\theta_i^b}=-p_i(1-p_i). ∂ θ i a ∂ p i = p i ( 1 − p i ) , ∂ θ i b ∂ p i = − p i ( 1 − p i ) . Therefore,
∂ J ∂ θ i a = ∂ J ∂ p i ∂ p i ∂ θ i a = p i ( 1 − p i ) ∂ J ∂ p i , \frac{\partial J}{\partial\theta_i^a}=\frac{\partial J}{\partial p_i}\frac{\partial p_i}{\partial\theta_i^a}=p_i(1-p_i)\frac{\partial J}{\partial p_i}, ∂ θ i a ∂ J = ∂ p i ∂ J ∂ θ i a ∂ p i = p i ( 1 − p i ) ∂ p i ∂ J , and similarly
∂ J ∂ θ i b = ∂ J ∂ p i ∂ p i ∂ θ i b = − p i ( 1 − p i ) ∂ J ∂ p i . \frac{\partial J}{\partial\theta_i^b}=\frac{\partial J}{\partial p_i}\frac{\partial p_i}{\partial\theta_i^b}=-p_i(1-p_i)\frac{\partial J}{\partial p_i}. ∂ θ i b ∂ J = ∂ p i ∂ J ∂ θ i b ∂ p i = − p i ( 1 − p i ) ∂ p i ∂ J . Hence, throughout the box [ 0 , δ ] 2 [0,\delta]^2 [ 0 , δ ] 2 ,
θ ˙ i a < 0 , θ ˙ i b > 0. \dot{\theta}^{a}_{i}<0,\qquad\dot{\theta}^{b}_{i}>0. θ ˙ i a < 0 , θ ˙ i b > 0. Define the logit gap
Δ i ( t ) : = θ i a ( t ) − θ i b ( t ) . \Delta_i(t):=\theta^{a}_{i}(t)-\theta^{b}_{i}(t). Δ i ( t ) := θ i a ( t ) − θ i b ( t ) . Then
Δ ˙ i ( t ) = θ ˙ i a ( t ) − θ ˙ i b ( t ) = 2 p i ( t ) ( 1 − p i ( t ) ) ∂ J ∂ p i ( p 1 ( t ) , p 2 ( t ) ) . \dot{\Delta}_i(t)=\dot{\theta}^{a}_{i}(t)-\dot{\theta}^{b}_{i}(t)=2p_i(t)(1-p_i(t))\frac{\partial J}{\partial p_i}(p_1(t),p_2(t)). Δ ˙ i ( t ) = θ ˙ i a ( t ) − θ ˙ i b ( t ) = 2 p i ( t ) ( 1 − p i ( t )) ∂ p i ∂ J ( p 1 ( t ) , p 2 ( t )) . Thus, whenever ( p 1 ( t ) , p 2 ( t ) ) ∈ [ 0 , δ ] 2 (p_1(t),p_2(t))\in[0,\delta]^2 ( p 1 ( t ) , p 2 ( t )) ∈ [ 0 , δ ] 2 ,
Δ ˙ i ( t ) < 0. \dot{\Delta}_i(t)<0. Δ ˙ i ( t ) < 0. Since p i ( t ) p_i(t) p i ( t ) is a strictly increasing function of Δ i ( t ) \Delta_i(t) Δ i ( t ) , it follows that
p ˙ i ( t ) < 0 \dot{p}_i(t)<0 p ˙ i ( t ) < 0 throughout [ 0 , δ ] 2 [0,\delta]^2 [ 0 , δ ] 2 . Hence this box is invariant: if
0 < p 1 ( 0 ) ≤ δ , 0 < p 2 ( 0 ) ≤ δ , 0<p_1(0)\leq\delta,\qquad0<p_2(0)\leq\delta, 0 < p 1 ( 0 ) ≤ δ , 0 < p 2 ( 0 ) ≤ δ , then
0 < p 1 ( t ) ≤ δ , 0 < p 2 ( t ) ≤ δ 0<p_1(t)\leq\delta,\qquad0<p_2(t)\leq\delta 0 < p 1 ( t ) ≤ δ , 0 < p 2 ( t ) ≤ δ
for all t ≥ 0 t \ge0 t ≥ 0 , and both coordinates are monotone decreasing.
Since each p i ( t ) p_i(t) p i ( t ) is nonnegative and monotone, it has a limit. Suppose that
lim t → ∞ p i ( t ) = p ˉ i > 0 \lim_{t\to\infty} p_i(t) = \bar{p}_i > 0 t → ∞ lim p i ( t ) = p ˉ i > 0
for some i i i . Then Δ i ( t ) \Delta_i(t) Δ i ( t ) remains bounded below, and hence p i ( t ) ( 1 − p i ( t ) ) p_i(t)(1-p_i(t)) p i ( t ) ( 1 − p i ( t )) is bounded away from 0 for all sufficiently large t t t . Because ∂ J / ∂ p i \partial J/\partial p_i ∂ J / ∂ p i remains strictly negative on [ 0 , δ ] 2 [0,\delta]^2 [ 0 , δ ] 2 , it follows that
Δ ˙ i ( t ) ≤ − c < 0 \dot{\Delta}_i(t) \le-c < 0 Δ ˙ i ( t ) ≤ − c < 0
for all sufficiently large t t t , a contradiction. Therefore
Δ i ( t ) → − ∞ , p i ( t ) → 0 , i ∈ { 1 , 2 } . \Delta_i(t) \to-\infty,\qquad p_i(t) \to0,\qquad i \in\{1,2\}. Δ i ( t ) → − ∞ , p i ( t ) → 0 , i ∈ { 1 , 2 } .
This proves convergence in policy space to the suboptimal boundary point ( 0 , 0 ) (0,0) ( 0 , 0 ) . □
Near ( p 1 , p 2 ) = ( 0 , 0 ) (p_1,p_2)=(0,0) ( p 1 , p 2 ) = ( 0 , 0 ) , each agent mostly plays b b b at A A A , receives the safe reward 1, and tends to remain near state A A A . If one agent slightly increases its probability of playing a a a , then with high probability it leaves A A A , lands in B B B , and receives reward 0 while waiting for the other agent. This is a first-order loss. In contrast, the beneficial event in which both agents leave A A A , meet at B B BB B B , and then move to the high-reward state C C C is only a second-order effect when both p 1 p_1 p 1 and p 2 p_2 p 2 are small. Thus, near ( 0 , 0 ) (0,0) ( 0 , 0 ) , the one-agent gradient signal is negative even though the jointly coordinated policy ( 1 , 1 ) (1,1) ( 1 , 1 ) is globally superior.
A Network-Compatible Partial-Observability Example
We now give a version of Example 3 that is fully compatible with the networked MDP formulation in Section 3: each local reward depends only on the agent’s own state-action pair, and each local transition depends only on neighboring states and the agent’s own action.
Consider a two-node network. Agent 1 has
S 1 = { D , E ℓ , E r } , A 1 = { ℓ , r } , S_1=\{D,E_\ell,E_r\},\qquad A_1=\{\ell,r\}, S 1 = { D , E ℓ , E r } , A 1 = { ℓ , r } ,
and agent 2 has
S 2 = { L , M , R } , A 2 = { ∗ } . S_2=\{L,M,R\},\qquad A_2=\{\ast\}. S 2 = { L , M , R } , A 2 = { ∗ } .
The rewards are local:
r 1 ( s 1 , a 1 ) = 0 , r 2 ( L , ∗ ) = r 2 ( R , ∗ ) = 1 , r 2 ( M , ∗ ) = 0. r_1(s_1,a_1)=0,\qquad r_2(L,\ast)=r_2(R,\ast)=1,\qquad r_2(M,\ast)=0. r 1 ( s 1 , a 1 ) = 0 , r 2 ( L , ∗ ) = r 2 ( R , ∗ ) = 1 , r 2 ( M , ∗ ) = 0.
Thus J J J is the stationary probability that s 2 ∈ { L , R } s_2\in\{L,R\} s 2 ∈ { L , R } .
The local transition of agent 1 stores its chosen action in its own next state. For every s 2 s_2 s 2 and a ∈ { ℓ , r } a\in\{\ell,r\} a ∈ { ℓ , r } ,
P 1 ( D ∣ D , s 2 , a ) = 1 2 , P 1 ( E a ∣ D , s 2 , a ) = 1 2 , P_1(D\mid D,s_2,a)=\frac{1}{2},\qquad P_1(E_a\mid D,s_2,a)=\frac{1}{2}, P 1 ( D ∣ D , s 2 , a ) = 2 1 , P 1 ( E a ∣ D , s 2 , a ) = 2 1 ,
and from the two execution states agent 1 returns to D D D :
P 1 ( D ∣ E ℓ , s 2 , a ) = P 1 ( D ∣ E r , s 2 , a ) = 1. P_1(D\mid E_\ell,s_2,a)=P_1(D\mid E_r,s_2,a)=1. P 1 ( D ∣ E ℓ , s 2 , a ) = P 1 ( D ∣ E r , s 2 , a ) = 1.
The local transition of agent 2 depends on the neighboring state s 1 s_1 s 1 , but not on agent 1’s action. If s 1 = D s_1=D s 1 = D , then s 2 s_2 s 2 is unchanged. If s 1 = E ℓ s_1=E_\ell s 1 = E ℓ , then
L ↦ L , M ↦ L , R ↦ M , L\mapsto L,\qquad M\mapsto L,\qquad R\mapsto M, L ↦ L , M ↦ L , R ↦ M ,
and if s 1 = E r s_1=E_r s 1 = E r , then
L ↦ M , M ↦ R , R ↦ R . L\mapsto M,\qquad M\mapsto R,\qquad R\mapsto R. L ↦ M , M ↦ R , R ↦ R .
Figure 6 (PDF p. 21).
Illustration. Network-compatible partial-observability example. Agent 1’s action affects agent 2 only after being stored in agent 1’s own local state E ℓ E_{\ell} E ℓ or E r E_{r} E r ; agent 2’s transition therefore depends on the neighboring state s 1 s_1 s 1 , not directly on agent 1’s action.
Consequently the global transition kernel factors as
P ( s g ′ ∣ s g , a g ) = P 1 ( s 1 ′ ∣ s 1 , s 2 , a 1 ) P 2 ( s 2 ′ ∣ s 1 , s 2 , ∗ ) , P(s'_g \mid s_g,a_g)=P_1(s'_1 \mid s_1,s_2,a_1)P_2(s'_2 \mid s_1,s_2,*), P ( s g ′ ∣ s g , a g ) = P 1 ( s 1 ′ ∣ s 1 , s 2 , a 1 ) P 2 ( s 2 ′ ∣ s 1 , s 2 , ∗ ) ,
which has exactly the product form required in the networked MDP setting.
Let p : = π 1 ( ℓ ∣ D ) p := \pi_1(\ell\mid D) p := π 1 ( ℓ ∣ D ) . For every softmax policy p ∈ ( 0 , 1 ) p \in(0,1) p ∈ ( 0 , 1 ) , the induced chain on S 1 × S 2 S_1 \times S_2 S 1 × S 2 is irreducible and aperiodic: from D D D , both execution states E ℓ E_{\ell} E ℓ and E r E_{r} E r are reachable with positive probability, and D D D has a self-loop. Actions at E ℓ E_{\ell} E ℓ and E r E_{r} E r do not affect rewards or transitions.
It remains to compute the stationary objective. Let μ p \mu^p μ p be the stationary distribution of the embedded hidden chain on { L , M , R } \{L,M,R\} { L , M , R } obtained by looking at the updates to s 2 s_2 s 2 . The holding at D D D is independent of s 2 s_2 s 2 , so it does not change the stationary marginal over s 2 s_2 s 2 . Therefore μ p \mu^p μ p satisfies the same balance equations as in Example 3:
μ p ( L ) = p 1 − p μ p ( M ) , μ p ( R ) = 1 − p p μ p ( M ) . \mu^p(L)=\frac{p}{1-p}\mu^p(M), \qquad\mu^p(R)=\frac{1-p}{p}\mu^p(M). μ p ( L ) = 1 − p p μ p ( M ) , μ p ( R ) = p 1 − p μ p ( M ) .
Hence
μ p ( M ) = ( 1 + p 1 − p + 1 − p p ) − 1 , J ( p ) = 1 − μ p ( M ) . (19) \mu^p(M)=\left(1+\frac{p}{1-p}+\frac{1-p}{p}\right)^{-1}, \qquad J(p)=1-\mu^p(M). \tag*{(19)} μ p ( M ) = ( 1 + 1 − p p + p 1 − p ) − 1 , J ( p ) = 1 − μ p ( M ) . (19)
At p = 1 / 2 p=1/2 p = 1/2 , J ( 1 / 2 ) = 2 / 3 J(1/2)=2/3 J ( 1/2 ) = 2/3 and J ′ ( 1 / 2 ) = 0 J'(1/2)=0 J ′ ( 1/2 ) = 0 . Thus the two softmax gradients at state D D D vanish. The softmax gradients at E ℓ E_{\ell} E ℓ and E r E_{r} E r also vanish because the actions there affect neither rewards nor transitions, and agent 2 has no actor parameter. The product policy is therefore stationary for the local-policy gradient.
Nevertheless, the Nash gap is strictly positive. If agent 1 unilaterally changes only its policy at D D D to p ′ = 1 / 4 p'=1/4 p ′ = 1/4 , then (19) gives
J ( 1 / 4 ) = 1 − ( 1 + 1 3 + 3 ) − 1 = 10 13 > 2 3 = J ( 1 / 2 ) . J(1/4)=1-\left(1+\frac{1}{3}+3\right)^{-1}=\frac{10}{13}>\frac{2}{3}=J(1/2). J ( 1/4 ) = 1 − ( 1 + 3 1 + 3 ) − 1 = 13 10 > 3 2 = J ( 1/2 ) .
Thus
NashGap 1 ( θ ) ≥ J ( 1 / 4 ) − J ( 1 / 2 ) = 4 39 > 0 , \operatorname{NashGap}_1(\theta)\ge J(1/4)-J(1/2)=\frac{4}{39}>0, NashGap 1 ( θ ) ≥ J ( 1/4 ) − J ( 1/2 ) = 39 4 > 0 ,
even though all local policy gradients vanish. This confirms that the partial-observability obstruction is not an artifact of the simplified transition notation in Example 3; it persists under the networked MDP transition and reward restrictions.
Convergence Proof without Regularization
In this section we present the convergence proof of the decentralized actor-critic algorithm without regularization. We separate the proof into three steps: The convergence of the critic, the convergence of the actor, and the overall convergence.
Convergence of the Critic
This section establishes finite-time convergence of the critic component of the decentralized actor-critic algorithm.
Proof roadmap. The critic proof has two layers: fixed-policy approximation and moving-target stability. Lemma 2 first resolves the average-reward constant-shift ambiguity by selecting a unique normalized projected Bellman fixed point, and Lemma 3 gives the contraction coefficients that make this fixed point stable. Proposition 2 supplies the constrained-projection identities used by Lemma 4, which bounds the error of the localized tabular projected fixed point relative to the true local Q Q Q -function in terms of restricted projected Bellman gap of the global transition matrix. Lemma 5 then proves fixed-policy TD contraction, and Theorem 6 converts that contraction plus the approximation floor into finite-time local and global value-function bounds. Finally, Lemma 6, Lemma 7, Lemma 8, and Corollary 1 show that the same critic tracking remains controlled when the actor moves.
Proposition 2 supplies the constrained-projection identities used by Lemma 4, which bounds the error of the localized tabular projected fixed point relative to the true local Q Q Q -function, i.e., the spatial localization part of the approximation floor.
Localized projected Bellman equations
The exact local Q Q Q -function Q i θ : S g × A g → R Q_i^\theta: S_g \times A_g \to\mathbb{R} Q i θ : S g × A g → R depends on the full global state-action pair, but under decentralization, agent i i i can only observe its k k k -hop neighborhood ( s i k , a i k ) ∈ S N i k × A N i k (s_i^k, a_i^k) \in S_{N_i^k} \times A_{N_i^k} ( s i k , a i k ) ∈ S N i k × A N i k . The critic must therefore approximate Q i θ Q_i^\theta Q i θ using only local information, which introduces two distinct layers of error that the analysis must separate and quantify.
Under Assumption 1, the global chain has a unique stationary distribution D π θ : = diag ( ν θ ) D_{\pi_\theta} := \operatorname{diag}(\nu^\theta) D π θ := diag ( ν θ ) , and the 0-1 localization matrix ϕ i ∈ R ∣ S g ∣ ∣ A g ∣ × ∣ S N i k ∣ ∣ A N i k ∣ \phi_i \in\mathbb{R}^{|S_g||A_g| \times|S_{N_i^k}||A_{N_i^k}|} ϕ i ∈ R ∣ S g ∣∣ A g ∣ × ∣ S N i k ∣∣ A N i k ∣ , defined by
ϕ i ( ( s g , a g ) , ( s i k , a i k ) ) = 1 [ Proj N i k ( s g , a g ) = ( s i k , a i k ) ] , \phi_i\left((s_g,a_g),(s_i^k,a_i^k)\right)=\mathbf{1}\left[\operatorname{Proj}_{N_i^k}(s_g,a_g)=(s_i^k,a_i^k)\right], ϕ i ( ( s g , a g ) , ( s i k , a i k ) ) = 1 [ Proj N i k ( s g , a g ) = ( s i k , a i k ) ] ,
where Proj N i k : S g × A g → S N i k × A N i k \operatorname{Proj}_{N_i^k}: S_g \times A_g \to S_{N_i^k} \times A_{N_i^k} Proj N i k : S g × A g → S N i k × A N i k extracts the states and actions of agents in the k k k -hop neighborhood: Proj N i k ( s g , a g ) : = ( s p , a p ) p ∈ N i k \operatorname{Proj}_{N_i^k}(s_g,a_g):=(s_p,a_p)_{p\in N_i^k} Proj N i k ( s g , a g ) := ( s p , a p ) p ∈ N i k . The matrix ϕ i ⊤ D π θ ϕ i \phi_i^\top D_{\pi_\theta}\phi_i ϕ i ⊤ D π θ ϕ i is a diagonal matrix of dimension ∣ S N i k ∣ ∣ A N i k ∣ |S_{N_i^k}||A_{N_i^k}| ∣ S N i k ∣∣ A N i k ∣ . This follows directly from the 0-1 structure: each row of ϕ i \phi_i ϕ i has exactly one nonzero entry, so two distinct neighborhood pairs ( s i k , a i k ) ≠ ( s i k ′ , a i k ′ ) (s_i^k,a_i^k)\ne(s_i^{k\prime},a_i^{k\prime}) ( s i k , a i k ) = ( s i k ′ , a i k ′ ) cannot simultaneously have ϕ i ( ( s g , a g ) , ⋅ ) = 1 \phi_i((s_g,a_g),\cdot)=1 ϕ i (( s g , a g ) , ⋅ ) = 1 for the same global ( s g , a g ) (s_g,a_g) ( s g , a g ) , making all off-diagonal entries zero. See E.1.2 for more details on ϕ i \phi_i ϕ i . The diagonal entry at ( s i k , a i k ) (s_i^k,a_i^k) ( s i k , a i k ) is ∑ ( s g , a g ) : Proj N i k ( s g , a g ) = ( s i k , a i k ) D π θ ( s g , a g ) \sum_{(s_g,a_g):\operatorname{Proj}_{N_i^k}(s_g,a_g)=(s_i^k,a_i^k)}D_{\pi_\theta}(s_g,a_g) ∑ ( s g , a g ) : Proj N i k ( s g , a g ) = ( s i k , a i k ) D π θ ( s g , a g ) , the marginal stationary probability of the neighborhood pair. Under Assumption 1 these marginals are strictly positive, so ϕ i ⊤ D π θ ϕ i \phi_i^\top D_{\pi_\theta}\phi_i ϕ i ⊤ D π θ ϕ i is invertible. We denote this marginal by D ^ π θ : = ϕ i ⊤ D π θ ϕ i \widehat{D}_{\pi_\theta}:=\phi_i^\top D_{\pi_\theta}\phi_i D π θ := ϕ i ⊤ D π θ ϕ i .
Consider first approximating Q i θ Q_i^\theta Q i θ by a function Q ^ i : S N i k × A N i k → R \widehat{Q}_i:S_{N_i^k}\times A_{N_i^k}\to\mathbb{R} Q i : S N i k × A N i k → R that depends only on the k k k -hop neighborhood. The tabular updates are:
μ i t + 1 = μ i t + c s s β t ( r i ( s i ( t ) , a i ( t ) ) − μ i t ) , (20) \mu_i^{t+1}=\mu_i^t+c_{ss}\beta_t\left(r_i(s_i(t),a_i(t))-\mu_i^t\right), \tag*{(20)} μ i t + 1 = μ i t + c ss β t ( r i ( s i ( t ) , a i ( t )) − μ i t ) , (20)
Q ^ i t + 1 ( s i k ( t ) , a i k ( t ) ) = Q ^ i t ( s i k ( t ) , a i k ( t ) ) + β t ( r i ( s i ( t ) , a i ( t ) ) − μ i t + Q ^ i t ( s i k ( t + 1 ) , a i k ( t + 1 ) ) − Q ^ i t ( s i k ( t ) , a i k ( t ) ) ) (21) \widehat{Q}_i^{t+1}(s_i^k(t),a_i^k(t))=\widehat{Q}_i^t(s_i^k(t),a_i^k(t))+\beta_t\left(r_i(s_i(t),a_i(t))-\mu_i^t+\widehat{Q}_i^t(s_i^k(t+1),a_i^k(t+1))-\widehat{Q}_i^t(s_i^k(t),a_i^k(t))\right) \tag*{(21)} Q i t + 1 ( s i k ( t ) , a i k ( t )) = Q i t ( s i k ( t ) , a i k ( t )) + β t ( r i ( s i ( t ) , a i ( t )) − μ i t + Q i t ( s i k ( t + 1 ) , a i k ( t + 1 )) − Q i t ( s i k ( t ) , a i k ( t )) ) (21)
The first update tracks the local average reward J i ( θ ) J_i(\theta) J i ( θ ) ; the second is a standard average-reward TD update, operating entirely in the tabular neighborhood space. At stationarity the update for Q ^ i \widehat{Q}_i Q i has the fixed point
Q ^ i ∞ = ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ T π θ i ϕ i Q ^ i ∞ , \widehat{Q}_i^\infty=(\phi_i^\top D_{\pi_\theta}\phi_i)^{-1}\phi_i^\top D_{\pi_\theta}T_{\pi_\theta}^i\phi_i\widehat{Q}_i^\infty, Q i ∞ = ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ T π θ i ϕ i Q i ∞ ,
where T π θ i ν : = r i − J i ( θ ) 1 + P π θ ν T_{\pi_\theta}^i\nu:=r_i-J_i(\theta)\mathbf{1}+P_{\pi_\theta}\nu T π θ i ν := r i − J i ( θ ) 1 + P π θ ν is the global average-reward Bellman operator for agent i i i . Left-multiplying both sides by ϕ i \phi_i ϕ i and recognizing the D π θ D_{\pi_\theta} D π θ -weighted projection
Π D π θ ϕ i : = ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ , \Pi_{D_{\pi_\theta}}^{\phi_i}:=\phi_i(\phi_i^\top D_{\pi_\theta}\phi_i)^{-1}\phi_i^\top D_{\pi_\theta}, Π D π θ ϕ i := ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ ,
the fixed point condition on the global space is exactly
ϕ i Q ^ i ∞ = Π D π θ ϕ i T π θ i ϕ i Q ^ i ∞ . (22) \phi_i\widehat{Q}_i^\infty=\Pi_{D_{\pi_\theta}}^{\phi_i}T_{\pi_\theta}^i\phi_i\widehat{Q}_i^\infty. \tag*{(22)} ϕ i Q i ∞ = Π D π θ ϕ i T π θ i ϕ i Q i ∞ . (22)
This is a projected Bellman equation: the true Bellman operator T π θ i T_{\pi_\theta}^i T π θ i is first applied, then the result is projected back onto span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) , the subspace of global functions that are constant on each neighborhood equivalence class. The tabular local fixed point ϕ i Q ^ i ∞ \phi_i\widehat{Q}_i^\infty ϕ i Q i ∞ solves this projected Bellman equation; its localization error is bounded in Lemma 4.
Working directly in the tabular space R ∣ S N i k ∣ ∣ A N i k ∣ \mathbb{R}^{|S_{N_i^k}||A_{N_i^k}|} R ∣ S N i k ∣∣ A N i k ∣ becomes intractable for large neighborhoods. We therefore introduce a feature matrix Ψ i ∈ R ∣ S N i k ∣ ∣ A N i k ∣ × d \Psi_i\in\mathbb{R}^{|S_{N_i^k}||A_{N_i^k}|\times d} Ψ i ∈ R ∣ S N i k ∣∣ A N i k ∣ × d and approximate Q ^ i ∞ \widehat{Q}_i^\infty Q i ∞ by Ψ i w \Psi_iw Ψ i w for some w ∈ R d w\in\mathbb{R}^d w ∈ R d . This trades a function-approximation error (from compressing into d d d dimensions) for computational tractability and the ability to use larger k k k . Let ψ i ( s i k , a i k ) ∈ R d \psi_i(s_i^k,a_i^k)\in\mathbb{R}^d ψ i ( s i k , a i k ) ∈ R d denote the row of Ψ i \Psi_i Ψ i corresponding to ( s i k , a i k ) (s_i^k,a_i^k) ( s i k , a i k ) . The critic runs the following updates on neighborhood samples ( s i k ( t ) , a i k ( t ) ) (s_i^k(t),a_i^k(t)) ( s i k ( t ) , a i k ( t )) :
μ i t + 1 = μ i t + c s s β t ( r i ( s i ( t ) , a i ( t ) ) − μ i t ) , (23) \mu_i^{t+1}=\mu_i^t+c_{ss}\beta_t\left(r_i(s_i(t),a_i(t))-\mu_i^t\right), \tag*{(23)} μ i t + 1 = μ i t + c ss β t ( r i ( s i ( t ) , a i ( t )) − μ i t ) , (23)
δ i t = r i ( s i ( t ) , a i ( t ) ) − μ i t + ψ i ( s i k ( t + 1 ) , a i k ( t + 1 ) ) ⊤ w i t − ψ i ( s i k ( t ) , a i k ( t ) ) ⊤ w i t , (24) \delta_i^t=r_i(s_i(t),a_i(t))-\mu_i^t+\psi_i(s_i^k(t+1),a_i^k(t+1))^\top w_i^t-\psi_i(s_i^k(t),a_i^k(t))^\top w_i^t, \tag*{(24)} δ i t = r i ( s i ( t ) , a i ( t )) − μ i t + ψ i ( s i k ( t + 1 ) , a i k ( t + 1 ) ) ⊤ w i t − ψ i ( s i k ( t ) , a i k ( t ) ) ⊤ w i t , (24)
w i t + 1 = w i t + β t δ i t ψ i ( s i k ( t ) , a i k ( t ) ) , (25) w_i^{t+1}=w_i^t+\beta_t\delta_i^t\psi_i(s_i^k(t),a_i^k(t)), \tag*{(25)} w i t + 1 = w i t + β t δ i t ψ i ( s i k ( t ) , a i k ( t )) , (25)
where β t > 0 \beta_t>0 β t > 0 is the critic step size and c s s ≥ 1 c_{ss}\ge1 c ss ≥ 1 is a speed-ratio constant. Equation (23) tracks the local average reward; Equation (24) is the average-reward TD error computed using the linear critic ψ i ⊤ w i t \psi_i^\top w_i^t ψ i ⊤ w i t ; Equation (25) moves w i t w_i^t w i t in the direction of the TD error weighted by the feature vector. In matrix form these read W i t + 1 = W i t + β t ( A i t W i t + b i t ) W_i^{t+1}=W_i^t+\beta_t(A_i^tW_i^t+b_i^t) W i t + 1 = W i t + β t ( A i t W i t + b i t ) with augmented state W i t : = ( μ i t , w i t ⊤ ) ⊤ W_i^t:=(\mu_i^t,w_i^{t\top})^\top W i t := ( μ i t , w i t ⊤ ) ⊤ and
A i t : = ( − c s s 0 − ψ i ( s i k ( t ) , a i k ( t ) ) ψ i ( s i k ( t ) , a i k ( t ) ) ( ψ i ( s i k ( t + 1 ) , a i k ( t + 1 ) ) ⊤ − ψ i ( s i k ( t ) , a i k ( t ) ) ⊤ ) ) (26) A_i^t:=\begin{pmatrix}
-c_{ss} & 0\\
-\psi_i(s_i^k(t),a_i^k(t)) & \psi_i(s_i^k(t),a_i^k(t))\left(\psi_i(s_i^k(t+1),a_i^k(t+1))^\top-\psi_i(s_i^k(t),a_i^k(t))^\top\right)
\end{pmatrix} \tag*{(26)} A i t := ( − c ss − ψ i ( s i k ( t ) , a i k ( t )) 0 ψ i ( s i k ( t ) , a i k ( t )) ( ψ i ( s i k ( t + 1 ) , a i k ( t + 1 ) ) ⊤ − ψ i ( s i k ( t ) , a i k ( t ) ) ⊤ ) ) (26)
and
b i t : = ( c s s r i ( s i ( t ) , a i ( t ) ) ψ i ( s i k ( t ) , a i k ( t ) ) r i ( s i ( t ) , a i ( t ) ) ) (27) b_i^t:=\begin{pmatrix}
c_{ss}r_i(s_i(t),a_i(t))\\
\psi_i(s_i^k(t),a_i^k(t))r_i(s_i(t),a_i(t))
\end{pmatrix} \tag*{(27)} b i t := ( c ss r i ( s i ( t ) , a i ( t )) ψ i ( s i k ( t ) , a i k ( t )) r i ( s i ( t ) , a i ( t )) ) (27)
The fixed point W i ∞ : = ( J i ( θ ) , w i ∗ ⊤ ) ⊤ W_i^\infty:=(J_i(\theta),w_i^{*\top})^\top W i ∞ := ( J i ( θ ) , w i ∗ ⊤ ) ⊤ satisfies A i ∞ W i ∞ + b i ∞ = 0 A_i^\infty W_i^\infty+b_i^\infty=0 A i ∞ W i ∞ + b i ∞ = 0 , where A i ∞ : = E π θ [ A i t ] A_i^\infty:=\mathbb{E}_{\pi_\theta}[A_i^t] A i ∞ := E π θ [ A i t ] and b i ∞ : = E π θ [ b i t ] b_i^\infty:=\mathbb{E}_{\pi_\theta}[b_i^t] b i ∞ := E π θ [ b i t ] are the mean-field matrices at stationarity. The local Bellman operator on the truncated space is
T ^ π θ i : = ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ T π θ i ϕ i , (28) \widehat{T}_{\pi_\theta}^i:=(\phi_i^\top D_{\pi_\theta}\phi_i)^{-1}\phi_i^\top D_{\pi_\theta}T_{\pi_\theta}^i\phi_i, \tag*{(28)} T π θ i := ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ T π θ i ϕ i , (28)
and the fixed point w i ∗ w_i^* w i ∗ that Equations (23)-(25) track is the unique normalized solution, with the additive-constant ambiguity fixed as in Lemma 2, satisfying
w i ∗ = ( Ψ i ⊤ D ^ π θ Ψ i ) − 1 Ψ i ⊤ D ^ π θ T ^ π θ i Ψ i w i ∗ , equivalently, Ψ i w i ∗ = Π Ψ i D ^ π θ T ^ π θ i ( Ψ i w i ∗ ) . w_i^*=(\Psi_i^\top\widehat{D}_{\pi_\theta}\Psi_i)^{-1}\Psi_i^\top\widehat{D}_{\pi_\theta}\widehat{T}_{\pi_\theta}^i\Psi_iw_i^*,\quad\text{equivalently,}\quad\Psi_iw_i^*=\Pi_{\Psi_i}^{\widehat{D}_{\pi_\theta}}\widehat{T}_{\pi_\theta}^i(\Psi_iw_i^*). w i ∗ = ( Ψ i ⊤ D π θ Ψ i ) − 1 Ψ i ⊤ D π θ T π θ i Ψ i w i ∗ , equivalently, Ψ i w i ∗ = Π Ψ i D π θ T π θ i ( Ψ i w i ∗ ) .
This is the projected Bellman fixed point within the linear function class span ( Ψ i ) \operatorname{span}(\Psi_i) span ( Ψ i ) : the local Bellman operator T ^ π θ i \widehat{T}_{\pi_\theta}^i T π θ i is applied and then projected back onto span ( Ψ i ) \operatorname{span}(\Psi_i) span ( Ψ i ) under the marginal stationary measure D ^ π θ \widehat{D}_{\pi_\theta} D π θ . The condition c s s ≥ Δ i + ( Δ i ) 2 − 1 c_{ss}\ge\Delta_i+\sqrt{(\Delta_i)^2-1} c ss ≥ Δ i + ( Δ i ) 2 − 1 ensures that μ i t \mu_i^t μ i t (Equation (23) ) adapts faster than w i t w_i^t w i t (Equation (25) ), so the average-reward estimate stays close to J i ( θ ) J_i(\theta) J i ( θ ) throughout and does not slow the contraction of w i t w_i^t w i t . Define the composite feature matrix χ i : = ϕ i Ψ i ∈ R ∣ S g ∣ ∣ A g ∣ × d \chi_i:=\phi_i\Psi_i\in\mathbb{R}^{|S_g||A_g|\times d} χ i := ϕ i Ψ i ∈ R ∣ S g ∣∣ A g ∣ × d . Expanding the local fixed point equation and substituting D ^ π θ = ϕ i ⊤ D π θ ϕ i \widehat{D}_{\pi_\theta}=\phi_i^\top D_{\pi_\theta}\phi_i D π θ = ϕ i ⊤ D π θ ϕ i :
ϕ i Ψ i w i ∗ = ϕ i Ψ i ( Ψ i ⊤ ϕ i ⊤ D π θ ϕ i Ψ i ) − 1 Ψ i ⊤ ϕ i ⊤ D π θ T π θ i ϕ i Ψ i w i ∗ = Π χ i D π θ T π θ i ( χ i w i ∗ ) , (29) \phi_i\Psi_iw_i^*=\phi_i\Psi_i(\Psi_i^\top\phi_i^\top D_{\pi_\theta}\phi_i\Psi_i)^{-1}\Psi_i^\top\phi_i^\top D_{\pi_\theta}T_{\pi_\theta}^i\phi_i\Psi_iw_i^*=\Pi_{\chi_i}^{D_{\pi_\theta}}T_{\pi_\theta}^i(\chi_iw_i^*), \tag*{(29)} ϕ i Ψ i w i ∗ = ϕ i Ψ i ( Ψ i ⊤ ϕ i ⊤ D π θ ϕ i Ψ i ) − 1 Ψ i ⊤ ϕ i ⊤ D π θ T π θ i ϕ i Ψ i w i ∗ = Π χ i D π θ T π θ i ( χ i w i ∗ ) , (29)
which is precisely the global projected Bellman equation
Π χ i D π θ T π θ i χ i w i ∗ = χ i w i ∗ . (30) \Pi_{\chi_i}^{D_{\pi_\theta}}T_{\pi_\theta}^i\chi_iw_i^*=\chi_iw_i^*. \tag*{(30)} Π χ i D π θ T π θ i χ i w i ∗ = χ i w i ∗ . (30)
The matrices ϕ i \phi_i ϕ i and Ψ i \Psi_i Ψ i define a two-stage embedding R d → Ψ i R ∣ S i k ∣ ∣ A i k ∣ → ϕ i R ∣ S g ∣ ∣ A g ∣ \mathbb{R}^d\xrightarrow{\Psi_i}\mathbb{R}^{|S_i^k||A_i^k|}\xrightarrow{\phi_i}\mathbb{R}^{|S_g||A_g|} R d Ψ i R ∣ S i k ∣∣ A i k ∣ ϕ i R ∣ S g ∣∣ A g ∣ , so span ( χ i ) \operatorname{span}(\chi_i) span ( χ i ) is exactly the set of global value functions representable by agent i i i ’s architecture. The equivalence between the local equation and Equation (30) holds because the 0-1 structure of ϕ i \phi_i ϕ i means that the D π θ D_{\pi_\theta} D π θ -projection onto span ( χ i ) \operatorname{span}(\chi_i) span ( χ i ) decomposes cleanly: localization via D ^ π θ = ϕ i ⊤ D π θ ϕ i \widehat{D}_{\pi_\theta}=\phi_i^\top D_{\pi_\theta}\phi_i D π θ = ϕ i ⊤ D π θ ϕ i , then linear compression via Π Ψ i D ^ π θ \Pi_{\Psi_i}^{\widehat{D}_{\pi_\theta}} Π Ψ i D π θ . Consequently, the fixed point χ i w i ∗ \chi_iw_i^* χ i w i ∗ incurs two independent error sources relative to the true Q i 0 Q_i^0 Q i 0 : (i) Localization error: O ( c ρ k + 1 ) O(c\rho^{k+1}) O ( c ρ k + 1 ) from restricting observations to the k k k -hop neighborhood (controlled by increasing k k k ) (ii) Function Approximation Error: ∥ ϕ i Q i 0 − χ i w i ∗ ∥ D π θ \|\phi_iQ_i^0-\chi_iw_i^*\|_{D_{\pi_\theta}} ∥ ϕ i Q i 0 − χ i w i ∗ ∥ D π θ from projecting the tabular fixed point onto span ( Ψ i ) \operatorname{span}(\Psi_i) span ( Ψ i ) (depends on expressivity of Ψ i \Psi_i Ψ i ).
Visualizing the localization matrix ϕ i \phi_i ϕ i
The localization matrix ϕ i \phi_i ϕ i has a very specific structure. It is a { 0 , 1 } \{0,1\} { 0 , 1 } -valued matrix of size
ϕ i ∈ { 0 , 1 } ∣ S g × A g ∣ × ∣ S i k × A i k ∣ , \phi_i\in\{0,1\}^{|S_g\times A_g|\times|S_i^k\times A_i^k|}, ϕ i ∈ { 0 , 1 } ∣ S g × A g ∣ × ∣ S i k × A i k ∣ ,
whose rows are indexed by global state-action pairs and whose columns are indexed by local state-action pairs on the k k k -hop neighborhood of agent i i i . For a global state-action pair x g ∈ S g × A g x_g \in\mathcal{S}_g \times\mathcal{A}_g x g ∈ S g × A g and a local state-action pair x i k ∈ S i k × A i k x_i^k \in\mathcal{S}_i^k \times\mathcal{A}_i^k x i k ∈ S i k × A i k , the entry of ϕ i \phi_i ϕ i is given by
[ ϕ i ] x g , x i k = 1 { x i k = Proj N i k ( x g ) } , [\phi_i]_{x_g,x_i^k} = \mathbf{1}\left\{x_i^k = \operatorname{Proj}_{N_i^k}(x_g)\right\}, [ ϕ i ] x g , x i k = 1 { x i k = Proj N i k ( x g ) } ,
where Proj N i k ( x g ) \operatorname{Proj}_{N_i^k}(x_g) Proj N i k ( x g ) denotes the restriction of the global state-action pair x g x_g x g to the k k k -hop neighborhood N i k N_i^k N i k of agent i i i .
Thus, each row of ϕ i \phi_i ϕ i has exactly one nonzero entry, and that nonzero entry is equal to 1. Indeed, every global state-action pair has a unique projection onto the local k k k -hop neighborhood. In this sense, ϕ i \phi_i ϕ i precisely encodes the mapping from the global state-action space to the local state-action space. Also, different columns of ϕ i \phi_i ϕ i have disjoint supports, and each column is nonzero. Therefore, the columns are linearly independent, so ϕ i \phi_i ϕ i has full column rank.
Equivalently, for any local tabular vector q i ∈ R ∣ S i k × A i k ∣ q_i \in\mathbb{R}^{|\mathcal{S}_i^k \times\mathcal{A}_i^k|} q i ∈ R ∣ S i k × A i k ∣ , the lifted vector ϕ i q i ∈ R ∣ S g × A g ∣ \phi_iq_i \in\mathbb{R}^{|\mathcal{S}_g \times\mathcal{A}_g|} ϕ i q i ∈ R ∣ S g × A g ∣ is given by
( ϕ i q i ) ( x g ) = q i ( Proj N i k ( x g ) ) . (\phi_i q_i)(x_g) = q_i\left(\operatorname{Proj}_{N_i^k}(x_g)\right). ( ϕ i q i ) ( x g ) = q i ( Proj N i k ( x g ) ) .
That is, ϕ i q i \phi_iq_i ϕ i q i is the global vector obtained by replicating the same local value across all global state-action pairs that agree on agent i i i ’s k k k -hop neighborhood.
Example. Consider a network with 4 agents, where each agent has 2 states and a single action. Let the graph have edges ( 1 , 2 ) , ( 2 , 3 ) , ( 2 , 4 ) (1, 2), (2, 3), (2, 4) ( 1 , 2 ) , ( 2 , 3 ) , ( 2 , 4 ) . Thus, agent 1 has only agent 2 as a neighbor, and its 1-hop neighborhood is N 1 1 = { 1 , 2 } N_1^1 = \{1, 2\} N 1 1 = { 1 , 2 } .
Figure 5. Network in the example. The shaded nodes form the 1-hop neighborhood of agent 1.
Since each agent has a single action, the action coordinate is trivial and will be suppressed in the labels below. Hence,
∣ S g × A g ∣ = 2 4 = 16 , ∣ S 1 1 × A 1 1 ∣ = 2 2 = 4. |\mathcal{S}_g \times\mathcal{A}_g| = 2^4 = 16,\qquad|\mathcal{S}_1^1 \times\mathcal{A}_1^1| = 2^2 = 4. ∣ S g × A g ∣ = 2 4 = 16 , ∣ S 1 1 × A 1 1 ∣ = 2 2 = 4.
Therefore, ϕ 1 \phi_1 ϕ 1 is a 16 × 4 16 \times4 16 × 4 matrix.
We order the global state-action pairs lexicographically as
( 0 , 0 , 0 , 0 ) , ( 0 , 0 , 0 , 1 ) , ( 0 , 0 , 1 , 0 ) , ( 0 , 0 , 1 , 1 ) , … , ( 1 , 1 , 1 , 1 ) , (0,0,0,0),\ (0,0,0,1),\ (0,0,1,0),\ (0,0,1,1),\ \ldots,\ (1,1,1,1), ( 0 , 0 , 0 , 0 ) , ( 0 , 0 , 0 , 1 ) , ( 0 , 0 , 1 , 0 ) , ( 0 , 0 , 1 , 1 ) , … , ( 1 , 1 , 1 , 1 ) ,
and the local state-action pairs for agent 1 as
( 0 , 0 ) , ( 0 , 1 ) , ( 1 , 0 ) , ( 1 , 1 ) , (0,0),\ (0,1),\ (1,0),\ (1,1), ( 0 , 0 ) , ( 0 , 1 ) , ( 1 , 0 ) , ( 1 , 1 ) ,
where ( s 1 , s 2 ) (s_1,s_2) ( s 1 , s 2 ) denotes the local pair on N 1 1 = { 1 , 2 } N_1^1 = \{1,2\} N 1 1 = { 1 , 2 } .
With this ordering, the localization matrix ϕ 1 \phi_1 ϕ 1 is
ϕ 1 = [ global ( s 1 , s 2 , s 3 , s 4 ) \ local ( s 1 , s 2 ) ( 0 , 0 ) ( 0 , 1 ) ( 1 , 0 ) ( 1 , 1 ) ( 0 , 0 , 0 , 0 ) 1 0 0 0 ( 0 , 0 , 0 , 1 ) 1 0 0 0 ( 0 , 0 , 1 , 0 ) 1 0 0 0 ( 0 , 0 , 1 , 1 ) 1 0 0 0 ( 0 , 1 , 0 , 0 ) 0 1 0 0 ( 0 , 1 , 0 , 1 ) 0 1 0 0 ( 0 , 1 , 1 , 0 ) 0 1 0 0 ( 0 , 1 , 1 , 1 ) 0 1 0 0 ( 1 , 0 , 0 , 0 ) 0 0 1 0 ( 1 , 0 , 0 , 1 ) 0 0 1 0 ( 1 , 0 , 1 , 0 ) 0 0 1 0 ( 1 , 0 , 1 , 1 ) 0 0 1 0 ( 1 , 1 , 0 , 0 ) 0 0 0 1 ( 1 , 1 , 0 , 1 ) 0 0 0 1 ( 1 , 1 , 1 , 0 ) 0 0 0 1 ( 1 , 1 , 1 , 1 ) 0 0 0 1 ] . \phi_1 =
\begin{bmatrix}
\text{global }(s_1,s_2,s_3,s_4)\backslash\text{ local }(s_1,s_2) & (0,0) & (0,1) & (1,0) & (1,1) \\
(0,0,0,0) & 1 & 0 & 0 & 0 \\
(0,0,0,1) & 1 & 0 & 0 & 0 \\
(0,0,1,0) & 1 & 0 & 0 & 0 \\
(0,0,1,1) & 1 & 0 & 0 & 0 \\
(0,1,0,0) & 0 & 1 & 0 & 0 \\
(0,1,0,1) & 0 & 1 & 0 & 0 \\
(0,1,1,0) & 0 & 1 & 0 & 0 \\
(0,1,1,1) & 0 & 1 & 0 & 0 \\
(1,0,0,0) & 0 & 0 & 1 & 0 \\
(1,0,0,1) & 0 & 0 & 1 & 0 \\
(1,0,1,0) & 0 & 0 & 1 & 0 \\
(1,0,1,1) & 0 & 0 & 1 & 0 \\
(1,1,0,0) & 0 & 0 & 0 & 1 \\
(1,1,0,1) & 0 & 0 & 0 & 1 \\
(1,1,1,0) & 0 & 0 & 0 & 1 \\
(1,1,1,1) & 0 & 0 & 0 & 1
\end{bmatrix}. ϕ 1 = global ( s 1 , s 2 , s 3 , s 4 ) \ local ( s 1 , s 2 ) ( 0 , 0 , 0 , 0 ) ( 0 , 0 , 0 , 1 ) ( 0 , 0 , 1 , 0 ) ( 0 , 0 , 1 , 1 ) ( 0 , 1 , 0 , 0 ) ( 0 , 1 , 0 , 1 ) ( 0 , 1 , 1 , 0 ) ( 0 , 1 , 1 , 1 ) ( 1 , 0 , 0 , 0 ) ( 1 , 0 , 0 , 1 ) ( 1 , 0 , 1 , 0 ) ( 1 , 0 , 1 , 1 ) ( 1 , 1 , 0 , 0 ) ( 1 , 1 , 0 , 1 ) ( 1 , 1 , 1 , 0 ) ( 1 , 1 , 1 , 1 ) ( 0 , 0 ) 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 ( 0 , 1 ) 0 0 0 0 1 1 1 1 0 0 0 0 0 0 0 0 ( 1 , 0 ) 0 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 ( 1 , 1 ) 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 .
This matrix simply records the projection of a global state-action pair onto the local coordinates ( s 1 , s 2 ) (s_1,s_2) ( s 1 , s 2 ) . For instance,
Proj N 1 ( 0 , 1 , 1 , 0 ) = ( 0 , 1 ) , \operatorname{Proj}_{N_1}(0,1,1,0)=(0,1), Proj N 1 ( 0 , 1 , 1 , 0 ) = ( 0 , 1 ) ,
and therefore the row indexed by ( 0 , 1 , 1 , 0 ) (0,1,1,0) ( 0 , 1 , 1 , 0 ) has a 1 in the column indexed by ( 0 , 1 ) (0,1) ( 0 , 1 ) and zeros elsewhere.
In particular, if q 1 ∈ R 4 q_1 \in\mathbb{R}^4 q 1 ∈ R 4 is indexed by the local pairs ( 0 , 0 ) , ( 0 , 1 ) , ( 1 , 0 ) , ( 1 , 1 ) (0,0),(0,1),(1,0),(1,1) ( 0 , 0 ) , ( 0 , 1 ) , ( 1 , 0 ) , ( 1 , 1 ) , then
( ϕ 1 q 1 ) ( s 1 , s 2 , s 3 , s 4 ) = q 1 ( s 1 , s 2 ) . (\phi_1q_1)(s_1,s_2,s_3,s_4)=q_1(s_1,s_2). ( ϕ 1 q 1 ) ( s 1 , s 2 , s 3 , s 4 ) = q 1 ( s 1 , s 2 ) .
Thus, ϕ 1 \phi_1 ϕ 1 lifts a local function of ( s 1 , s 2 ) (s_1,s_2) ( s 1 , s 2 ) to a global function on ( s 1 , s 2 , s 3 , s 4 ) (s_1,s_2,s_3,s_4) ( s 1 , s 2 , s 3 , s 4 ) by replicating the same value over all global tuples that share the same local projection. In this example, one also has
ϕ 1 T ϕ 1 = 4 I 4 , \phi_1^\mathsf{T}\phi_1=4I_4, ϕ 1 T ϕ 1 = 4 I 4 ,
which makes the full-column-rank property immediate.
Constant-shift geometry for average-reward TD
In the average-reward setting the Bellman equation Q i θ = T π θ i Q i θ Q_i^\theta=\mathcal{T}_{\pi_\theta}^iQ_i^\theta Q i θ = T π θ i Q i θ holds for any additive constant shift of Q i Q_i Q i (since T π θ ( Q i + c 1 ) = T π θ Q i + c 1 \mathcal{T}_{\pi_\theta}(Q_i+c1)=\mathcal{T}_{\pi_\theta}Q_i+c1 T π θ ( Q i + c 1 ) = T π θ Q i + c 1 because P π θ 1 = 1 P_{\pi_\theta}1=1 P π θ 1 = 1 and J i ( θ ) 1 J_i(\theta)1 J i ( θ ) 1 absorbs the shift). This means that the fixed point in Equation (30) can have a one-parameter family of solutions. To pin down a unique fixed point, define
S Ψ i , e : = span { w e ∣ Ψ i w e = e } , S Ψ i , e ⊥ : = { β ∣ β T w e = 0 } , S_{\Psi_i,e}:=\operatorname{span}\{w_e\mid\Psi_iw_e=e\},\qquad S_{\Psi_i,e}^{\perp}:=\{\beta\mid\beta^\mathsf{T}w_e=0\}, S Ψ i , e := span { w e ∣ Ψ i w e = e } , S Ψ i , e ⊥ := { β ∣ β T w e = 0 } ,
where e e e is the all-ones vector and w e w_e w e satisfies Ψ i w e = e \Psi_iw_e=e Ψ i w e = e . Since ϕ i \phi_i ϕ i is a 0-1 matrix with ϕ i v = e ⇔ v = e \phi_iv=e\Leftrightarrow v=e ϕ i v = e ⇔ v = e , it follows that S Ψ i , e = S χ i , e S_{\Psi_i,e}=S_{\chi_i,e} S Ψ i , e = S χ i , e . The existence of one fixed point solution to Equation (30) is characterized in the following lemma.
Lemma 2 (Fixed-point structure, Zhang et al. [ [38 ] ). Under Assumption 1, the fixed points of Equation (30) are
W i ⋆ = { w i ⋆ , if S Ψ i , e = ∅ , w i ⋆ + c w e , c ∈ R , if S Ψ i , e ≠ ∅ , (31) W_i^\star=
\begin{cases}
w_i^\star, & \text{if }S_{\Psi_i,e}=\varnothing,\\
w_i^\star+cw_e,\ c\in\mathbb{R}, & \text{if }S_{\Psi_i,e}\ne\varnothing,
\end{cases} \tag*{(31)} W i ⋆ = { w i ⋆ , w i ⋆ + c w e , c ∈ R , if S Ψ i , e = ∅ , if S Ψ i , e = ∅ , (31) where w i ⋆ w_i^\star w i ⋆ is the unique element of S Ψ i , e ⊥ S_{\Psi_i,e}^{\perp} S Ψ i , e ⊥ satisfying
Π D π θ , S Ψ i , e ⊥ χ i T π θ i χ i w i ⋆ = χ i w i ⋆ , \Pi_{D_{\pi_\theta},S_{\Psi_i,e}^{\perp}}^{\chi_i}\mathcal{T}_{\pi_\theta}^{i}\chi_iw_i^\star=\chi_iw_i^\star, Π D π θ , S Ψ i , e ⊥ χ i T π θ i χ i w i ⋆ = χ i w i ⋆ , and Π D π θ , S Ψ i , e ⊥ χ i \Pi_{D_{\pi_\theta},S_{\Psi_i,e}^{\perp}}^{\chi_i} Π D π θ , S Ψ i , e ⊥ χ i denotes the D π θ D_{\pi_\theta} D π θ -weighted projection onto { χ i w ∣ w ∈ S Ψ i , e ⊥ } \{\chi_iw\mid w\in S_{\Psi_i,e}^{\perp}\} { χ i w ∣ w ∈ S Ψ i , e ⊥ } .
The constant-shift ambiguity is the direct consequence of the average-reward Bellman operator satisfying T π θ ( Q + c 1 ) = c 1 + T π θ Q \mathcal{T}_{\pi_\theta}(Q+c\mathbf{1})=c\mathbf{1}+\mathcal{T}_{\pi_\theta}Q T π θ ( Q + c 1 ) = c 1 + T π θ Q for any c ∈ R c\in\mathbb{R} c ∈ R , so Equation (30) cannot distinguish χ i w \chi_iw χ i w from χ i w + c 1 = χ i ( w + c e ) \chi_iw+c\mathbf{1}=\chi_i(w+c\mathbf{e}) χ i w + c 1 = χ i ( w + c e ) . Restricting the projection to S Ψ i , e ⊥ S_{\Psi_i,e}^{\perp} S Ψ i , e ⊥ breaks this symmetry: it enforces β ⊤ w e = 0 \beta^{\top}w_e=0 β ⊤ w e = 0 , which pins the constant component of w w w to zero and makes the fixed point unique.
Lemma 3 (Contraction Coefficients, Zhang et al. [ [38 ] ). Under Assumption 1,
Δ i ϕ i : = min ∥ v ∥ 2 = 1 v ∈ S ϕ i , e ⊥ v ⊤ ϕ i ⊤ D π θ ( I − P π θ ) ϕ i v > 0 , Δ i χ i : = min ∥ v ∥ 2 = 1 v ∈ S Ψ i , e ⊥ v ⊤ χ i ⊤ D π θ ( I − P π θ ) χ i v > 0. (32) \Delta_i^{\phi_i}:=\min_{\substack{\|v\|_2=1\\v\in S_{\phi_i,e}^{\perp}}}v^{\top}\phi_i^{\top}D_{\pi_\theta}(I-P_{\pi_\theta})\phi_i v>0,\qquad
\Delta_i^{\chi_i}:=\min_{\substack{\|v\|_2=1\\v\in S_{\Psi_i,e}^{\perp}}}v^{\top}\chi_i^{\top}D_{\pi_\theta}(I-P_{\pi_\theta})\chi_i v>0. \tag*{(32)} Δ i ϕ i := ∥ v ∥ 2 = 1 v ∈ S ϕ i , e ⊥ min v ⊤ ϕ i ⊤ D π θ ( I − P π θ ) ϕ i v > 0 , Δ i χ i := ∥ v ∥ 2 = 1 v ∈ S Ψ i , e ⊥ min v ⊤ χ i ⊤ D π θ ( I − P π θ ) χ i v > 0. (32)
The quantity Δ i χ i \Delta_i^{\chi_i} Δ i χ i is the minimum Rayleigh quotient of χ i ⊤ D π θ ( I − P π θ ) χ i \chi_i^{\top}D_{\pi_\theta}(I-P_{\pi_\theta})\chi_i χ i ⊤ D π θ ( I − P π θ ) χ i over unit vectors in S Ψ i , e ⊥ S_{\Psi_i,e}^{\perp} S Ψ i , e ⊥ . It plays the role of a strong-monotonicity constant for the projected Bellman operator. Larger the value of Δ i χ i \Delta_i^{\chi_i} Δ i χ i , the iterate is pulled more strongly toward w i ∗ w_i^* w i ∗ , hence faster contraction.
The analysis of the critic requires careful handling of the D π θ D_{\pi_\theta} D π θ -weighted projection onto the constrained subspace. We collect the needed properties of constrained projection in the following proposition.
Proposition 2 (Basic properties of the constrained projection). Let S ϕ i , e ⊥ : = { β ∈ R ∣ S N i k ∣ ∣ A N i k ∣ : β ⊤ e = 0 } S_{\phi_i,e}^{\perp}:=\{\beta\in\mathbb{R}^{|S_{N_i^k}||A_{N_i^k}|}:\beta^{\top}e=0\} S ϕ i , e ⊥ := { β ∈ R ∣ S N i k ∣∣ A N i k ∣ : β ⊤ e = 0 } , and let Π D π θ , S ϕ i , e ⊥ ϕ i \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i} Π D π θ , S ϕ i , e ⊥ ϕ i denote the D π θ D_{\pi_\theta} D π θ -orthogonal projection onto the subspace { ϕ i ν : ν ∈ S ϕ i , e ⊥ } \{\phi_i\nu:\nu\in S_{\phi_i,e}^{\perp}\} { ϕ i ν : ν ∈ S ϕ i , e ⊥ } . Then the following hold:
Π D π θ , S ϕ i , e ⊥ ϕ i \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i} Π D π θ , S ϕ i , e ⊥ ϕ i is idempotent, i.e. ( Π D π θ , S ϕ i , e ⊥ ϕ i ) 2 = Π D π θ , S ϕ i , e ⊥ ϕ i \left(\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}\right)^2=\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i} ( Π D π θ , S ϕ i , e ⊥ ϕ i ) 2 = Π D π θ , S ϕ i , e ⊥ ϕ i .
Π D π θ , S ϕ i , e ⊥ ϕ i \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i} Π D π θ , S ϕ i , e ⊥ ϕ i is self-adjoint with respect to ⟨ ⋅ , ⋅ ⟩ D π θ \langle\cdot,\cdot\rangle_{D_{\pi_\theta}} ⟨ ⋅ , ⋅ ⟩ D π θ , i.e. for any x , y ∈ R ∣ S g ∣ ∣ A g ∣ x,y\in\mathbb{R}^{|S_g||A_g|} x , y ∈ R ∣ S g ∣∣ A g ∣ ,
⟨ x , Π D π θ , S ϕ i , e ⊥ ϕ i y ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ ϕ i x , y ⟩ D π θ . \left\langle x,\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}y\right\rangle_{D_{\pi_\theta}}=\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}x,y\right\rangle_{D_{\pi_\theta}}. ⟨ x , Π D π θ , S ϕ i , e ⊥ ϕ i y ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ ϕ i x , y ⟩ D π θ . Consequently, for any e i ( c ˉ ) ∈ R ∣ S g ∣ ∣ A g ∣ e_i^{(\bar c)}\in\mathbb{R}^{|S_g||A_g|} e i ( c ˉ ) ∈ R ∣ S g ∣∣ A g ∣ , if we define
u i ( c ˉ ) : = Π D π θ , S ϕ i , e ⊥ ϕ i e i ( c ˉ ) , b i ( c ˉ ) : = ( I − Π D π θ , S ϕ i , e ⊥ ϕ i ) e i ( c ˉ ) , u_i^{(\bar c)}:=\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}e_i^{(\bar c)},\qquad
b_i^{(\bar c)}:=\left(I-\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}\right)e_i^{(\bar c)}, u i ( c ˉ ) := Π D π θ , S ϕ i , e ⊥ ϕ i e i ( c ˉ ) , b i ( c ˉ ) := ( I − Π D π θ , S ϕ i , e ⊥ ϕ i ) e i ( c ˉ ) , then
⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = 0. \left\langle u_i^{(\bar c)},b_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=0. ⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = 0.
Proof. Let E i E_i E i be any full-column-rank matrix whose columns form a basis of S ϕ i , e ⊥ S_{\phi_i,e}^{\perp} S ϕ i , e ⊥ . Then
{ ϕ i ν : ν ∈ S ϕ i , e ⊥ } = { ϕ i E i α : α ∈ R ∣ S N i k ∣ ∣ A N i k ∣ − 1 } . \{\phi_i\nu:\nu\in S_{\phi_i,e}^{\perp}\}=\{\phi_iE_i\alpha:\alpha\in\mathbb{R}^{|S_{N_i^k}||A_{N_i^k}|-1}\}. { ϕ i ν : ν ∈ S ϕ i , e ⊥ } = { ϕ i E i α : α ∈ R ∣ S N i k ∣∣ A N i k ∣ − 1 } .
Hence, for any x ∈ R ∣ S g ∣ ∣ A g ∣ x\in\mathbb{R}^{|S_g||A_g|} x ∈ R ∣ S g ∣∣ A g ∣ , the vector Π D π θ , S ϕ i , e ⊥ ϕ i x = ϕ i E i α ∗ \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}x=\phi_iE_i\alpha^* Π D π θ , S ϕ i , e ⊥ ϕ i x = ϕ i E i α ∗ is the unique minimizer of
min α ∥ x − ϕ i E i α ∥ D π θ 2 . \min_{\alpha}\|x-\phi_iE_i\alpha\|_{D_{\pi_\theta}}^2. α min ∥ x − ϕ i E i α ∥ D π θ 2 .
where α ∗ \alpha^* α ∗ is the optimal choice of α \alpha α . The corresponding normal equations are
E i ⊤ ϕ i ⊤ D π θ ϕ i E i α = E i ⊤ ϕ i ⊤ D π θ x , E_i^{\top}\phi_i^{\top}D_{\pi_\theta}\phi_iE_i\alpha=E_i^{\top}\phi_i^{\top}D_{\pi_\theta}x, E i ⊤ ϕ i ⊤ D π θ ϕ i E i α = E i ⊤ ϕ i ⊤ D π θ x ,
and therefore
Π D π θ , S ϕ i , e ⊥ ϕ i x = ϕ i E i ( E i ⊤ ϕ i ⊤ D π θ ϕ i E i ) − 1 E i ⊤ ϕ i ⊤ D π θ x . \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}x=\phi_iE_i\left(E_i^{\top}\phi_i^{\top}D_{\pi_\theta}\phi_iE_i\right)^{-1}E_i^{\top}\phi_i^{\top}D_{\pi_\theta}x. Π D π θ , S ϕ i , e ⊥ ϕ i x = ϕ i E i ( E i ⊤ ϕ i ⊤ D π θ ϕ i E i ) − 1 E i ⊤ ϕ i ⊤ D π θ x .
Thus,
Π D π θ , S ϕ i , e ⊥ ϕ i = ϕ i E i ( E i ⊤ ϕ i ⊤ D π θ ϕ i E i ) − 1 E i ⊤ ϕ i ⊤ D π θ . \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\phi_i}=\phi_iE_i\left(E_i^{\top}\phi_i^{\top}D_{\pi_\theta}\phi_iE_i\right)^{-1}E_i^{\top}\phi_i^{\top}D_{\pi_\theta}. Π D π θ , S ϕ i , e ⊥ ϕ i = ϕ i E i ( E i ⊤ ϕ i ⊤ D π θ ϕ i E i ) − 1 E i ⊤ ϕ i ⊤ D π θ .
Define
A i : = ϕ i E i , M i : = A i ⊤ D π θ A i . A_i:=\phi_iE_i,\qquad M_i:=A_i^{\top}D_{\pi_\theta}A_i. A i := ϕ i E i , M i := A i ⊤ D π θ A i .
Then
Π D π θ , S ϕ i , e ⊥ Φ i = A i M i − 1 A i ⊤ D π θ . \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}=A_iM_i^{-1}A_i^\top D_{\pi_\theta}. Π D π θ , S ϕ i , e ⊥ Φ i = A i M i − 1 A i ⊤ D π θ .
Since A i A_i A i has full column rank and D π θ D_{\pi_\theta} D π θ is positive definite, M i M_i M i is symmetric positive definite.
We first prove idempotence. Using the above representation,
( Π D π θ , S ϕ i , e ⊥ Φ i ) 2 = A i M i − 1 A i ⊤ D π θ A i M i − 1 A i ⊤ D π θ = A i M i − 1 ( A i ⊤ D π θ A i ) M i − 1 A i ⊤ D π θ = A i M i − 1 M i M i − 1 A i ⊤ D π θ = A i M i − 1 A i ⊤ D π θ = Π D π θ , S ϕ i , e ⊥ Φ i . \begin{aligned}
\left(\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}\right)^2
&=A_iM_i^{-1}A_i^\top D_{\pi_\theta}A_iM_i^{-1}A_i^\top D_{\pi_\theta}\\
&=A_iM_i^{-1}\left(A_i^\top D_{\pi_\theta}A_i\right)M_i^{-1}A_i^\top D_{\pi_\theta}\\
&=A_iM_i^{-1}M_iM_i^{-1}A_i^\top D_{\pi_\theta}\\
&=A_iM_i^{-1}A_i^\top D_{\pi_\theta}\\
&=\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}.
\end{aligned} ( Π D π θ , S ϕ i , e ⊥ Φ i ) 2 = A i M i − 1 A i ⊤ D π θ A i M i − 1 A i ⊤ D π θ = A i M i − 1 ( A i ⊤ D π θ A i ) M i − 1 A i ⊤ D π θ = A i M i − 1 M i M i − 1 A i ⊤ D π θ = A i M i − 1 A i ⊤ D π θ = Π D π θ , S ϕ i , e ⊥ Φ i .
Hence Π D π θ , S ϕ i , e ⊥ Φ i \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i} Π D π θ , S ϕ i , e ⊥ Φ i is idempotent.
Next we prove self-adjointness in the D π θ D_{\pi_\theta} D π θ -inner product. For any x , y ∈ R ∣ S g ∣ ∣ A g ∣ x,y\in\mathbb{R}^{|S_g||A_g|} x , y ∈ R ∣ S g ∣∣ A g ∣ ,
⟨ x , Π D π θ , S ϕ i , e ⊥ Φ i y ⟩ D π θ = x ⊤ D π θ A i M i − 1 A i ⊤ D π θ y = ( A i M i − 1 A i ⊤ D π θ x ) ⊤ D π θ y = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i x , y ⟩ D π θ , \begin{aligned}
\left\langle x,\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}y\right\rangle_{D_{\pi_\theta}}
&=x^\top D_{\pi_\theta}A_iM_i^{-1}A_i^\top D_{\pi_\theta}y\\
&=\left(A_iM_i^{-1}A_i^\top D_{\pi_\theta}x\right)^\top D_{\pi_\theta}y\\
&=\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}x,y\right\rangle_{D_{\pi_\theta}},
\end{aligned} ⟨ x , Π D π θ , S ϕ i , e ⊥ Φ i y ⟩ D π θ = x ⊤ D π θ A i M i − 1 A i ⊤ D π θ y = ( A i M i − 1 A i ⊤ D π θ x ) ⊤ D π θ y = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i x , y ⟩ D π θ ,
where we used the symmetry of M i − 1 M_i^{-1} M i − 1 . Hence Π D π θ , S ϕ i , e ⊥ Φ i \Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i} Π D π θ , S ϕ i , e ⊥ Φ i is self-adjoint with respect to ⟨ ⋅ , ⋅ ⟩ D π θ \langle\cdot,\cdot\rangle_{D_{\pi_\theta}} ⟨ ⋅ , ⋅ ⟩ D π θ .
Finally, we prove ⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = 0 \left\langle u_i^{(\bar c)},b_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=0 ⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = 0 .
⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ Φ i ) e i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , e i ( c ˉ ) ⟩ D π θ − ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) ⟩ D π θ . \begin{aligned}
\left\langle u_i^{(\bar c)},b_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}
&=\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)},\left(I-\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}\right)e_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}\\
&=\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)},e_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}
-\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)},\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}.
\end{aligned} ⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ Φ i ) e i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , e i ( c ˉ ) ⟩ D π θ − ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) ⟩ D π θ .
Using idempotence and self-adjointness,
⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , e i ( c ˉ ) ⟩ D π θ = ⟨ ( Π D π θ , S ϕ i , e ⊥ Φ i ) 2 e i ( c ˉ ) , e i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) ⟩ D π θ . \begin{aligned}
\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)},e_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}
&=\left\langle\left(\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}\right)^2e_i^{(\bar c)},e_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}\\
&=\left\langle\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)},\Pi_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}^{\Phi_i}e_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}.
\end{aligned} ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , e i ( c ˉ ) ⟩ D π θ = ⟨ ( Π D π θ , S ϕ i , e ⊥ Φ i ) 2 e i ( c ˉ ) , e i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ Φ i e i ( c ˉ ) ⟩ D π θ .
Therefore
⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = 0. \left\langle u_i^{(\bar c)},b_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=0. ⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = 0.
Before analyzing the TD iterates, we bound the error between the approximation subspace fixed point ϕ i Q i ⋆ \phi_iQ_i^\star ϕ i Q i ⋆ and the true Q Q Q -function Q i θ Q_i^\theta Q i θ . This truncation error quantifies the price of restricting to k k k -hop neighborhood observations.
Approximation floor: localization and linear FA
Lemma 4 (Local truncation error bound). Let D π θ D_{\pi_\theta} D π θ denote the diagonal matrix of the stationary distribution π θ \pi_\theta π θ , and let Π D π θ , S ϕ i , e ⊥ ϕ i \Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}} Π D π θ , S ϕ i , e ⊥ ϕ i denote the D π θ D_{\pi_\theta} D π θ -orthogonal projection onto the approximation subspace associated with ϕ i \phi_i ϕ i under the constraint S ϕ i , e ⊥ S_{\phi_i,e}^{\perp} S ϕ i , e ⊥ . Let Q ^ i ∗ \widehat{Q}_i^* Q i ∗ be a fixed point in this such that
ϕ i Q ^ i ∗ = Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( ϕ i Q ^ i ∗ ) . \phi_i\widehat{Q}_i^*=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}T_{\pi_\theta}^i(\phi_i\widehat{Q}_i^*). ϕ i Q i ∗ = Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( ϕ i Q i ∗ ) . For any scalar c ˉ ∈ R \bar{c}\in\mathbb{R} c ˉ ∈ R , define Q i ( c ˉ ) : = Q i θ + c ˉ e Q_i^{(\bar{c})}:=Q_i^\theta+\bar{c}e Q i ( c ˉ ) := Q i θ + c ˉ e , and e i ( c ˉ ) : = ϕ i Q ^ i ∗ − Q i ( c ˉ ) e_i^{(\bar{c})}:=\phi_i\widehat{Q}_i^*-Q_i^{(\bar{c})} e i ( c ˉ ) := ϕ i Q i ∗ − Q i ( c ˉ ) , where Q i θ Q_i^\theta Q i θ is any solution to the original Bellman equation Q i θ = T π θ i Q i θ Q_i^\theta=T_{\pi_\theta}^iQ_i^\theta Q i θ = T π θ i Q i θ . Then,
∥ ϕ i Q ^ i ∗ − ( Q i θ + c ˉ e ) ∥ D π θ ≤ 1 + λ max 2 ( ϕ i T D π θ ϕ i ) ( Δ ϕ i ) 2 λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ c ˉ 2 ρ 2 ( k + 1 ) + ( e T q i ( c ˉ ) ) 2 e T ( ϕ i T D π θ ϕ i ) − 1 e , \left\|\phi_i\widehat{Q}_i^*-(Q_i^\theta+\bar{c}e)\right\|_{D_{\pi_\theta}}\le\sqrt{1+\frac{\lambda_{\max}^2(\phi_i^\mathsf{T}D_{\pi_\theta}\phi_i)}{(\Delta^{\phi_i})^2}}\sqrt{\lambda_{\max}(D_{\pi_\theta})|S_g||A_g|\,\bar{c}^2\rho^{2(k+1)}+\frac{(e^\mathsf{T}q_i(\bar{c}))^2}{e^\mathsf{T}(\phi_i^\mathsf{T}D_{\pi_\theta}\phi_i)^{-1}e}}, ϕ i Q i ∗ − ( Q i θ + c ˉ e ) D π θ ≤ 1 + ( Δ ϕ i ) 2 λ m a x 2 ( ϕ i T D π θ ϕ i ) λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ c ˉ 2 ρ 2 ( k + 1 ) + e T ( ϕ i T D π θ ϕ i ) − 1 e ( e T q i ( c ˉ ) ) 2 , where q i ( c ˉ ) : = ( ϕ i T D π θ ϕ i ) − 1 ϕ i T D π θ ( Q i θ + c ˉ e ) q_i(\bar{c}):=(\phi_i^\mathsf{T}D_{\pi_\theta}\phi_i)^{-1}\phi_i^\mathsf{T}D_{\pi_\theta}(Q_i^\theta+\bar{c}e) q i ( c ˉ ) := ( ϕ i T D π θ ϕ i ) − 1 ϕ i T D π θ ( Q i θ + c ˉ e ) .
Proof. Recall the usual D π θ D_{\pi_\theta} D π θ -projection onto span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) :
Π D π θ ϕ i : = ϕ i ( ϕ i T D π θ ϕ i ) − 1 ϕ i T D π θ . \Pi^{\phi_i}_{D_{\pi_\theta}}:=\phi_i(\phi_i^\mathsf{T}D_{\pi_\theta}\phi_i)^{-1}\phi_i^\mathsf{T}D_{\pi_\theta}. Π D π θ ϕ i := ϕ i ( ϕ i T D π θ ϕ i ) − 1 ϕ i T D π θ .
In particular, the (unconstrained) projected fixed point Q ^ i ∞ \widehat{Q}_i^\infty Q i ∞ is the solution to
ϕ i Q ^ i ∞ = ϕ i ( ϕ i T D π θ ϕ i ) − 1 ϕ i T D π θ T π θ i ( ϕ i Q ^ i ∞ ) = Π D π θ ϕ i T π θ i ( ϕ i Q ^ i ∞ ) . \phi_i\widehat{Q}_i^\infty=\phi_i(\phi_i^\mathsf{T}D_{\pi_\theta}\phi_i)^{-1}\phi_i^\mathsf{T}D_{\pi_\theta}T_{\pi_\theta}^i(\phi_i\widehat{Q}_i^\infty)=\Pi^{\phi_i}_{D_{\pi_\theta}}T_{\pi_\theta}^i(\phi_i\widehat{Q}_i^\infty). ϕ i Q i ∞ = ϕ i ( ϕ i T D π θ ϕ i ) − 1 ϕ i T D π θ T π θ i ( ϕ i Q i ∞ ) = Π D π θ ϕ i T π θ i ( ϕ i Q i ∞ ) .
Following Lemma 2 the fixed point need not be unique due to the additive-constant ambiguity; we therefore work with Π D π θ , S ϕ i , e ⊥ ϕ i \Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}} Π D π θ , S ϕ i , e ⊥ ϕ i , defined analogously as in Lemma 2 where a unique solution Q ^ i ∗ \widehat{Q}_i^* Q i ∗ exists, satisfying
ϕ i Q ^ i ∗ = Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( ϕ i Q ^ i ∗ ) . (33) \phi_i\widehat{Q}_i^*=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}T_{\pi_\theta}^i(\phi_i\widehat{Q}_i^*). \tag*{(33)} ϕ i Q i ∗ = Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( ϕ i Q i ∗ ) . (33)
Since Q i θ = T π θ i Q i θ Q_i^\theta=T_{\pi_\theta}^iQ_i^\theta Q i θ = T π θ i Q i θ and
T π θ i ( Q i θ + c ˉ e ) = r i − J i ( θ ) e + P π θ ( Q i θ + c ˉ e ) = r i − J i ( θ ) e + P π θ Q i θ + c ˉ P π θ e = Q i θ + c ˉ e , T_{\pi_\theta}^i(Q_i^\theta+\bar{c}e)=r_i-J_i(\theta)e+P_{\pi_\theta}(Q_i^\theta+\bar{c}e)=r_i-J_i(\theta)e+P_{\pi_\theta}Q_i^\theta+\bar{c}P_{\pi_\theta}e=Q_i^\theta+\bar{c}e, T π θ i ( Q i θ + c ˉ e ) = r i − J i ( θ ) e + P π θ ( Q i θ + c ˉ e ) = r i − J i ( θ ) e + P π θ Q i θ + c ˉ P π θ e = Q i θ + c ˉ e ,
where we used P π θ e = e P_{\pi_\theta}e=e P π θ e = e , it follows that
Q i ( c ˉ ) = T π θ i Q i ( c ˉ ) . Q_i^{(\bar{c})}=T_{\pi_\theta}^iQ_i^{(\bar{c})}. Q i ( c ˉ ) = T π θ i Q i ( c ˉ ) .
Define
u i ( c ˉ ) : = Π D π θ , S ϕ i , e ⊥ ϕ i e i ( c ˉ ) , b i ( c ˉ ) : = ( I − Π D π θ , S ϕ i , e ⊥ ϕ i ) e i ( c ˉ ) , u_i^{(\bar{c})}:=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}e_i^{(\bar{c})},\qquad b_i^{(\bar{c})}:=\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}\right)e_i^{(\bar{c})}, u i ( c ˉ ) := Π D π θ , S ϕ i , e ⊥ ϕ i e i ( c ˉ ) , b i ( c ˉ ) := ( I − Π D π θ , S ϕ i , e ⊥ ϕ i ) e i ( c ˉ ) ,
so that
e i ( c ˉ ) = u i ( c ˉ ) + b i ( c ˉ ) . e_i^{(\bar{c})}=u_i^{(\bar{c})}+b_i^{(\bar{c})}. e i ( c ˉ ) = u i ( c ˉ ) + b i ( c ˉ ) .
Since,
⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ ϕ i e i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i ) e i ( c ˉ ) ⟩ D π θ = 0 \left\langle u_i^{(\bar{c})},b_i^{(\bar{c})}\right\rangle_{D_{\pi_\theta}}=\left\langle\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}e_i^{(\bar{c})},\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}\right)e_i^{(\bar{c})}\right\rangle_{D_{\pi_\theta}}=0 ⟨ u i ( c ˉ ) , b i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ ϕ i e i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i ) e i ( c ˉ ) ⟩ D π θ = 0
where the last equality follows from Proposition 2. Therefore,
∥ e i ( c ˉ ) ∥ D π θ 2 = ∥ u i ( c ˉ ) ∥ D π θ 2 + ∥ b i ( c ˉ ) ∥ D π θ 2 . (34) \left\|e_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2=\left\|u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2+\left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2. \tag*{(34)} e i ( c ˉ ) D π θ 2 = u i ( c ˉ ) D π θ 2 + b i ( c ˉ ) D π θ 2 . (34)
Using the definition of u i ( c ˉ ) u_i^{(\bar{c})} u i ( c ˉ ) ,
u i ( c ˉ ) = Π D π θ , S ϕ i , e ⊥ ϕ i ( ϕ i Q ^ i ∗ − Q i ( c ˉ ) ) = ϕ i Q ^ i ∗ − Π D π θ , S ϕ i , e ⊥ ϕ i Q i ( c ˉ ) = Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( ϕ i Q ^ i ∗ ) − Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( Q i ( c ˉ ) ) = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ( ϕ i Q ^ i ∗ − Q i ( c ˉ ) ) = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ( u i ( c ˉ ) + b i ( c ˉ ) ) . \begin{aligned}
u_i^{(\bar{c})}=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}(\phi_i\widehat{Q}_i^*-Q_i^{(\bar{c})})=\phi_i\widehat{Q}_i^*-\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}Q_i^{(\bar{c})} \\
&=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}T_{\pi_\theta}^i(\phi_i\widehat{Q}_i^*)-\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}T_{\pi_\theta}^i(Q_i^{(\bar{c})}) \\
&=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}P_{\pi_\theta}(\phi_i\widehat{Q}_i^*-Q_i^{(\bar{c})}) \\
&=\Pi^{\phi_i}_{D_{\pi_\theta},S_{\phi_i,e}^{\perp}}P_{\pi_\theta}(u_i^{(\bar{c})}+b_i^{(\bar{c})}).
\end{aligned} u i ( c ˉ ) = Π D π θ , S ϕ i , e ⊥ ϕ i ( ϕ i Q i ∗ − Q i ( c ˉ ) ) = ϕ i Q i ∗ − Π D π θ , S ϕ i , e ⊥ ϕ i Q i ( c ˉ ) = Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( ϕ i Q i ∗ ) − Π D π θ , S ϕ i , e ⊥ ϕ i T π θ i ( Q i ( c ˉ ) ) = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ( ϕ i Q i ∗ − Q i ( c ˉ ) ) = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ( u i ( c ˉ ) + b i ( c ˉ ) ) .
Rearranging,
( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ b i ( c ˉ ) . (35) \left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}=\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}b_i^{(\bar c)}. \tag*{(35)} ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ b i ( c ˉ ) . (35)
Taking D π θ D_{\pi_\theta} D π θ -norms gives
∥ ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ∥ D π θ = ∥ Π D π θ , S ϕ i , e ⊥ ϕ i P π θ b i ( c ˉ ) ∥ D π θ ≤ ∥ P π θ b i ( c ˉ ) ∥ D π θ , \left\|\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}\right\|_{D_{\pi_\theta}}=\left\|\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}b_i^{(\bar c)}\right\|_{D_{\pi_\theta}}\leq\left\|P_{\pi_\theta}b_i^{(\bar c)}\right\|_{D_{\pi_\theta}}, ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) D π θ = Π D π θ , S ϕ i , e ⊥ ϕ i P π θ b i ( c ˉ ) D π θ ≤ P π θ b i ( c ˉ ) D π θ ,
where the last inequality uses the non-expansivity of an orthogonal projection in the induced norm. Since ( P π θ b i ( c ˉ ) ) ( s g , a g ) = E P π θ [ b i ( c ˉ ) ( s g + , a g + ) ∣ s g , a g ] \left(P_{\pi_\theta}b_i^{(\bar c)}\right)(s_g,a_g)=\mathbb{E}_{P_{\pi_\theta}}\left[b_i^{(\bar c)}(s_g^+,a_g^+)\mid s_g,a_g\right] ( P π θ b i ( c ˉ ) ) ( s g , a g ) = E P π θ [ b i ( c ˉ ) ( s g + , a g + ) ∣ s g , a g ] , we obtain the following,
∥ P π θ b i ( c ˉ ) ∥ D π θ 2 = E D π θ [ E P π θ [ b i ( c ˉ ) ( s g + , a g + ) ∣ s g , a g ] 2 ] ≤ E D π θ [ E P π θ [ b i ( c ˉ ) ( s g + , a g + ) 2 ∣ s g , a g ] ] = E D π θ [ b i ( c ˉ ) ( s g , a g ) 2 ] = ∥ b i ( c ˉ ) ∥ D π θ 2 , \begin{aligned}
\left\|P_{\pi_\theta}b_i^{(\bar c)}\right\|_{D_{\pi_\theta}}^2=\mathbb{E}_{D_{\pi_\theta}}\left[\mathbb{E}_{P_{\pi_\theta}}\left[b_i^{(\bar c)}(s_g^+,a_g^+)\mid s_g,a_g\right]^2\right]\leq\mathbb{E}_{D_{\pi_\theta}}\left[\mathbb{E}_{P_{\pi_\theta}}\left[b_i^{(\bar c)}(s_g^+,a_g^+)^2\mid s_g,a_g\right]\right] \\
&=\mathbb{E}_{D_{\pi_\theta}}\left[b_i^{(\bar c)}(s_g,a_g)^2\right]=\left\|b_i^{(\bar c)}\right\|_{D_{\pi_\theta}}^2,
\end{aligned} P π θ b i ( c ˉ ) D π θ 2 = E D π θ [ E P π θ [ b i ( c ˉ ) ( s g + , a g + ) ∣ s g , a g ] 2 ] ≤ E D π θ [ E P π θ [ b i ( c ˉ ) ( s g + , a g + ) 2 ∣ s g , a g ] ] = E D π θ [ b i ( c ˉ ) ( s g , a g ) 2 ] = b i ( c ˉ ) D π θ 2 ,
where the inequality follows from Jensen and the last equality uses stationarity of D π θ D_{\pi_\theta} D π θ . Hence
∥ ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ∥ D π θ ≤ ∥ b i ( c ˉ ) ∥ D π θ . (36) \left\|\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}\right\|_{D_{\pi_\theta}}\leq\left\|b_i^{(\bar c)}\right\|_{D_{\pi_\theta}}. \tag*{(36)} ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) D π θ ≤ b i ( c ˉ ) D π θ . (36)
Consider
⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ . \left\langle u_i^{(\bar c)},\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}. ⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ .
Upon expanding,
⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ = ⟨ u i ( c ˉ ) , u i ( c ˉ ) ⟩ D π θ − ⟨ u i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ ϕ i P π θ u i ( c ˉ ) ⟩ D π θ . \left\langle u_i^{(\bar c)},\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=\left\langle u_i^{(\bar c)},u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}-\left\langle u_i^{(\bar c)},\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}. ⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ = ⟨ u i ( c ˉ ) , u i ( c ˉ ) ⟩ D π θ − ⟨ u i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ ϕ i P π θ u i ( c ˉ ) ⟩ D π θ .
Using self-adjointness of the orthogonal projection and the fact that u i ( c ˉ ) u_i^{(\bar c)} u i ( c ˉ ) lies in the range of Π D π θ , S ϕ i , e ⊥ ϕ i \Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}} Π D π θ , S ϕ i , e ⊥ ϕ i ,
⟨ u i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ ϕ i P π θ u i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ ϕ i u i ( c ˉ ) , P π θ u i ( c ˉ ) ⟩ D π θ = ⟨ u i ( c ˉ ) , P π θ u i ( c ˉ ) ⟩ D π θ . \left\langle u_i^{(\bar c)},\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=\left\langle\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}u_i^{(\bar c)},P_{\pi_\theta}u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=\left\langle u_i^{(\bar c)},P_{\pi_\theta}u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}. ⟨ u i ( c ˉ ) , Π D π θ , S ϕ i , e ⊥ ϕ i P π θ u i ( c ˉ ) ⟩ D π θ = ⟨ Π D π θ , S ϕ i , e ⊥ ϕ i u i ( c ˉ ) , P π θ u i ( c ˉ ) ⟩ D π θ = ⟨ u i ( c ˉ ) , P π θ u i ( c ˉ ) ⟩ D π θ .
Therefore,
⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ = u i ( c ˉ ) ⊤ D π θ ( I − P π θ ) u i ( c ˉ ) . \left\langle u_i^{(\bar c)},\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}=u_i^{(\bar c)\top}D_{\pi_\theta}(I-P_{\pi_\theta})u_i^{(\bar c)}. ⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ = u i ( c ˉ ) ⊤ D π θ ( I − P π θ ) u i ( c ˉ ) .
Since u i ( c ˉ ) u_i^{(\bar c)} u i ( c ˉ ) lies in the constrained projection subspace, we may write
u i ( c ˉ ) = ϕ i v i ( c ˉ ) u_i^{(\bar c)}=\phi_i v_i^{(\bar c)} u i ( c ˉ ) = ϕ i v i ( c ˉ )
for some coefficient vector v i ( c ˉ ) ∈ S ϕ i , e ⊥ v_i^{(\bar c)}\in S^\perp_{\phi_i,e} v i ( c ˉ ) ∈ S ϕ i , e ⊥ . Then
u i ( c ˉ ) ⊤ D π θ ( I − P π θ ) u i ( c ˉ ) = v i ( c ˉ ) ⊤ ϕ i ⊤ D π θ ( I − P π θ ) ϕ i v i ( c ˉ ) ≥ Δ i ϕ i ∥ v i ( c ˉ ) ∥ 2 2 , u_i^{(\bar c)\top}D_{\pi_\theta}(I-P_{\pi_\theta})u_i^{(\bar c)}=v_i^{(\bar c)\top}\phi_i^\top D_{\pi_\theta}(I-P_{\pi_\theta})\phi_i v_i^{(\bar c)}\geq\Delta_i^{\phi_i}\left\|v_i^{(\bar c)}\right\|_2^2, u i ( c ˉ ) ⊤ D π θ ( I − P π θ ) u i ( c ˉ ) = v i ( c ˉ ) ⊤ ϕ i ⊤ D π θ ( I − P π θ ) ϕ i v i ( c ˉ ) ≥ Δ i ϕ i v i ( c ˉ ) 2 2 ,
by the definition of Δ i ϕ i \Delta_i^{\phi_i} Δ i ϕ i in Lemma 3. Moreover,
∥ u i ( c ˉ ) ∥ D π θ 2 = v i ( c ˉ ) ⊤ ϕ i ⊤ D π θ ϕ i v i ( c ˉ ) ≤ λ max ( ϕ i ⊤ D π θ ϕ i ) ∥ v i ( c ˉ ) ∥ 2 2 . \left\|u_i^{(\bar c)}\right\|_{D_{\pi_\theta}}^2=v_i^{(\bar c)\top}\phi_i^\top D_{\pi_\theta}\phi_i v_i^{(\bar c)}\leq\lambda_{\max}\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)\left\|v_i^{(\bar c)}\right\|_2^2. u i ( c ˉ ) D π θ 2 = v i ( c ˉ ) ⊤ ϕ i ⊤ D π θ ϕ i v i ( c ˉ ) ≤ λ m a x ( ϕ i ⊤ D π θ ϕ i ) v i ( c ˉ ) 2 2 .
Hence
∥ v i ( c ˉ ) ∥ 2 2 ≥ ∥ u i ( c ˉ ) ∥ D π θ 2 λ max ( ϕ i ⊤ D π θ ϕ i ) . \left\|v_i^{(\bar c)}\right\|_2^2\geq\frac{\left\|u_i^{(\bar c)}\right\|_{D_{\pi_\theta}}^2}{\lambda_{\max}\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)}. v i ( c ˉ ) 2 2 ≥ λ m a x ( ϕ i ⊤ D π θ ϕ i ) u i ( c ˉ ) D π θ 2 .
Combining,
⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ ≥ Δ i ϕ i λ max ( ϕ i ⊤ D π θ ϕ i ) ∥ u i ( c ˉ ) ∥ D π θ 2 . (37) \left\langle u_i^{(\bar c)},\left(I-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}P_{\pi_\theta}\right)u_i^{(\bar c)}\right\rangle_{D_{\pi_\theta}}\geq\frac{\Delta_i^{\phi_i}}{\lambda_{\max}\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)}\left\|u_i^{(\bar c)}\right\|_{D_{\pi_\theta}}^2. \tag*{(37)} ⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ ≥ λ m a x ( ϕ i ⊤ D π θ ϕ i ) Δ i ϕ i u i ( c ˉ ) D π θ 2 . (37)
Finally, by Cauchy–Schwarz,
⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ ≤ ∥ u i ( c ˉ ) ∥ D π θ ∥ ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ∥ D π θ . \left\langle u_i^{(\bar{c})},\left(I-\Pi_{D_{\pi_\theta,S_{\phi_i,e}^{\perp}}}^{\phi_i}P_{\pi_\theta}\right)u_i^{(\bar{c})}\right\rangle_{D_{\pi_\theta}}
\leq\left\|u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}\left\|\left(I-\Pi_{D_{\pi_\theta,S_{\phi_i,e}^{\perp}}}^{\phi_i}P_{\pi_\theta}\right)u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}. ⟨ u i ( c ˉ ) , ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ⟩ D π θ ≤ u i ( c ˉ ) D π θ ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) D π θ .
Together with (37), this yields,
Δ i ϕ i λ max ( ϕ i ⊤ D π θ ϕ i ) ∥ u i ( c ˉ ) ∥ D π θ ≤ ∥ ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) ∥ D π θ . \frac{\Delta_i^{\phi_i}}{\lambda_{\max}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)}\left\|u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}
\leq\left\|\left(I-\Pi_{D_{\pi_\theta,S_{\phi_i,e}^{\perp}}}^{\phi_i}P_{\pi_\theta}\right)u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}. λ m a x ( ϕ i ⊤ D π θ ϕ i ) Δ i ϕ i u i ( c ˉ ) D π θ ≤ ( I − Π D π θ , S ϕ i , e ⊥ ϕ i P π θ ) u i ( c ˉ ) D π θ .
Using (36), we obtain,
∥ u i ( c ˉ ) ∥ D π θ ≤ λ max ( ϕ i ⊤ D π θ ϕ i ) Δ i ϕ i ∥ b i ( c ˉ ) ∥ D π θ . \left\|u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}
\leq\frac{\lambda_{\max}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)}{\Delta_i^{\phi_i}}\left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}. u i ( c ˉ ) D π θ ≤ Δ i ϕ i λ m a x ( ϕ i ⊤ D π θ ϕ i ) b i ( c ˉ ) D π θ .
Plugging this into (34), we obtain,
∥ e i ( c ˉ ) ∥ D π θ 2 = ∥ u i ( c ˉ ) ∥ D π θ 2 + ∥ b i ( c ˉ ) ∥ D π θ 2 ≤ ( 1 + λ max 2 ( ϕ i ⊤ D π θ ϕ i ) ( Δ i ϕ i ) 2 ) ∥ b i ( c ˉ ) ∥ D π θ 2 . (38) \left\|e_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2
= \left\|u_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2+\left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2
\leq\left(1+\frac{\lambda_{\max}^2\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)}{\left(\Delta_i^{\phi_i}\right)^2}\right)\left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2. \tag*{(38)} e i ( c ˉ ) D π θ 2 = u i ( c ˉ ) D π θ 2 + b i ( c ˉ ) D π θ 2 ≤ 1 + ( Δ i ϕ i ) 2 λ m a x 2 ( ϕ i ⊤ D π θ ϕ i ) b i ( c ˉ ) D π θ 2 . (38)
We now bound b i ( c ˉ ) b_i^{(\bar{c})} b i ( c ˉ ) . Define the following unconstrained projection vector,
q i ( c ˉ ) : = ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ ( Q i + c ˉ e ) , q_i(\bar{c}) := \left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)^{-1}\phi_i^{\top}D_{\pi_\theta}\left(Q_i+\bar{c}e\right), q i ( c ˉ ) := ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ ( Q i + c ˉ e ) ,
so that
Π D π θ ϕ i ( Q i θ + c ˉ e ) = ϕ i q i ( c ˉ ) . \Pi_{D_{\pi_\theta}}^{\phi_i}\left(Q_i^{\theta}+\bar{c}e\right)=\phi_iq_i(\bar{c}). Π D π θ ϕ i ( Q i θ + c ˉ e ) = ϕ i q i ( c ˉ ) .
By definition of the constrained projection, the projection vector of Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) \Pi_{D_{\pi_\theta,S_{\phi_i,e}^{\perp}}}^{\phi_i}\left(Q_i^{\theta}+\bar{c}e\right) Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) is obtained by solving
min ν : ν ⊤ e = 0 ∥ ( Q i θ + c ˉ e ) − ϕ i ν ∥ D π θ 2 . \min_{\nu:\nu^{\top}e=0}\left\|\left(Q_i^{\theta}+\bar{c}e\right)-\phi_i\nu\right\|_{D_{\pi_\theta}}^2. ν : ν ⊤ e = 0 min ( Q i θ + c ˉ e ) − ϕ i ν D π θ 2 .
Since ϕ i q i ( c ˉ ) \phi_iq_i(\bar{c}) ϕ i q i ( c ˉ ) is the unconstrained D π θ D_{\pi_\theta} D π θ -projection of Q i θ + c ˉ e Q_i^{\theta}+\bar{c}e Q i θ + c ˉ e onto span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) , we may write
( Q i θ + c ˉ e ) − ϕ i ν = ( ( Q i θ + c ˉ e ) − ϕ i q i ( c ˉ ) ) + ϕ i ( q i ( c ˉ ) − ν ) . \left(Q_i^{\theta}+\bar{c}e\right)-\phi_i\nu
=\left(\left(Q_i^{\theta}+\bar{c}e\right)-\phi_iq_i(\bar{c})\right)+\phi_i\left(q_i(\bar{c})-\nu\right). ( Q i θ + c ˉ e ) − ϕ i ν = ( ( Q i θ + c ˉ e ) − ϕ i q i ( c ˉ ) ) + ϕ i ( q i ( c ˉ ) − ν ) .
The first term is D π θ D_{\pi_\theta} D π θ -orthogonal to span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) , while the second term lies in span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) . Hence the cross term vanishes, and minimizing the previous display is equivalent to minimizing
∥ ϕ i ( q i ( c ˉ ) − ν ) ∥ D π θ 2 = ( ν − q i ( c ˉ ) ) ⊤ ( ϕ i ⊤ D π θ ϕ i ) ( ν − q i ( c ˉ ) ) \left\|\phi_i\left(q_i(\bar{c})-\nu\right)\right\|_{D_{\pi_\theta}}^2
=\left(\nu-q_i(\bar{c})\right)^{\top}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)\left(\nu-q_i(\bar{c})\right) ∥ ϕ i ( q i ( c ˉ ) − ν ) ∥ D π θ 2 = ( ν − q i ( c ˉ ) ) ⊤ ( ϕ i ⊤ D π θ ϕ i ) ( ν − q i ( c ˉ ) )
subject to ν ⊤ e = 0 \nu^{\top}e=0 ν ⊤ e = 0 . Hence, consider the corresponding Lagrangian
L ( ν , λ ) = ( ν − q i ( c ˉ ) ) ⊤ ( ϕ i ⊤ D π θ ϕ i ) ( ν − q i ( c ˉ ) ) + λ ν ⊤ e . \mathcal{L}(\nu,\lambda)=\left(\nu-q_i(\bar{c})\right)^{\top}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)\left(\nu-q_i(\bar{c})\right)+\lambda\nu^{\top}e. L ( ν , λ ) = ( ν − q i ( c ˉ ) ) ⊤ ( ϕ i ⊤ D π θ ϕ i ) ( ν − q i ( c ˉ ) ) + λ ν ⊤ e .
Setting the gradient with respect to ν \nu ν equal to zero gives
2 ( ϕ i ⊤ D π θ ϕ i ) ( ν − q i ( c ˉ ) ) + λ e = 0. 2\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)\left(\nu-q_i(\bar{c})\right)+\lambda e=0. 2 ( ϕ i ⊤ D π θ ϕ i ) ( ν − q i ( c ˉ ) ) + λ e = 0.
This yields,
ν = q i ( c ˉ ) − λ 2 ( ϕ i ⊤ D π θ ϕ i ) − 1 e . \nu=q_i(\bar{c})-\frac{\lambda}{2}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)^{-1}e. ν = q i ( c ˉ ) − 2 λ ( ϕ i ⊤ D π θ ϕ i ) − 1 e .
Imposing the constraint ν ⊤ e = 0 \nu^{\top}e=0 ν ⊤ e = 0 results in
0 = e ⊤ q i ( c ˉ ) − λ 2 e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e , 0=e^{\top}q_i(\bar{c})-\frac{\lambda}{2}e^{\top}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)^{-1}e, 0 = e ⊤ q i ( c ˉ ) − 2 λ e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ,
and therefore
λ 2 = e ⊤ q i ( c ˉ ) e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e . \frac{\lambda}{2}=\frac{e^{\top}q_i(\bar{c})}{e^{\top}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)^{-1}e}. 2 λ = e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e e ⊤ q i ( c ˉ ) .
Substituting back gives the constrained projection coefficients
ν i ( c ˉ ) = q i ( c ˉ ) − e ⊤ q i ( c ˉ ) e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ( ϕ i ⊤ D π θ ϕ i ) − 1 e . (39) \nu_i(\bar{c})=q_i(\bar{c})-\frac{e^{\top}q_i(\bar{c})}{e^{\top}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)^{-1}e}\left(\phi_i^{\top}D_{\pi_\theta}\phi_i\right)^{-1}e. \tag*{(39)} ν i ( c ˉ ) = q i ( c ˉ ) − e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e e ⊤ q i ( c ˉ ) ( ϕ i ⊤ D π θ ϕ i ) − 1 e . (39)
Therefore,
Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) = ϕ i ν i ( c ˉ ) . \Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}\left(Q_i^\theta+\bar{c}e\right)=\phi_i\nu_i(\bar{c}). Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) = ϕ i ν i ( c ˉ ) .
Subtracting the unconstrained projection,
Π D π θ ϕ i ( Q i θ + c ˉ e ) − Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) = ϕ i ( q i ( c ˉ ) − ν i ( c ˉ ) ) = e ⊤ q i ( c ˉ ) e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 e . \begin{aligned}
\Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}\left(Q_i^\theta+\bar{c}e\right)=\phi_i\left(q_i(\bar{c})-\nu_i(\bar{c})\right) \\
&=\frac{e^\top q_i(\bar{c})}{e^\top\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}e}\phi_i\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}e.
\end{aligned} Π D π θ ϕ i ( Q i θ + c ˉ e ) − Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) = ϕ i ( q i ( c ˉ ) − ν i ( c ˉ ) ) = e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e e ⊤ q i ( c ˉ ) ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 e .
Taking the D π θ D_{\pi_\theta} D π θ norm yields,
∥ Π D π θ ϕ i ( Q i θ + c ˉ e ) − Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) ∥ D π θ 2 = ( e ⊤ q i ( c ˉ ) ) 2 e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e . (40) \left\|\Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)-\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}\left(Q_i^\theta+\bar{c}e\right)\right\|_{D_{\pi_\theta}}^2=\frac{\left(e^\top q_i(\bar{c})\right)^2}{e^\top\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}e}. \tag*{(40)} Π D π θ ϕ i ( Q i θ + c ˉ e ) − Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) D π θ 2 = e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ( e ⊤ q i ( c ˉ ) ) 2 . (40)
Note that b i ( c ˉ ) b_i^{(\bar{c})} b i ( c ˉ ) can be rewritten as:
b i ( c ˉ ) = ( Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) − Π D π θ ϕ i ( Q i θ + c ˉ e ) ) + ( Π D π θ ϕ i ( Q i θ + c ˉ e ) − ( Q i θ + c ˉ e ) ) . b_i^{(\bar{c})}=\left(\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}\left(Q_i^\theta+\bar{c}e\right)-\Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)\right)+\left(\Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)-\left(Q_i^\theta+\bar{c}e\right)\right). b i ( c ˉ ) = ( Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) − Π D π θ ϕ i ( Q i θ + c ˉ e ) ) + ( Π D π θ ϕ i ( Q i θ + c ˉ e ) − ( Q i θ + c ˉ e ) ) .
Here, the first term lies in span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) , while the second term is the residual of the unconstrained orthogonal projection onto span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) , hence is D π θ D_{\pi_\theta} D π θ -orthogonal to span ( ϕ i ) \operatorname{span}(\phi_i) span ( ϕ i ) . Therefore these two terms are orthogonal, and
∥ b i ( c ˉ ) ∥ D π θ 2 = ∥ Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) − Π D π θ ϕ i ( Q i θ + c ˉ e ) ∥ D π θ 2 + ∥ Π D π θ ϕ i ( Q i θ + c ˉ e ) − ( Q i θ + c ˉ e ) ∥ D π θ 2 . (41) \begin{aligned}
\left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2=\left\|\Pi^{\phi_i}_{D_{\pi_\theta},S^\perp_{\phi_i,e}}\left(Q_i^\theta+\bar{c}e\right)-\Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)\right\|_{D_{\pi_\theta}}^2 \\
&+\left\|\Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)-\left(Q_i^\theta+\bar{c}e\right)\right\|_{D_{\pi_\theta}}^2. \tag*{(41)}
\end{aligned} b i ( c ˉ ) D π θ 2 = Π D π θ , S ϕ i , e ⊥ ϕ i ( Q i θ + c ˉ e ) − Π D π θ ϕ i ( Q i θ + c ˉ e ) D π θ 2 + Π D π θ ϕ i ( Q i θ + c ˉ e ) − ( Q i θ + c ˉ e ) D π θ 2 . (41)
We now simplify the second term in (41). Since ϕ i e = e \phi_i e=e ϕ i e = e , we have
Π D π θ ϕ i e = ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ e = ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ ϕ i e = ϕ i e = e . \Pi^{\phi_i}_{D_{\pi_\theta}}e=\phi_i\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}\phi_i^\top D_{\pi_\theta}e=\phi_i\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}\phi_i^\top D_{\pi_\theta}\phi_i e=\phi_i e=e. Π D π θ ϕ i e = ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ e = ϕ i ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ ϕ i e = ϕ i e = e .
Hence
Π D π θ ϕ i ( Q i θ + c ˉ e ) − ( Q i θ + c ˉ e ) = Π D π θ ϕ i Q i θ − Q i θ . \Pi^{\phi_i}_{D_{\pi_\theta}}\left(Q_i^\theta+\bar{c}e\right)-\left(Q_i^\theta+\bar{c}e\right)=\Pi^{\phi_i}_{D_{\pi_\theta}}Q_i^\theta-Q_i^\theta. Π D π θ ϕ i ( Q i θ + c ˉ e ) − ( Q i θ + c ˉ e ) = Π D π θ ϕ i Q i θ − Q i θ .
Substituting the above and (40) into (41) gives
∥ b i ( c ˉ ) ∥ D π θ 2 = ∥ Π D π θ ϕ i Q i θ − Q i θ ∥ D π θ 2 + ( e ⊤ q i ( c ˉ ) ) 2 e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e . (42) \left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}^2=\left\|\Pi^{\phi_i}_{D_{\pi_\theta}}Q_i^\theta-Q_i^\theta\right\|_{D_{\pi_\theta}}^2+\frac{\left(e^\top q_i(\bar{c})\right)^2}{e^\top\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}e}. \tag*{(42)} b i ( c ˉ ) D π θ 2 = Π D π θ ϕ i Q i θ − Q i θ D π θ 2 + e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ( e ⊤ q i ( c ˉ ) ) 2 . (42)
From Qu et al. [2020], the unconstrained projection Π D π θ ϕ i Q i θ \Pi^{\phi_i}_{D_{\pi_\theta}}Q_i^\theta Π D π θ ϕ i Q i θ averages over the coordinates outside N i t N_i^t N i t . Therefore, by the exponential decay property,
∥ Π D π θ ϕ i Q i θ − Q i θ ∥ ∞ ≤ c ρ k + 1 . \left\|\Pi^{\phi_i}_{D_{\pi_\theta}}Q_i^\theta-Q_i^\theta\right\|_\infty\leq c\rho^{k+1}. Π D π θ ϕ i Q i θ − Q i θ ∞ ≤ c ρ k + 1 .
Finally, converting the ∞ \infty ∞ -norm to the D π θ D_{\pi_\theta} D π θ -norm,
∥ Π D π θ ϕ i Q i θ − Q i θ ∥ D π θ ≤ λ max ( D π θ ) ∥ Π D π θ ϕ i Q i θ − Q i θ ∥ 2 ≤ λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ c ρ k + 1 . \left\|\Pi^{\phi_i}_{D_{\pi_\theta}}Q_i^\theta-Q_i^\theta\right\|_{D_{\pi_\theta}}\leq\sqrt{\lambda_{\max}\left(D_{\pi_\theta}\right)}\left\|\Pi^{\phi_i}_{D_{\pi_\theta}}Q_i^\theta-Q_i^\theta\right\|_2\leq\sqrt{\lambda_{\max}\left(D_{\pi_\theta}\right)|S_g||A_g|}\,c\rho^{k+1}. Π D π θ ϕ i Q i θ − Q i θ D π θ ≤ λ m a x ( D π θ ) Π D π θ ϕ i Q i θ − Q i θ 2 ≤ λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ c ρ k + 1 .
Combining this with (42), we obtain,
∥ b i ( c ˉ ) ∥ D π θ ≤ λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ c 2 ρ 2 ( k + 1 ) + ( e ⊤ q i ( c ˉ ) ) 2 e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e . \left\|b_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}\leq\sqrt{\lambda_{\max}\left(D_{\pi_\theta}\right)|S_g||A_g|c^2\rho^{2(k+1)}+\frac{\left(e^\top q_i(\bar{c})\right)^2}{e^\top\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}e}}. b i ( c ˉ ) D π θ ≤ λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ c 2 ρ 2 ( k + 1 ) + e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ( e ⊤ q i ( c ˉ ) ) 2 .
Substituting this bound into (38),
∥ e i ( c ˉ ) ∥ D π θ ≤ 1 + λ max 2 ( ϕ i ⊤ D π θ ϕ i ) ( Δ i ϕ ) 2 λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ c 2 ρ 2 ( k + 1 ) + ( e ⊤ q i ( c ˉ ) ) 2 e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e . \left\|e_i^{(\bar{c})}\right\|_{D_{\pi_\theta}}\leq\sqrt{1+\frac{\lambda_{\max}^2\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)}{\left(\Delta_i^\phi\right)^2}}\sqrt{\lambda_{\max}\left(D_{\pi_\theta}\right)|S_g||A_g|c^2\rho^{2(k+1)}+\frac{\left(e^\top q_i(\bar{c})\right)^2}{e^\top\left(\phi_i^\top D_{\pi_\theta}\phi_i\right)^{-1}e}}. e i ( c ˉ ) D π θ ≤ 1 + ( Δ i ϕ ) 2 λ m a x 2 ( ϕ i ⊤ D π θ ϕ i ) λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ c 2 ρ 2 ( k + 1 ) + e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ( e ⊤ q i ( c ˉ ) ) 2 .
Remark. Since ϕ i e = e \phi_i e=e ϕ i e = e , the additional term ( e ⊤ q i ( c ˉ ) ) 2 e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e \frac{(e^{\top}q_i(\bar{c}))^2}{e^{\top}(\phi_i^{\top}D_{\pi_\theta}\phi_i)^{-1}e} e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 e ( e ⊤ q i ( c ˉ ) ) 2 in Lemma 4 is minimized by choosing
c ˉ i ⋆ = − e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ Q i θ ∣ S N i k ∣ ∣ A N i k ∣ , \bar{c}_i^{\star}=-\frac{e^{\top}(\phi_i^{\top}D_{\pi_\theta}\phi_i)^{-1}\phi_i^{\top}D_{\pi_\theta}Q_i^\theta}{|S_{N_i^k}||A_{N_i^k}|}, c ˉ i ⋆ = − ∣ S N i k ∣∣ A N i k ∣ e ⊤ ( ϕ i ⊤ D π θ ϕ i ) − 1 ϕ i ⊤ D π θ Q i θ ,
for which e ⊤ q i ( c ˉ i ⋆ ) = 0 e^{\top}q_i(\bar{c}_i^\star)=0 e ⊤ q i ( c ˉ i ⋆ ) = 0 . In particular, this choice removes the constraint-mismatch term entirely, and yields
inf c ˉ ∈ R ∥ ϕ i Q ^ i ⋆ − ( Q i θ + c ˉ e ) ∥ D π θ ≤ 1 + λ max 2 ( ϕ i ⊤ D π θ ϕ i ) ( Δ i ϕ ) 2 λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ c 2 ρ 2 ( k + 1 ) . \inf_{\bar{c}\in\mathbb{R}}\|\phi_i\widehat{Q}_i^\star-(Q_i^\theta+\bar{c}e)\|_{D_{\pi_\theta}}\leq\sqrt{1+\frac{\lambda_{\max}^2(\phi_i^\top D_{\pi_\theta}\phi_i)}{(\Delta_i^{\phi})^2}}\sqrt{\lambda_{\max}(D_{\pi_\theta})|S_g||A_g|c^2\rho^{2(k+1)}}. c ˉ ∈ R inf ∥ ϕ i Q i ⋆ − ( Q i θ + c ˉ e ) ∥ D π θ ≤ 1 + ( Δ i ϕ ) 2 λ m a x 2 ( ϕ i ⊤ D π θ ϕ i ) λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ c 2 ρ 2 ( k + 1 ) .
Fixed-policy TD convergence
Define τ ( β ) : = min { τ : ∥ E [ A i ( X t ) ∣ X 0 ] − A i ∞ ∥ ≤ β , ∥ E [ b i ( X t ) ∣ X 0 ] − b i ∞ ∥ ≤ β } \tau(\beta):=\min\{\tau:\|\mathbb{E}[A_i(X_t)|X_0]-A_i^\infty\|\leq\beta,\ \|\mathbb{E}[b_i(X_t)|X_0]-b_i^\infty\|\leq\beta\} τ ( β ) := min { τ : ∥ E [ A i ( X t ) ∣ X 0 ] − A i ∞ ∥ ≤ β , ∥ E [ b i ( X t ) ∣ X 0 ] − b i ∞ ∥ ≤ β } .
Lemma 5 (Single step contraction for fixed policy). Let V i t : = ∥ Π i ⊥ ( w i t − w i ⋆ ) ∥ 2 2 V_i^t:=\|\Pi_i^\perp(w_i^t-w_i^\star)\|_2^2 V i t := ∥ Π i ⊥ ( w i t − w i ⋆ ) ∥ 2 2 , where Π i ⊥ : = Π 2 , S Ψ i , e ⊥ \Pi_i^\perp:=\Pi_{2,S_{\Psi_i,e}^\perp} Π i ⊥ := Π 2 , S Ψ i , e ⊥ is the Euclidean projection onto S Ψ i , e ⊥ S_{\Psi_i,e}^\perp S Ψ i , e ⊥ . Consider a fixed policy π θ \pi_\theta π θ , and a fixed step size β \beta β satisfying β Δ i χ i < 2 \beta\Delta_i^{\chi_i}<2 β Δ i χ i < 2 , c s s β ≤ 1 c_{\mathrm{ss}}\beta\leq1 c ss β ≤ 1 , β ≤ Δ i χ i 4 ψ ˉ 4 \beta\leq\frac{\Delta_i^{\chi_i}}{4\bar{\psi}^4} β ≤ 4 ψ ˉ 4 Δ i χ i , and β τ ( β ) ≤ min { 1 4 L i , Δ i χ i 228 L i } \beta\tau(\beta)\leq\min\left\{\frac{1}{4\sqrt{L_i}},\frac{\Delta_i^{\chi_i}}{228L_i}\right\} β τ ( β ) ≤ min { 4 L i 1 , 228 L i Δ i χ i } , where ψ ˉ : = max j ∈ N max s j k , a j k ∥ ψ j ( s j k , a j k ) ∥ 2 \bar{\psi}:=\max_{j\in\mathcal{N}}\max_{s_j^k,a_j^k}\|\psi_j(s_j^k,a_j^k)\|_2 ψ ˉ := max j ∈ N max s j k , a j k ∥ ψ j ( s j k , a j k ) ∥ 2 , L i : = 9 c s s 2 + ψ ˉ 2 ( 3 + 4 ψ ˉ ) 2 L_i:=9c_{\mathrm{ss}}^2+\bar{\psi}^2(3+4\bar{\psi})^2 L i := 9 c ss 2 + ψ ˉ 2 ( 3 + 4 ψ ˉ ) 2 , and τ ( β ) \tau(\beta) τ ( β ) is the mixing time of the Markov chain at rate β \beta β , and c s s ≥ Δ i χ i + ( Δ i χ i ) − 2 − 1 c_{\mathrm{ss}}\geq\Delta_i^{\chi_i}+\sqrt{(\Delta_i^{\chi_i})^{-2}-1} c ss ≥ Δ i χ i + ( Δ i χ i ) − 2 − 1 . Then for all t ≥ T μ , i ( β ) + τ ( β ) t\geq T_{\mu,i}(\beta)+\tau(\beta) t ≥ T μ , i ( β ) + τ ( β ) :
E [ V i t + 1 ] ≤ ( 1 − Δ i χ i 2 β ) E [ V i t ] + β 2 C b i a s , i . (43) \mathbb{E}[V_i^{t+1}]\leq\left(1-\frac{\Delta_i^{\chi_i}}{2}\beta\right)\mathbb{E}[V_i^t]+\beta^2 C_{\mathrm{bias},i}. \tag*{(43)} E [ V i t + 1 ] ≤ ( 1 − 2 Δ i χ i β ) E [ V i t ] + β 2 C bias , i . (43)
where C b i a s , i : = 2 ∥ ψ ˉ i ∥ 2 2 Δ i χ i C μ , i + 32 ψ ˉ 2 ( r max 2 + ψ ˉ 2 ∥ w i ⋆ ∥ 2 2 ) + 4 ψ ˉ 2 C μ , i + 56 L i τ ( β ) ( B i 2 + C μ , i ) C_{\mathrm{bias},i}:=\frac{2\|\bar{\psi}_i\|_2^2}{\Delta_i^{\chi_i}}C_{\mu,i}+32\bar{\psi}^2(r_{\max}^2+\bar{\psi}^2\|w_i^\star\|_2^2)+4\bar{\psi}^2C_{\mu,i}+56L_i\tau(\beta)(B_i^2+C_{\mu,i}) C bias , i := Δ i χ i 2∥ ψ ˉ i ∥ 2 2 C μ , i + 32 ψ ˉ 2 ( r m a x 2 + ψ ˉ 2 ∥ w i ⋆ ∥ 2 2 ) + 4 ψ ˉ 2 C μ , i + 56 L i τ ( β ) ( B i 2 + C μ , i ) . Here B i 2 : = r max 2 + ( J i ( θ ) ) 2 + ∥ w i ⋆ ∥ 2 2 + 1 B_i^2:=r_{\max}^2+(J_i(\theta))^2+\|w_i^\star\|_2^2+1 B i 2 := r m a x 2 + ( J i ( θ ) ) 2 + ∥ w i ⋆ ∥ 2 2 + 1 , σ ^ i 2 : = σ i 2 + 8 r max 2 C ρ c o v + 4 r max 2 c s s \widehat{\sigma}_i^2:=\sigma_i^2+8r_{\max}^2C_{\rho\mathrm{cov}}+\frac{4r_{\max}^2}{c_{\mathrm{ss}}} σ i 2 := σ i 2 + 8 r m a x 2 C ρ cov + c ss 4 r m a x 2 , C μ , i : = 1 + c s s σ ^ i 2 C_{\mu,i}:=1+c_{\mathrm{ss}}\widehat{\sigma}_i^2 C μ , i := 1 + c ss σ i 2 , ψ ˉ i : = E D π θ [ ψ i , t ] \bar{\psi}_i:=\mathbb{E}_{D_{\pi_\theta}}[\psi_{i,t}] ψ ˉ i := E D π θ [ ψ i , t ] , where σ i 2 : = E [ ( r i t − J i ( θ ) ) 2 ] \sigma_i^2:=\mathbb{E}[(r_i^t-J_i(\theta))^2] σ i 2 := E [( r i t − J i ( θ ) ) 2 ] and C ρ c o v C_{\rho\mathrm{cov}} C ρ cov is the geometric-mixing covariance constant.
Proof. Abbreviate ψ i , t : = ψ i ( s i t , a i t ) \psi_{i,t}:=\psi_i(s_i^t,a_i^t) ψ i , t := ψ i ( s i t , a i t ) , ψ i , t + 1 : = ψ i ( s t + 1 , a t + 1 ) \psi_{i,t+1}:=\psi_i(s_{t+1},a_{t+1}) ψ i , t + 1 := ψ i ( s t + 1 , a t + 1 ) , r i t : = r i ( s t , a t ) r_i^t:=r_i(s_t,a_t) r i t := r i ( s t , a t ) . Define the projected error w ~ i t : = Π i ⊥ ( w i t − w i ⋆ ) \widetilde{w}_i^t:=\Pi_i^\perp(w_i^t-w_i^\star) w i t := Π i ⊥ ( w i t − w i ⋆ ) and the average-reward error μ ~ i t : = μ i t − J i ( θ ) \widetilde{\mu}_i^t:=\mu_i^t-J_i(\theta) μ i t := μ i t − J i ( θ ) . It thus follows that V i t = ∥ w ~ i t ∥ 2 2 V_i^t=\|\widetilde{w}_i^t\|_2^2 V i t = ∥ w i t ∥ 2 2 . Since w i ⋆ ∈ S Ψ i , e w_i^\star\in S_{\Psi_i,e} w i ⋆ ∈ S Ψ i , e and Π i ⊥ \Pi_i^\perp Π i ⊥ is the Euclidean projection onto S Ψ i , e ⊥ S_{\Psi_i,e}^\perp S Ψ i , e ⊥ , we have Π i ⊥ w i ⋆ = w i ⋆ \Pi_i^\perp w_i^\star=w_i^\star Π i ⊥ w i ⋆ = w i ⋆ .
From update equation (25) ,
w i t + 1 − w i ⋆ = ( w i t − w i ⋆ ) + β δ i t ψ i , t . w_i^{t+1}-w_i^\star=(w_i^t-w_i^\star)+\beta\delta_i^t\psi_{i,t}. w i t + 1 − w i ⋆ = ( w i t − w i ⋆ ) + β δ i t ψ i , t .
Applying Π i ⊥ \Pi_i^\perp Π i ⊥ to both sides,
w ~ i t + 1 = w ~ i t + β Π i ⊥ ( δ i t ψ i , t ) . \widetilde{w}_i^{t+1}=\widetilde{w}_i^t+\beta\Pi_i^\perp(\delta_i^t\psi_{i,t}). w i t + 1 = w i t + β Π i ⊥ ( δ i t ψ i , t ) .
Squaring yields,
V i t + 1 = V i t + 2 β ⟨ w ~ i t , Π i ⊥ ( δ i t ψ i , t ) ⟩ + β 2 ∥ Π i ⊥ ( δ i t ψ i , t ) ∥ 2 2 . (44) V_i^{t+1}=V_i^t+2\beta\langle\widetilde{w}_i^t,\Pi_i^\perp(\delta_i^t\psi_{i,t})\rangle+\beta^2\|\Pi_i^\perp(\delta_i^t\psi_{i,t})\|_2^2. \tag*{(44)} V i t + 1 = V i t + 2 β ⟨ w i t , Π i ⊥ ( δ i t ψ i , t )⟩ + β 2 ∥ Π i ⊥ ( δ i t ψ i , t ) ∥ 2 2 . (44)
Since Ψ i w e = e \Psi_iw_e=e Ψ i w e = e , every feature satisfies ψ i ( s , a ) ⊤ w e = 1 \psi_i(s,a)^\top w_e=1 ψ i ( s , a ) ⊤ w e = 1 , so ( ψ i , t + 1 − ψ i , t ) ⊤ w e = 0 (\psi_{i,t+1}-\psi_{i,t})^\top w_e=0 ( ψ i , t + 1 − ψ i , t ) ⊤ w e = 0 . The TD error is therefore insensitive to the S Ψ i , e S_{\Psi_i,e} S Ψ i , e -component of w i t w_i^t w i t . Decomposing w i t = w i ⋆ + w ~ i t + z i t w_i^t=w_i^\star+\widetilde{w}_i^t+z_i^t w i t = w i ⋆ + w i t + z i t with z i t : = ( I − Π i ⊥ ) ( w i t ) ∈ S Ψ i , e z_i^t:=(I-\Pi_i^\perp)(w_i^t)\in S_{\Psi_i,e} z i t := ( I − Π i ⊥ ) ( w i t ) ∈ S Ψ i , e , the z i t z_i^t z i t term vanishes:
δ i t = r i t − J i ( θ ) − μ ~ i t + ( ψ i , t + 1 − ψ i , t ) ⊤ ( w i ⋆ + w ~ i t ) . (45) \delta_i^t=r_i^t-J_i(\theta)-\widetilde{\mu}_i^t+(\psi_{i,t+1}-\psi_{i,t})^\top(w_i^\star+\widetilde{w}_i^t). \tag*{(45)} δ i t = r i t − J i ( θ ) − μ i t + ( ψ i , t + 1 − ψ i , t ) ⊤ ( w i ⋆ + w i t ) . (45)
Consider the following definitions: h ˉ i : = E D π θ [ δ i t ψ i , t ∣ w ~ i t , μ ~ i t ] \bar{h}_i:=\mathbb{E}_{D_{\pi_\theta}}[\delta_i^t\psi_{i,t}\mid\widetilde{w}_i^t,\widetilde{\mu}_i^t] h ˉ i := E D π θ [ δ i t ψ i , t ∣ w i t , μ i t ] , ψ ˉ i : = E D π θ [ ψ i , t ] \bar{\psi}_i:=\mathbb{E}_{D_{\pi_\theta}}[\psi_{i,t}] ψ ˉ i := E D π θ [ ψ i , t ] , A i ( θ ) : = χ i ⊤ D π θ ( I − P π θ ) χ i A_i(\theta):=\chi_i^\top D_{\pi_\theta}(I-P_{\pi_\theta})\chi_i A i ( θ ) := χ i ⊤ D π θ ( I − P π θ ) χ i and b i ( θ ) : = χ i ⊤ D π θ ( r i − J i ( θ ) 1 ) b_i(\theta):=\chi_i^\top D_{\pi_\theta}(r_i-J_i(\theta)1) b i ( θ ) := χ i ⊤ D π θ ( r i − J i ( θ ) 1 ) . Then,
E D π θ [ ( r i t − μ i t ) ψ i , t ] = b i ( θ ) − μ ~ i t ψ ˉ i , (46) \mathbb{E}_{D_{\pi_\theta}}[(r_i^t-\mu_i^t)\psi_{i,t}]=b_i(\theta)-\widetilde{\mu}_i^t\bar{\psi}_i, \tag*{(46)} E D π θ [( r i t − μ i t ) ψ i , t ] = b i ( θ ) − μ i t ψ ˉ i , (46)
and
E D π θ [ ( ψ i , t + 1 − ψ i , t ) ⊤ ( w i ⋆ + w ~ i t ) ψ i , t ] = − A i ( θ ) ( w i ⋆ + w ~ i t ) . (47) \mathbb{E}_{D_{\pi_\theta}}[(\psi_{i,t+1}-\psi_{i,t})^\top(w_i^\star+\widetilde{w}_i^t)\psi_{i,t}]=-A_i(\theta)(w_i^\star+\widetilde{w}_i^t). \tag*{(47)} E D π θ [( ψ i , t + 1 − ψ i , t ) ⊤ ( w i ⋆ + w i t ) ψ i , t ] = − A i ( θ ) ( w i ⋆ + w i t ) . (47)
From Equation (30), it follows that,
h ˉ i = − A i ( θ ) w ~ i t − μ ~ i t ψ ˉ i . (48) \bar{h}_i=-A_i(\theta)\tilde{w}_i^t-\tilde{\mu}_i^t\bar{\psi}_i. \tag*{(48)} h ˉ i = − A i ( θ ) w ~ i t − μ ~ i t ψ ˉ i . (48)
Hence, we can decompose update as follows:
Π i ⊥ ( δ i t ψ i , t ) = Π i ⊥ h ˉ i + Π i ⊥ η i t , η i t : = δ i t ψ i , t − h ˉ i . (49) \Pi_i^{\perp}(\delta_i^t\psi_{i,t})=\Pi_i^{\perp}\bar{h}_i+\Pi_i^{\perp}\eta_i^t,\qquad\eta_i^t:=\delta_i^t\psi_{i,t}-\bar{h}_i. \tag*{(49)} Π i ⊥ ( δ i t ψ i , t ) = Π i ⊥ h ˉ i + Π i ⊥ η i t , η i t := δ i t ψ i , t − h ˉ i . (49)
Since Π i ⊥ \Pi_i^{\perp} Π i ⊥ is symmetric and Π i ⊥ w ~ i t = w ~ i t \Pi_i^{\perp}\tilde{w}_i^t=\tilde{w}_i^t Π i ⊥ w ~ i t = w ~ i t ,
⟨ w ~ i t , Π i ⊥ h ˉ i ⟩ = − w ~ i t T A i ( θ ) w ~ i t − μ ~ i t ( w ~ i t ) T Π i ⊥ ψ ˉ i . (50) \langle\tilde{w}_i^t,\Pi_i^{\perp}\bar{h}_i\rangle=-\tilde{w}_i^{t\mathsf{T}}A_i(\theta)\tilde{w}_i^t-\tilde{\mu}_i^t(\tilde{w}_i^t)^{\mathsf{T}}\Pi_i^{\perp}\bar{\psi}_i. \tag*{(50)} ⟨ w ~ i t , Π i ⊥ h ˉ i ⟩ = − w ~ i t T A i ( θ ) w ~ i t − μ ~ i t ( w ~ i t ) T Π i ⊥ ψ ˉ i . (50)
Since w ~ i t ∈ S Ψ i , e ⊥ \tilde{w}_i^t\in S_{\Psi_i,e}^{\perp} w ~ i t ∈ S Ψ i , e ⊥ , we obtain
w ~ i t T A i ( θ ) w ~ i t ≥ Δ i χ i ∥ w ~ i t ∥ 2 2 = Δ i χ i V i t . (51) \tilde{w}_i^{t\mathsf{T}}A_i(\theta)\tilde{w}_i^t\geq\Delta_i^{\chi_i}\lVert\tilde{w}_i^t\rVert_2^2=\Delta_i^{\chi_i}V_i^t. \tag*{(51)} w ~ i t T A i ( θ ) w ~ i t ≥ Δ i χ i ∥ w ~ i t ∥ 2 2 = Δ i χ i V i t . (51)
From Young’s inequality (2 ∣ a b ∣ ≤ ϵ a 2 + ϵ − 1 b 2 2|ab|\leq\epsilon a^2+\epsilon^{-1}b^2 2∣ ab ∣ ≤ ϵ a 2 + ϵ − 1 b 2 ) with ϵ = Δ i χ i / 2 \epsilon=\Delta_i^{\chi_i}/2 ϵ = Δ i χ i /2 :
2 β ∣ μ ~ i t ( w ~ i t ) T Π i ⊥ ψ ˉ i ∣ ≤ 2 β ∣ μ ~ i t ∣ ∥ w ~ i t ∥ ∥ ψ ˉ i ∥ ≤ Δ i χ i β 2 V i t + 2 β ∥ ψ ˉ i ∥ 2 2 Δ i χ i ( μ ~ i t ) 2 . (52) 2\beta|\tilde{\mu}_i^t(\tilde{w}_i^t)^{\mathsf{T}}\Pi_i^{\perp}\bar{\psi}_i|\leq2\beta|\tilde{\mu}_i^t|\lVert\tilde{w}_i^t\rVert\lVert\bar{\psi}_i\rVert\leq\frac{\Delta_i^{\chi_i}\beta}{2}V_i^t+\frac{2\beta\lVert\bar{\psi}_i\rVert_2^2}{\Delta_i^{\chi_i}}(\tilde{\mu}_i^t)^2. \tag*{(52)} 2 β ∣ μ ~ i t ( w ~ i t ) T Π i ⊥ ψ ˉ i ∣ ≤ 2 β ∣ μ ~ i t ∣ ∥ w ~ i t ∥ ∥ ψ ˉ i ∥ ≤ 2 Δ i χ i β V i t + Δ i χ i 2 β ∥ ψ ˉ i ∥ 2 2 ( μ ~ i t ) 2 . (52)
Combining Equations (51) and (52) in Equation (44), we obtain,
2 β E [ ⟨ w ~ i t , Π i ⊥ h ˉ i ⟩ ] ≤ − 3 Δ i χ i β 2 E [ V i t ] + 2 β ∥ ψ ˉ i ∥ 2 2 Δ i χ i E [ ( μ ~ i t ) 2 ] . (53) 2\beta\mathbb{E}[\langle\tilde{w}_i^t,\Pi_i^{\perp}\bar{h}_i\rangle]\leq-\frac{3\Delta_i^{\chi_i}\beta}{2}\mathbb{E}[V_i^t]+\frac{2\beta\lVert\bar{\psi}_i\rVert_2^2}{\Delta_i^{\chi_i}}\mathbb{E}[(\tilde{\mu}_i^t)^2]. \tag*{(53)} 2 β E [⟨ w ~ i t , Π i ⊥ h ˉ i ⟩] ≤ − 2 3 Δ i χ i β E [ V i t ] + Δ i χ i 2 β ∥ ψ ˉ i ∥ 2 2 E [( μ ~ i t ) 2 ] . (53)
We now bound the term E [ ( μ ~ i t ) 2 ] \mathbb{E}[(\tilde{\mu}_i^t)^2] E [( μ ~ i t ) 2 ] . Recall that,
( μ ~ i t + 1 ) 2 = ( 1 − c s s β ) 2 ( μ ~ i t ) 2 + 2 ( 1 − c s s β ) c s s β μ ~ i t ( r i t − J i ( θ ) ) + c s s 2 β 2 ( r i t − J i ( θ ) ) 2 . (\tilde{\mu}_i^{t+1})^2=(1-c_{ss}\beta)^2(\tilde{\mu}_i^t)^2+2(1-c_{ss}\beta)c_{ss}\beta\tilde{\mu}_i^t(r_i^t-J_i(\theta))+c_{ss}^2\beta^2(r_i^t-J_i(\theta))^2. ( μ ~ i t + 1 ) 2 = ( 1 − c ss β ) 2 ( μ ~ i t ) 2 + 2 ( 1 − c ss β ) c ss β μ ~ i t ( r i t − J i ( θ )) + c ss 2 β 2 ( r i t − J i ( θ ) ) 2 .
Decompose r i t − J i ( θ ) = ( r i t − r ˉ i ( s t ) ) + ( r ˉ i ( s t ) − J i ( θ ) ) r_i^t-J_i(\theta)=(r_i^t-\bar{r}_i(s_t))+(\bar{r}_i(s_t)-J_i(\theta)) r i t − J i ( θ ) = ( r i t − r ˉ i ( s t )) + ( r ˉ i ( s t ) − J i ( θ )) , where r ˉ i ( s ) : = ∑ a π θ ( a ∣ s ) r i ( s , a ) \bar{r}_i(s):=\sum_a\pi_\theta(a|s)r_i(s,a) r ˉ i ( s ) := ∑ a π θ ( a ∣ s ) r i ( s , a ) . Then,
E [ μ ~ i t ( r i t − r ˉ i ( s t ) ) ] = E [ μ ~ i t ⋅ E [ r i t − r ˉ i ( s t ) ∣ G t , s t ] ] = 0 , \mathbb{E}\left[\tilde{\mu}_i^t(r_i^t-\bar{r}_i(s_t))\right]=\mathbb{E}\left[\tilde{\mu}_i^t\cdot\mathbb{E}[r_i^t-\bar{r}_i(s_t)\mid\mathcal{G}_t,s_t]\right]=0, E [ μ ~ i t ( r i t − r ˉ i ( s t )) ] = E [ μ ~ i t ⋅ E [ r i t − r ˉ i ( s t ) ∣ G t , s t ] ] = 0 ,
where G t \mathcal{G}_t G t is the pre-action sigma-field containing the history up to time t t t , the current state s t s_t s t , and the current estimate μ ~ i t \tilde{\mu}_i^t μ ~ i t . Conditional on G t \mathcal{G}_t G t , the only remaining randomness in r i t − r ˉ i ( s t ) r_i^t-\bar{r}_i(s_t) r i t − r ˉ i ( s t ) is the action drawn from the fixed policy π θ \pi_\theta π θ . To handle the second term, unroll μ ~ i t \tilde{\mu}_i^t μ ~ i t to obtain,
μ ~ i t = c s s β ∑ k = 0 t − 1 ( 1 − c s s β ) t − 1 − k ( r i k − J i ( θ ) ) + ( 1 − c s s β ) t μ ~ i 0 . \tilde{\mu}_i^t=c_{ss}\beta\sum_{k=0}^{t-1}(1-c_{ss}\beta)^{t-1-k}(r_i^k-J_i(\theta))+(1-c_{ss}\beta)^t\tilde{\mu}_i^0. μ ~ i t = c ss β k = 0 ∑ t − 1 ( 1 − c ss β ) t − 1 − k ( r i k − J i ( θ )) + ( 1 − c ss β ) t μ ~ i 0 .
Let M μ , i ( β ) : = max { 1 , E [ ( μ ~ i 0 ) 2 ] + E [ ( μ ~ i 0 ) 2 ] β } M_{\mu,i}(\beta):=\max\left\{1,\frac{\mathbb{E}[(\tilde{\mu}_i^0)^2]+\sqrt{\mathbb{E}[(\tilde{\mu}_i^0)^2]}}{\beta}\right\} M μ , i ( β ) := max { 1 , β E [( μ ~ i 0 ) 2 ] + E [( μ ~ i 0 ) 2 ] } . Define the average reward burn in period T μ , i ( β ) : = ⌈ log M μ , i ( β ) − log ( 1 − c s s β ) ⌉ T_{\mu,i}(\beta):=\left\lceil\frac{\log M_{\mu,i}(\beta)}{-\log(1-c_{ss}\beta)}\right\rceil T μ , i ( β ) := ⌈ − l o g ( 1 − c ss β ) l o g M μ , i ( β ) ⌉ . By the definition of T μ , i ( β ) T_{\mu,i}(\beta) T μ , i ( β ) , whenever t ≥ T μ , i ( β ) t\geq T_{\mu,i}(\beta) t ≥ T μ , i ( β ) ,
( 1 − c s s β ) t E [ ( μ ~ i 0 ) 2 ] ≤ β , ( 1 − c s s β ) t E [ ( μ ~ i 0 ) 2 ] ≤ β . (1-c_{ss}\beta)^t\mathbb{E}[(\tilde{\mu}_i^0)^2]\leq\beta,\qquad(1-c_{ss}\beta)^t\sqrt{\mathbb{E}[(\tilde{\mu}_i^0)^2]}\leq\beta. ( 1 − c ss β ) t E [( μ ~ i 0 ) 2 ] ≤ β , ( 1 − c ss β ) t E [( μ ~ i 0 ) 2 ] ≤ β .
Hence the initialization transient contributes only an O ( β ) O(\beta) O ( β ) term to E [ μ ~ i t ( r i t − J i ( θ ) ) ] \mathbb{E}[\tilde{\mu}_i^t(r_i^t-J_i(\theta))] E [ μ ~ i t ( r i t − J i ( θ ))] , and therefore only an O ( β 2 ) O(\beta^2) O ( β 2 ) term to the recursion for E [ ( μ ~ i t ) 2 ] \mathbb{E}[(\tilde{\mu}_i^t)^2] E [( μ ~ i t ) 2 ] . This contribution is absorbed into the additional 4 r max c s s \frac{4r_{\max}}{c_{ss}} c ss 4 r m a x term in the definition of σ ^ i 2 \hat{\sigma}_i^2 σ ^ i 2 . It then follows that,
∣ E [ μ ~ i t ( r i t − J i ( θ ) ) ] ∣ ≤ c s s β ∑ k = 0 t − 1 ( 1 − c s s β ) t − 1 − k ∣ Cov ( r i k , r i t ) ∣ + 2 r max β . (54) \left|\mathbb{E}\left[\tilde{\mu}_i^t(r_i^t-J_i(\theta))\right]\right|\leq c_{ss}\beta\sum_{k=0}^{t-1}(1-c_{ss}\beta)^{t-1-k}\left|\operatorname{Cov}(r_i^k,r_i^t)\right|+2r_{\max}\beta. \tag*{(54)} E [ μ ~ i t ( r i t − J i ( θ )) ] ≤ c ss β k = 0 ∑ t − 1 ( 1 − c ss β ) t − 1 − k Cov ( r i k , r i t ) + 2 r m a x β . (54)
By geometric mixing of the chain, ∣ Cov ( r i k , r i t ) ∣ ≤ 4 r max 2 ρ cov t − k \left|\operatorname{Cov}(r_i^k,r_i^t)\right|\leq4r_{\max}^2\rho_{\operatorname{cov}}^{t-k} Cov ( r i k , r i t ) ≤ 4 r m a x 2 ρ cov t − k for some ρ ∈ ( 0 , 1 ) \rho\in(0,1) ρ ∈ ( 0 , 1 ) set by the Markov chain’s spectral gap. Since ( 1 − c s s β ) ρ cov < 1 (1-c_{ss}\beta)\rho_{\operatorname{cov}}<1 ( 1 − c ss β ) ρ cov < 1 , the geometric sum converges:
∑ k = 0 t − 1 ( 1 − c s s β ) t − 1 − k ρ cov t − k ≤ ρ cov 1 − ρ cov ( 1 − c s s β ) ≤ 1 1 − ρ cov = : C ρ cov . \sum_{k=0}^{t-1}(1-c_{ss}\beta)^{t-1-k}\rho_{\operatorname{cov}}^{t-k}\leq\frac{\rho_{\operatorname{cov}}}{1-\rho_{\operatorname{cov}}(1-c_{ss}\beta)}\leq\frac{1}{1-\rho_{\operatorname{cov}}}=:C_{\rho_{\operatorname{cov}}}. k = 0 ∑ t − 1 ( 1 − c ss β ) t − 1 − k ρ cov t − k ≤ 1 − ρ cov ( 1 − c ss β ) ρ cov ≤ 1 − ρ cov 1 =: C ρ cov .
Thus the cross term can be bounded as:
∣ 2 ( 1 − c s s β ) c s s β E [ μ ~ i t ( r ˉ i ( s t ) − J i ( θ ) ) ] ∣ ≤ 8 c s s β 2 r max 2 C ρ cov + 4 c s s β 2 r max . (55) \left|2(1-c_{ss}\beta)c_{ss}\beta\mathbb{E}\left[\tilde{\mu}_i^t(\bar{r}_i(s_t)-J_i(\theta))\right]\right|\leq8c_{ss}\beta^2r_{\max}^2C_{\rho_{\operatorname{cov}}}+4c_{ss}\beta^2r_{\max}. \tag*{(55)} 2 ( 1 − c ss β ) c ss β E [ μ ~ i t ( r ˉ i ( s t ) − J i ( θ )) ] ≤ 8 c ss β 2 r m a x 2 C ρ cov + 4 c ss β 2 r m a x . (55)
Let the variance of instantaneous reward be defined as σ i 2 : = E [ ( r i t − J i ( θ ) ) 2 ] \sigma_i^2 := \mathbb{E}[(r_i^t-J_i(\theta))^2] σ i 2 := E [( r i t − J i ( θ ) ) 2 ] . Define σ ^ i 2 : = σ i 2 + 8 r max 2 C ρ c o v + 4 r max c s s \hat{\sigma}_i^2 := \sigma_i^2 + 8r_{\max}^2 C_{\rho_{\mathrm{cov}}} + \frac{4r_{\max}}{c_{ss}} σ ^ i 2 := σ i 2 + 8 r m a x 2 C ρ cov + c ss 4 r m a x . Since ( 1 − c s s β ) 2 ≤ ( 1 − c s s β ) (1-c_{ss}\beta)^2 \le(1-c_{ss}\beta) ( 1 − c ss β ) 2 ≤ ( 1 − c ss β ) , we obtain,
E [ ( μ ~ i t + 1 ) 2 ] ≤ ( 1 − c s s β ) E [ ( μ ~ i t ) 2 ] + c s s 2 β 2 σ ^ i 2 . (56) \mathbb{E}[(\widetilde{\mu}_i^{t+1})^2] \le(1-c_{ss}\beta)\mathbb{E}[(\widetilde{\mu}_i^t)^2] + c_{ss}^2\beta^2\hat{\sigma}_i^2. \tag*{(56)} E [( μ i t + 1 ) 2 ] ≤ ( 1 − c ss β ) E [( μ i t ) 2 ] + c ss 2 β 2 σ ^ i 2 . (56)
Iterating (56) gives, for every s ≥ 0 s \ge0 s ≥ 0 ,
E [ ( μ ~ i s ) 2 ] ≤ ( 1 − c s s β ) s E [ ( μ ~ i 0 ) 2 ] + c s s β σ ^ i 2 . \mathbb{E}[(\widetilde{\mu}_i^s)^2] \le(1-c_{ss}\beta)^s\mathbb{E}[(\widetilde{\mu}_i^0)^2] + c_{ss}\beta\hat{\sigma}_i^2. E [( μ i s ) 2 ] ≤ ( 1 − c ss β ) s E [( μ i 0 ) 2 ] + c ss β σ ^ i 2 .
Hence, for every s ≥ T μ , i ( β ) s \ge T_{\mu,i}(\beta) s ≥ T μ , i ( β ) ,
E [ ( μ ~ i s ) 2 ] ≤ β ( 1 + c s s σ i 2 ) = β C μ , i . \mathbb{E}[(\widetilde{\mu}_i^s)^2] \le\beta(1+c_{ss}\sigma_i^2)=\beta C_{\mu,i}. E [( μ i s ) 2 ] ≤ β ( 1 + c ss σ i 2 ) = β C μ , i .
Since the lemma is invoked only for t ≥ T μ , i ( β ) + τ ( β ) t \ge T_{\mu,i}(\beta)+\tau(\beta) t ≥ T μ , i ( β ) + τ ( β ) , the bound
E [ ( μ ~ i s ) 2 ] ≤ β C μ , i \mathbb{E}[(\widetilde{\mu}_i^s)^2] \le\beta C_{\mu,i} E [( μ i s ) 2 ] ≤ β C μ , i
holds for every s ∈ { t − τ ( β ) , … , t } s \in\{t-\tau(\beta),\ldots,t\} s ∈ { t − τ ( β ) , … , t } . (57)
The role of c s s ≥ Δ i χ i + ( Δ i χ i ) − 2 − 1 c_{ss} \ge\Delta_i^{\chi_i}+\sqrt{(\Delta_i^{\chi_i})^{-2}-1} c ss ≥ Δ i χ i + ( Δ i χ i ) − 2 − 1 is to ensure that this average-reward burn-in is no slower than the critic burn-in scale. Indeed, since c s s ≥ Δ i χ i c_{ss} \ge\Delta_i^{\chi_i} c ss ≥ Δ i χ i and c s s β ≤ 1 c_{ss}\beta\le1 c ss β ≤ 1 ,
( 1 − c s s β ) s ≤ ( 1 − Δ i χ i β ) s ≤ ( 1 − Δ i χ i 2 β ) s , (1-c_{ss}\beta)^s \le(1-\Delta_i^{\chi_i}\beta)^s \le\left(1-\frac{\Delta_i^{\chi_i}}{2}\beta\right)^s, ( 1 − c ss β ) s ≤ ( 1 − Δ i χ i β ) s ≤ ( 1 − 2 Δ i χ i β ) s ,
for all s ≥ 0 s \ge0 s ≥ 0 . Thus, once the critic transient is in the post-burn-in regime, the average-reward transient is also controlled.
We now bound the markovian noise cross term 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] 2\beta\mathbb{E}[\langle\widetilde{w}_i^t,\Pi_i^{\perp}\eta_i^t\rangle] 2 β E [⟨ w i t , Π i ⊥ η i t ⟩] . Since the instantaneous rewards and features are bounded, with ∥ Π i ⊥ ∥ ≤ 1 \|\Pi_i^{\perp}\| \le1 ∥ Π i ⊥ ∥ ≤ 1 , it follows that:
∥ Π i ⊥ ( δ i t ψ i t ) ∥ 2 ≤ L i R i t . (57) \|\Pi_i^{\perp}(\delta_i^t\psi_i^t)\|_2 \le\sqrt{L_i}R_i^t. \tag*{(57)} ∥ Π i ⊥ ( δ i t ψ i t ) ∥ 2 ≤ L i R i t . (57)
where L i : = 9 c s s 2 + ψ ˉ 2 ( 3 + 4 ψ ˉ ) 2 L_i:=9c_{ss}^2+\bar{\psi}^2(3+4\bar{\psi})^2 L i := 9 c ss 2 + ψ ˉ 2 ( 3 + 4 ψ ˉ ) 2 , and R i t : = ( ( B i 2 + ( μ ~ i t ) 2 ) + V i t ) 1 / 2 R_i^t:=\left((B_i^2+(\widetilde{\mu}_i^t)^2)+V_i^t\right)^{1/2} R i t := ( ( B i 2 + ( μ i t ) 2 ) + V i t ) 1/2 with B i 2 : = r max 2 + ( J i ( θ ) ) 2 + ∥ w i ∗ ∥ 2 2 + 1 B_i^2:=r_{\max}^2+(J_i(\theta))^2+\|w_i^*\|_2^2+1 B i 2 := r m a x 2 + ( J i ( θ ) ) 2 + ∥ w i ∗ ∥ 2 2 + 1 . Thus,
∥ w ~ i ℓ + 1 − w ~ i ℓ ∥ 2 ≤ β L i R i ℓ . (58) \|\widetilde{w}_i^{\ell+1}-\widetilde{w}_i^\ell\|_2 \le\beta\sqrt{L_i}R_i^\ell. \tag*{(58)} ∥ w i ℓ + 1 − w i ℓ ∥ 2 ≤ β L i R i ℓ . (58)
Moreover, the average-reward recursion gives
∣ μ ~ i ℓ + 1 − μ ~ i ℓ ∣ ≤ c s s β ( ∣ r i ℓ − J i ( θ ) ∣ + ∣ μ ~ i ℓ ∣ ) ≤ β L i R i ℓ . |\widetilde{\mu}_i^{\ell+1}-\widetilde{\mu}_i^\ell| \le c_{ss}\beta(|r_i^\ell-J_i(\theta)|+|\widetilde{\mu}_i^\ell|)\le\beta\sqrt{L_i}R_i^\ell. ∣ μ i ℓ + 1 − μ i ℓ ∣ ≤ c ss β ( ∣ r i ℓ − J i ( θ ) ∣ + ∣ μ i ℓ ∣ ) ≤ β L i R i ℓ .
Combining this with (59) yields the corresponding one-step bound for the pair ( μ ~ i , w ~ i ) (\widetilde{\mu}_i,\widetilde{w}_i) ( μ i , w i ) . If β τ ( β ) ≤ 1 4 L i \beta\tau(\beta)\le\frac{1}{4\sqrt{L_i}} β τ ( β ) ≤ 4 L i 1 , from reverse triangle inequality, we obtain,
R i ℓ ≤ 2 R i t , ∀ ℓ ∈ [ t − τ ( β ) , t ] . (59) R_i^\ell\le2R_i^t,\qquad\forall\ell\in[t-\tau(\beta),t]. \tag*{(59)} R i ℓ ≤ 2 R i t , ∀ ℓ ∈ [ t − τ ( β ) , t ] . (59)
Telescoping (58) , yields
∥ w ~ i t − w ~ i t − τ ( β ) ∥ 2 ≤ 2 L i β τ ( β ) R i t . (60) \|\widetilde{w}_i^t-\widetilde{w}_i^{t-\tau(\beta)}\|_2 \le2\sqrt{L_i}\beta\tau(\beta)R_i^t. \tag*{(60)} ∥ w i t − w i t − τ ( β ) ∥ 2 ≤ 2 L i β τ ( β ) R i t . (60)
Define Π i ⊥ η i t , τ : = Π i ⊥ ( δ i t , τ ψ i t − h ˉ i t , τ ) \Pi_i^{\perp}\eta_i^{t,\tau}:=\Pi_i^{\perp}(\delta_i^{t,\tau}\psi_i^t-\bar{h}_i^{t,\tau}) Π i ⊥ η i t , τ := Π i ⊥ ( δ i t , τ ψ i t − h ˉ i t , τ ) , where δ i t , τ : = r i t − J i ( θ ) − μ ~ i t − τ + ( ψ i , t + 1 − ψ i , t ) ( w ~ i t + w ~ i t − τ ) \delta_i^{t,\tau}:=r_i^t-J_i(\theta)-\widetilde{\mu}_i^{t-\tau}+(\psi_{i,t+1}-\psi_{i,t})(\widetilde{w}_i^t+\widetilde{w}_i^{t-\tau}) δ i t , τ := r i t − J i ( θ ) − μ i t − τ + ( ψ i , t + 1 − ψ i , t ) ( w i t + w i t − τ ) , and h ˉ i t , τ : = E D π θ [ δ i t , τ ψ i t ∣ μ ~ i t − τ , w ~ i t − τ ] \bar{h}_i^{t,\tau}:=\mathbb{E}_{D_{\pi_\theta}}[\delta_i^{t,\tau}\psi_i^t\mid\widetilde{\mu}_i^{t-\tau},\widetilde{w}_i^{t-\tau}] h ˉ i t , τ := E D π θ [ δ i t , τ ψ i t ∣ μ i t − τ , w i t − τ ] . Then, from markov chain mixing, we obtain,
∥ E [ Π i ⊥ η i t , τ ∣ F t − τ ] ∥ 2 ≤ L i β R i t − τ . (61) \left\|\mathbb{E}[\Pi_i^{\perp}\eta_i^{t,\tau}\mid\mathcal{F}_{t-\tau}]\right\|_2 \le\sqrt{L_i}\beta R_i^{t-\tau}. \tag*{(61)} E [ Π i ⊥ η i t , τ ∣ F t − τ ] 2 ≤ L i β R i t − τ . (61)
Decompose
⟨ w ~ i t , Π i ⊥ η i t ⟩ = ⟨ w ~ i t − τ , Π i ⊥ η i t , τ ⟩ + ⟨ w ~ i t − w ~ i t − τ , Π i ⊥ η i t ⟩ + ⟨ w ~ i t − τ , Π i ⊥ η i t − Π i ⊥ η i t , τ ⟩ . (62) \langle\widetilde{w}_i^t,\Pi_i^{\perp}\eta_i^t\rangle
=
\langle\widetilde{w}_i^{t-\tau},\Pi_i^{\perp}\eta_i^{t,\tau}\rangle
+
\langle\widetilde{w}_i^t-\widetilde{w}_i^{t-\tau},\Pi_i^{\perp}\eta_i^t\rangle
+
\langle\widetilde{w}_i^{t-\tau},\Pi_i^{\perp}\eta_i^t-\Pi_i^{\perp}\eta_i^{t,\tau}\rangle. \tag*{(62)} ⟨ w i t , Π i ⊥ η i t ⟩ = ⟨ w i t − τ , Π i ⊥ η i t , τ ⟩ + ⟨ w i t − w i t − τ , Π i ⊥ η i t ⟩ + ⟨ w i t − τ , Π i ⊥ η i t − Π i ⊥ η i t , τ ⟩ . (62)
The first term of the decomposition can be bounded using Equations (62) and (60), and the fact that τ ( β ) > 1 \tau(\beta)>1 τ ( β ) > 1 as follows:
2 β ∣ E [ ⟨ w ~ i t − τ , Π i ⊥ η i t , τ ⟩ ] ∣ ≤ 8 L i β 2 τ ( β ) E [ ( R i t ) 2 ] . (63) 2\beta\left|\mathbb{E}\left[\langle\widetilde{w}_i^{t-\tau},\Pi_i^{\perp}\eta_i^{t,\tau}\rangle\right]\right|
\le8L_i\beta^2\tau(\beta)\mathbb{E}[(R_i^t)^2]. \tag*{(63)} 2 β E [ ⟨ w i t − τ , Π i ⊥ η i t , τ ⟩ ] ≤ 8 L i β 2 τ ( β ) E [( R i t ) 2 ] . (63)
Using (60) and the observation that ∥ Π i ⊥ η i t ∥ 2 ≤ L i R i t \|\Pi_i^{\perp}\eta_i^t\|_2\le\sqrt{L_i}R_i^t ∥ Π i ⊥ η i t ∥ 2 ≤ L i R i t , the second term is bounded in the following manner,
2 β ∣ E [ ⟨ w ~ i t − w ~ i t − τ , Π i ⊥ η i t ⟩ ] ∣ ≤ 16 L i β 2 τ ( β ) E [ ( R i t ) 2 ] . (64) 2\beta\left|\mathbb{E}\left[\langle\widetilde{w}_i^t-\widetilde{w}_i^{t-\tau},\Pi_i^{\perp}\eta_i^t\rangle\right]\right|
\le16L_i\beta^2\tau(\beta)\mathbb{E}[(R_i^t)^2]. \tag*{(64)} 2 β E [ ⟨ w i t − w i t − τ , Π i ⊥ η i t ⟩ ] ≤ 16 L i β 2 τ ( β ) E [( R i t ) 2 ] . (64)
Since Π i ⊥ η i t \Pi_i^{\perp}\eta_i^t Π i ⊥ η i t is Lipschitz in ( μ ~ i t , w ~ i t ) (\tilde{\mu}_i^t,\tilde{w}_i^t) ( μ ~ i t , w ~ i t ) with Lipschitz constant at most L i \sqrt{L_i} L i , it follows that ∥ Π i ⊥ η i t − Π i ⊥ η i t , τ ∥ 2 ≤ 2 L i β τ ( β ) R i t \|\Pi_i^{\perp}\eta_i^t-\Pi_i^{\perp}\eta_i^{t,\tau}\|_2\leq2L_i\beta\tau(\beta)R_i^t ∥ Π i ⊥ η i t − Π i ⊥ η i t , τ ∥ 2 ≤ 2 L i β τ ( β ) R i t . Using R i t − τ ≤ 2 R i t R_i^{t-\tau}\leq2R_i^t R i t − τ ≤ 2 R i t the third term can thus be bounded as,
2 β E [ ⟨ w ~ i t − τ , Π i ⊥ η i t − Π i ⊥ η i t , τ ⟩ ] ≤ 32 L i β 2 τ ( β ) E [ ( R i t ) 2 ] . (65) 2\beta\mathbb{E}\left[\left\langle\tilde{w}_i^{t-\tau},\Pi_i^{\perp}\eta_i^t-\Pi_i^{\perp}\eta_i^{t,\tau}\right\rangle\right]\leq32L_i\beta^2\tau(\beta)\mathbb{E}\left[(R_i^t)^2\right]. \tag*{(65)} 2 β E [ ⟨ w ~ i t − τ , Π i ⊥ η i t − Π i ⊥ η i t , τ ⟩ ] ≤ 32 L i β 2 τ ( β ) E [ ( R i t ) 2 ] . (65)
Combining Equations (63) ,(64) and (65) , we obtain,
∣ 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] ∣ ≤ 56 L i β 2 τ ( β ) E [ ( R i t ) 2 ] . (66) \left|2\beta\mathbb{E}\left[\left\langle\tilde{w}_i^t,\Pi_i^{\perp}\eta_i^t\right\rangle\right]\right|\leq56L_i\beta^2\tau(\beta)\mathbb{E}\left[(R_i^t)^2\right]. \tag*{(66)} 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] ≤ 56 L i β 2 τ ( β ) E [ ( R i t ) 2 ] . (66)
Recall that E [ ( u ~ i t ) 2 ] ≤ β C μ , i ≤ C μ , i \mathbb{E}[(\tilde{u}_i^t)^2]\leq\beta C_{\mu,i}\leq C_{\mu,i} E [( u ~ i t ) 2 ] ≤ β C μ , i ≤ C μ , i . Hence, we obtain
∣ 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] ∣ ≤ 56 L i β 2 τ ( β ) E [ V i t ] + 56 L i β 2 τ ( β ) ( B i 2 + C μ , i ) . (67) \left|2\beta\mathbb{E}\left[\left\langle\tilde{w}_i^t,\Pi_i^{\perp}\eta_i^t\right\rangle\right]\right|\leq56L_i\beta^2\tau(\beta)\mathbb{E}[V_i^t]+56L_i\beta^2\tau(\beta)\left(B_i^2+C_{\mu,i}\right). \tag*{(67)} 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] ≤ 56 L i β 2 τ ( β ) E [ V i t ] + 56 L i β 2 τ ( β ) ( B i 2 + C μ , i ) . (67)
When β τ ( β ) ≤ Δ i χ i 228 L i \beta\tau(\beta)\leq\frac{\Delta_i^{\chi_i}}{228L_i} β τ ( β ) ≤ 228 L i Δ i χ i , we obtain that 56 L i β 2 τ ( β ) E [ V i t ] ≤ Δ i χ i β 4 E [ V i t ] 56L_i\beta^2\tau(\beta)\mathbb{E}[V_i^t]\leq\frac{\Delta_i^{\chi_i}\beta}{4}\mathbb{E}[V_i^t] 56 L i β 2 τ ( β ) E [ V i t ] ≤ 4 Δ i χ i β E [ V i t ] . Thus we obtain
∣ 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] ∣ ≤ Δ i χ i β 4 E [ V i t ] + 56 L i β 2 τ ( β ) ( B i 2 + C μ , i ) . (68) \left|2\beta\mathbb{E}\left[\left\langle\tilde{w}_i^t,\Pi_i^{\perp}\eta_i^t\right\rangle\right]\right|\leq\frac{\Delta_i^{\chi_i}\beta}{4}\mathbb{E}[V_i^t]+56L_i\beta^2\tau(\beta)\left(B_i^2+C_{\mu,i}\right). \tag*{(68)} 2 β E [ ⟨ w ~ i t , Π i ⊥ η i t ⟩ ] ≤ 4 Δ i χ i β E [ V i t ] + 56 L i β 2 τ ( β ) ( B i 2 + C μ , i ) . (68)
Since ∥ Π i ⊥ ∥ 2 ≤ 1 \|\Pi_i^{\perp}\|_2\leq1 ∥ Π i ⊥ ∥ 2 ≤ 1 and ∣ δ i t ∣ 2 ∥ ψ i , t ∥ 2 2 ≤ 32 ψ ˉ 2 ( r max 2 + ψ ˉ 2 ∥ w i ∗ ∥ 2 2 ) + 4 ψ ˉ 2 ( μ ~ i t ) 2 + 8 ψ ˉ 4 V i t \left|\delta_i^t\right|^2\|\psi_{i,t}\|_2^2\leq32\bar{\psi}^2\left(r_{\max}^2+\bar{\psi}^2\|w_i^*\|_2^2\right)+4\bar{\psi}^2(\tilde{\mu}_i^t)^2+8\bar{\psi}^4V_i^t ∣ δ i t ∣ 2 ∥ ψ i , t ∥ 2 2 ≤ 32 ψ ˉ 2 ( r m a x 2 + ψ ˉ 2 ∥ w i ∗ ∥ 2 2 ) + 4 ψ ˉ 2 ( μ ~ i t ) 2 + 8 ψ ˉ 4 V i t . Therefore, using (57) and c s s β ≤ 1 c_{ss}\beta\leq1 c ss β ≤ 1 ,
β 2 E [ ∥ Π i ⊥ ( δ i t ψ i , t ) ∥ 2 ] ≤ 8 ψ ˉ 4 β 2 E [ V i t ] + β 2 C s q , i , (69) \beta^2\mathbb{E}\left[\|\Pi_i^{\perp}(\delta_i^t\psi_{i,t})\|^2\right]\leq8\bar{\psi}^4\beta^2\mathbb{E}[V_i^t]+\beta^2C_{\mathrm{sq},i}, \tag*{(69)} β 2 E [ ∥ Π i ⊥ ( δ i t ψ i , t ) ∥ 2 ] ≤ 8 ψ ˉ 4 β 2 E [ V i t ] + β 2 C sq , i , (69)
where
C s q , i : = 32 ψ ˉ 2 ( r max 2 + ψ ˉ 2 ∥ w i ∗ ∥ 2 2 ) + 4 ψ ˉ 2 C μ , i . C_{\mathrm{sq},i}:=32\bar{\psi}^2\left(r_{\max}^2+\bar{\psi}^2\|w_i^*\|_2^2\right)+4\bar{\psi}^2C_{\mu,i}. C sq , i := 32 ψ ˉ 2 ( r m a x 2 + ψ ˉ 2 ∥ w i ∗ ∥ 2 2 ) + 4 ψ ˉ 2 C μ , i .
If β ≤ Δ i χ i 32 ψ ˉ 4 \beta\leq\frac{\Delta_i^{\chi_i}}{32\bar{\psi}^4} β ≤ 32 ψ ˉ 4 Δ i χ i , then,
β 2 E [ ∥ Π i ⊥ ( δ i t ψ i , t ) ∥ 2 ] ≤ Δ i χ i β 4 E [ V i t ] + β 2 C s q , i . (70) \beta^2\mathbb{E}\left[\|\Pi_i^{\perp}(\delta_i^t\psi_{i,t})\|^2\right]\leq\frac{\Delta_i^{\chi_i}\beta}{4}\mathbb{E}[V_i^t]+\beta^2C_{\mathrm{sq},i}. \tag*{(70)} β 2 E [ ∥ Π i ⊥ ( δ i t ψ i , t ) ∥ 2 ] ≤ 4 Δ i χ i β E [ V i t ] + β 2 C sq , i . (70)
Combining Equations (70) , (68) and (53) yields the final result.
Theorem 6 (Finite Time TD Learning Bounds for Local and Global Value Functions). Fix a policy π θ \pi_\theta π θ . Let D π θ D_{\pi_\theta} D π θ be the stationary distribution over global state-action pairs ( s g , a g ) (s_g,a_g) ( s g , a g ) , and let d π θ d_{\pi_\theta} d π θ be the stationary distribution over global states. Define Λ i : = λ max ( χ i ⊤ D π θ χ i ) \Lambda_i:=\lambda_{\max}(\chi_i^\top D_{\pi_\theta}\chi_i) Λ i := λ m a x ( χ i ⊤ D π θ χ i ) ,
C i t r : = 1 + λ max ( ϕ i ⊤ D π θ ϕ i ) λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ λ max ( D π θ ) ∣ S g ∣ ∣ A g ∣ C_i^{\mathrm{tr}}:=\sqrt{1+\frac{\lambda_{\max}(\phi_i^\top D_{\pi_\theta}\phi_i)}{\lambda_{\max}(D_{\pi_\theta})|S_g||A_g|}}\sqrt{\lambda_{\max}(D_{\pi_\theta})|S_g||A_g|} C i tr := 1 + λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ λ m a x ( ϕ i ⊤ D π θ ϕ i ) λ m a x ( D π θ ) ∣ S g ∣∣ A g ∣ , ϵ F A , i : = ∥ ϕ i Q i ∗ − χ i w i ∗ ∥ D π θ \epsilon_{\mathrm{FA},i}:=\|\phi_iQ_i^*-\chi_iw_i^*\|_{D_{\pi_\theta}} ϵ FA , i := ∥ ϕ i Q i ∗ − χ i w i ∗ ∥ D π θ and ζ 1 , i : = E [ ∥ Π i ⊥ ( w i t 0 , i − w i ∗ ) ∥ 2 ] \zeta_{1,i}:=\mathbb{E}\left[\|\Pi_i^{\perp}(w_i^{t_{0,i}}-w_i^*)\|^2\right] ζ 1 , i := E [ ∥ Π i ⊥ ( w i t 0 , i − w i ∗ ) ∥ 2 ] . For t ≥ t 0 , i : = T μ , i ( β ) + τ ( β ) t\geq t_{0,i}:=T_{\mu,i}(\beta)+\tau(\beta) t ≥ t 0 , i := T μ , i ( β ) + τ ( β ) , define the local TD error as
E T D , i ( t , β ) : = Λ i [ ζ 1 , i ( 1 − Δ i χ i 2 β ) t − t 0 , i + 2 β Δ i χ i C b i a s , i ] 1 / 2 , \mathcal{E}_{\mathrm{TD},i}(t,\beta):=\sqrt{\Lambda_i}\left[\zeta_{1,i}\left(1-\frac{\Delta_i^{\chi_i}}{2}\beta\right)^{t-t_{0,i}}+\frac{2\beta}{\Delta_i^{\chi_i}}C_{\mathrm{bias},i}\right]^{1/2}, E TD , i ( t , β ) := Λ i [ ζ 1 , i ( 1 − 2 Δ i χ i β ) t − t 0 , i + Δ i χ i 2 β C bias , i ] 1/2 , where C b i a s , i : = 2 ∥ ψ ˉ i ∥ 2 2 Δ i χ i C μ , i + 32 ψ ˉ 2 ( r max 2 + ψ ˉ 2 ∥ w i ∗ ∥ 2 2 ) + 4 ψ ˉ 2 C μ , i + 56 L i τ ( β ) ( B i 2 + C μ , i ) C_{\mathrm{bias},i}:=\frac{2\|\bar{\psi}_i\|_2^2}{\Delta_i^{\chi_i}}C_{\mu,i}+32\bar{\psi}^2\left(r_{\max}^2+\bar{\psi}^2\|w_i^*\|_2^2\right)+4\bar{\psi}^2C_{\mu,i}+56L_i\tau(\beta)(B_i^2+C_{\mu,i}) C bias , i := Δ i χ i 2∥ ψ ˉ i ∥ 2 2 C μ , i + 32 ψ ˉ 2 ( r m a x 2 + ψ ˉ 2 ∥ w i ∗ ∥ 2 2 ) + 4 ψ ˉ 2 C μ , i + 56 L i τ ( β ) ( B i 2 + C μ , i ) . Under Assumption 1, the following hold
Single agent TD Learning bound: For every agent i i i and every t ≥ t 0 , i t\geq t_{0,i} t ≥ t 0 , i ,
inf c ˉ ∈ R E [ ∥ ( Q i θ + c ˉ e ) − χ i Π i ⊥ w i t ∥ D π θ ] ≤ C i t r ρ k + 1 ⏟ truncation error + ϵ F A , i ⏟ function approximation error + E T D , i ( t , β ) ⏟ TD learning error . (71) \inf_{\bar{c}\in\mathbb{R}}\mathbb{E}\left[\left\|(Q_i^\theta+\bar{c}e)-\chi_i\Pi_i^{\perp}w_i^t\right\|_{D_{\pi_\theta}}\right]\leq\underbrace{C_i^{\mathrm{tr}}\rho^{k+1}}_{\text{truncation error}}+\underbrace{\epsilon_{\mathrm{FA},i}}_{\text{function approximation error}}+\underbrace{\mathcal{E}_{\mathrm{TD},i}(t,\beta)}_{\text{TD learning error}}. \tag*{(71)} c ˉ ∈ R inf E [ ( Q i θ + c ˉ e ) − χ i Π i ⊥ w i t D π θ ] ≤ truncation error C i tr ρ k + 1 + function approximation error ϵ FA , i + TD learning error E TD , i ( t , β ) . (71) Global value-function TD learning bound: Define the learned global action-value approximation Q ^ g l o b t : = ∑ i = 1 n χ i Π i ⊥ w i t \widehat{Q}_{\mathrm{glob}}^t:=\sum_{i=1}^n\chi_i\Pi_i^{\perp}w_i^t Q glob t := ∑ i = 1 n χ i Π i ⊥ w i t , and the corresponding learned global state-value approximation V ^ g l o b t ( s g ) : = ∑ a g ∈ A g π θ ( a g ∣ s g ) Q ^ g l o b t ( s g , a g ) \widehat{V}_{\mathrm{glob}}^t(s_g):=\sum_{a_g\in A_g}\pi_\theta(a_g\mid s_g)\widehat{Q}_{\mathrm{glob}}^t(s_g,a_g) V glob t ( s g ) := ∑ a g ∈ A g π θ ( a g ∣ s g ) Q glob t ( s g , a g ) . Let t 0 : = max 1 ≤ i ≤ n t 0 , i t_0:=\max_{1\leq i\leq n}t_{0,i} t 0 := max 1 ≤ i ≤ n t 0 , i . For every t ≥ t 0 t\geq t_0 t ≥ t 0 ,
inf c ˉ ∈ R E [ ∥ ( V θ + c ˉ e S ) − V ^ g l o b t ∥ d π θ ] ≤ ∑ i = 1 n C i t r ρ k + 1 ⏟ global truncation error + ∑ i = 1 n ϵ F A , i ⏟ global FA error + ∑ i = 1 n E T D , i ( t , β ) ⏟ global TD learning error . (72) \inf_{\bar{c}\in\mathbb{R}}\mathbb{E}\left[\left\|(V^\theta+\bar{c}e_S)-\widehat{V}_{\mathrm{glob}}^t\right\|_{d_{\pi_\theta}}\right]\leq\sum_{i=1}^n\underbrace{C_i^{\mathrm{tr}}\rho^{k+1}}_{\text{global truncation error}}+\sum_{i=1}^n\underbrace{\epsilon_{\mathrm{FA},i}}_{\text{global FA error}}+\sum_{i=1}^n\underbrace{\mathcal{E}_{\mathrm{TD},i}(t,\beta)}_{\text{global TD learning error}}. \tag*{(72)} c ˉ ∈ R inf E [ ( V θ + c ˉ e S ) − V glob t d π θ ] ≤ i = 1 ∑ n global truncation error C i tr ρ k + 1 + i = 1 ∑ n global FA error ϵ FA , i + i = 1 ∑ n global TD learning error E TD , i ( t , β ) . (72)
Proof. We first prove the single-agent bound. Fix an agent i i i . Since w i ⋆ ∈ S Ψ i , e ⊥ w_i^\star\in S_{\Psi_i,e}^{\perp} w i ⋆ ∈ S Ψ i , e ⊥ , we have Π i ⊥ w i ⋆ = w i ⋆ \Pi_i^\perp w_i^\star= w_i^\star Π i ⊥ w i ⋆ = w i ⋆ . For any scalar c ˉ ∈ R \bar{c} \in\mathbb{R} c ˉ ∈ R ,
( Q i θ + c ˉ e ) − χ i Π i ⊥ w i ⋆ = ( ( Q i θ + c ˉ e ) − ϕ i Q ^ i ⋆ ) + ( ϕ i Q ^ i ⋆ − χ i w i ⋆ ) + χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) . (Q_i^\theta+ \bar{c}e) - \chi_i\Pi_i^\perp w_i^\star= ((Q_i^\theta+ \bar{c}e) - \phi_i\widehat{Q}_i^\star) + (\phi_i\widehat{Q}_i^\star- \chi_i w_i^\star) + \chi_i(\Pi_i^\perp w_i^\star- \Pi_i^\perp w_i^t). ( Q i θ + c ˉ e ) − χ i Π i ⊥ w i ⋆ = (( Q i θ + c ˉ e ) − ϕ i Q i ⋆ ) + ( ϕ i Q i ⋆ − χ i w i ⋆ ) + χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) .
Taking the D π θ D_{\pi_\theta} D π θ -norm, expectation, and then the infimum over c ˉ \bar{c} c ˉ gives
inf c ˉ ∈ R E [ ∥ ( Q i θ + c ˉ e ) − χ i Π i ⊥ w i t ∥ D π θ ] ≤ inf c ˉ ∈ R ∥ ( Q i θ + c ˉ e ) − ϕ i Q ^ i ⋆ ∥ D π θ + ∥ ϕ i Q ^ i ⋆ − χ i w i ⋆ ∥ D π θ + E [ ∥ χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) ∥ D π θ ] . (73) \inf_{\bar{c}\in\mathbb{R}} \mathbb{E}\left[\left\|(Q_i^\theta+\bar{c}e)-\chi_i\Pi_i^\perp w_i^t\right\|_{D_{\pi_\theta}}\right] \leq\inf_{\bar{c}\in\mathbb{R}}\left\|(Q_i^\theta+\bar{c}e)-\phi_i\widehat{Q}_i^\star\right\|_{D_{\pi_\theta}}+\left\|\phi_i\widehat{Q}_i^\star-\chi_iw_i^\star\right\|_{D_{\pi_\theta}}+\mathbb{E}\left[\left\|\chi_i(\Pi_i^\perp w_i^\star-\Pi_i^\perp w_i^t)\right\|_{D_{\pi_\theta}}\right]. \tag*{(73)} c ˉ ∈ R inf E [ ( Q i θ + c ˉ e ) − χ i Π i ⊥ w i t D π θ ] ≤ c ˉ ∈ R inf ( Q i θ + c ˉ e ) − ϕ i Q i ⋆ D π θ + ϕ i Q i ⋆ − χ i w i ⋆ D π θ + E [ χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) D π θ ] . (73)
By the local truncation bound,
inf c ˉ ∈ R ∥ ( Q i θ + c ˉ e ) − ϕ i Q ^ i ⋆ ∥ D π θ ≤ C i t r c ρ k + 1 . (74) \inf_{\bar{c}\in\mathbb{R}}\left\|(Q_i^\theta+\bar{c}e)-\phi_i\widehat{Q}_i^\star\right\|_{D_{\pi_\theta}} \leq C_i^{\mathrm{tr}}c\rho^{k+1}. \tag*{(74)} c ˉ ∈ R inf ( Q i θ + c ˉ e ) − ϕ i Q i ⋆ D π θ ≤ C i tr c ρ k + 1 . (74)
For the third term, since χ i = ϕ i Ψ i \chi_i=\phi_i\Psi_i χ i = ϕ i Ψ i ,
∥ χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) ∥ D π θ 2 = ( Π i ⊥ ( w i ⋆ − w i t ) ) ⊤ χ i ⊤ D π θ χ i Π i ⊥ ( w i ⋆ − w i t ) ≤ Λ i ∥ Π i ⊥ ( w i t − w i ⋆ ) ∥ 2 2 . (75) \left\|\chi_i(\Pi_i^\perp w_i^\star-\Pi_i^\perp w_i^t)\right\|_{D_{\pi_\theta}}^2 = (\Pi_i^\perp(w_i^\star-w_i^t))^\top\chi_i^\top D_{\pi_\theta}\chi_i\Pi_i^\perp(w_i^\star-w_i^t) \leq\Lambda_i\left\|\Pi_i^\perp(w_i^t-w_i^\star)\right\|_2^2. \tag*{(75)} χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) D π θ 2 = ( Π i ⊥ ( w i ⋆ − w i t ) ) ⊤ χ i ⊤ D π θ χ i Π i ⊥ ( w i ⋆ − w i t ) ≤ Λ i Π i ⊥ ( w i t − w i ⋆ ) 2 2 . (75)
Therefore, by Jensen’s inequality,
E [ ∥ χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) ∥ D π θ ] ≤ Λ i E [ ∥ Π i ⊥ ( w i t − w i ⋆ ) ∥ 2 2 ] . (76) \mathbb{E}\left[\left\|\chi_i(\Pi_i^\perp w_i^\star-\Pi_i^\perp w_i^t)\right\|_{D_{\pi_\theta}}\right] \leq\sqrt{\Lambda_i\mathbb{E}\left[\left\|\Pi_i^\perp(w_i^t-w_i^\star)\right\|_2^2\right]}. \tag*{(76)} E [ χ i ( Π i ⊥ w i ⋆ − Π i ⊥ w i t ) D π θ ] ≤ Λ i E [ Π i ⊥ ( w i t − w i ⋆ ) 2 2 ] . (76)
Iterating Lemma 5 from t 0 , i t_{0,i} t 0 , i to t t t gives
E [ ∥ Π i ⊥ ( w i t − w i ⋆ ) ∥ 2 2 ] ≤ ζ 1 , i ( 1 − Δ i χ i 2 β ) t − t 0 , i + 2 β Δ i χ C b i a s , i . (77) \mathbb{E}\left[\left\|\Pi_i^\perp(w_i^t-w_i^\star)\right\|_2^2\right] \leq\zeta_{1,i}\left(1-\frac{\Delta_i\chi_i}{2}\beta\right)^{t-t_{0,i}}+\frac{2\beta}{\Delta_i^\chi}C_{\mathrm{bias},i}. \tag*{(77)} E [ Π i ⊥ ( w i t − w i ⋆ ) 2 2 ] ≤ ζ 1 , i ( 1 − 2 Δ i χ i β ) t − t 0 , i + Δ i χ 2 β C bias , i . (77)
Combining Equations (74)-(78) proves (72).
We next prove the global value-function bound. For arbitrary constants c ˉ 1 , … , c ˉ n \bar{c}_1,\ldots,\bar{c}_n c ˉ 1 , … , c ˉ n , let c ˉ : = ∑ i = 1 n c ˉ i \bar{c}:=\sum_{i=1}^n\bar{c}_i c ˉ := ∑ i = 1 n c ˉ i . Then
( Q θ + c ˉ e ) − Q ^ g l o b t = ∑ i = 1 n [ ( Q i θ + c ˉ i e ) − χ i Π i ⊥ w i t ] . (Q^\theta+\bar{c}e)-\widehat{Q}_{\mathrm{glob}}^t=\sum_{i=1}^n\left[(Q_i^\theta+\bar{c}_ie)-\chi_i\Pi_i^\perp w_i^t\right]. ( Q θ + c ˉ e ) − Q glob t = i = 1 ∑ n [ ( Q i θ + c ˉ i e ) − χ i Π i ⊥ w i t ] .
By the triangle inequality,
∥ ( Q θ + c ˉ e ) − Q ^ g l o b t ∥ D π θ ≤ ∑ i = 1 n ∥ ( Q i θ + c ˉ i e ) − χ i Π i ⊥ w i t ∥ D π θ . \left\|(Q^\theta+\bar{c}e)-\widehat{Q}_{\mathrm{glob}}^t\right\|_{D_{\pi_\theta}}\leq\sum_{i=1}^n\left\|(Q_i^\theta+\bar{c}_ie)-\chi_i\Pi_i^\perp w_i^t\right\|_{D_{\pi_\theta}}. ( Q θ + c ˉ e ) − Q glob t D π θ ≤ i = 1 ∑ n ( Q i θ + c ˉ i e ) − χ i Π i ⊥ w i t D π θ .
Taking expectation and optimizing over each c ˉ i \bar{c}_i c ˉ i gives
inf c ˉ ∈ R E [ ∥ ( Q θ + c ˉ e ) − Q ^ g l o b t ∥ D π θ ] ≤ ∑ i = 1 n inf c ˉ i ∈ R E [ ∥ ( Q i θ + c ˉ i e ) − χ i Π i ⊥ w i t ∥ D π θ ] . (78) \inf_{\bar{c}\in\mathbb{R}}\mathbb{E}\left[\left\|(Q^\theta+\bar{c}e)-\widehat{Q}_{\mathrm{glob}}^t\right\|_{D_{\pi_\theta}}\right]\leq\sum_{i=1}^n\inf_{\bar{c}_i\in\mathbb{R}}\mathbb{E}\left[\left\|(Q_i^\theta+\bar{c}_ie)-\chi_i\Pi_i^\perp w_i^t\right\|_{D_{\pi_\theta}}\right]. \tag*{(78)} c ˉ ∈ R inf E [ ( Q θ + c ˉ e ) − Q glob t D π θ ] ≤ i = 1 ∑ n c ˉ i ∈ R inf E [ ( Q i θ + c ˉ i e ) − χ i Π i ⊥ w i t D π θ ] . (78)
Applying the single-agent bound to each term yields
inf c ˉ ∈ R E [ ∥ ( Q θ + c ˉ e ) − Q ^ g l o b t ∥ D π θ ] ≤ ∑ i = 1 n [ C i t r c ρ k + 1 + ε F A , i + ε T D , i ( t , β ) ] . (79) \inf_{\bar{c}\in\mathbb{R}}\mathbb{E}\left[\left\|(Q^\theta+\bar{c}e)-\widehat{Q}_{\mathrm{glob}}^t\right\|_{D_{\pi_\theta}}\right]\leq\sum_{i=1}^n\left[C_i^{\mathrm{tr}}c\rho^{k+1}+\varepsilon_{\mathrm{FA},i}+\varepsilon_{\mathrm{TD},i}(t,\beta)\right]. \tag*{(79)} c ˉ ∈ R inf E [ ( Q θ + c ˉ e ) − Q glob t D π θ ] ≤ i = 1 ∑ n [ C i tr c ρ k + 1 + ε FA , i + ε TD , i ( t , β ) ] . (79)
Finally, relate the global state-value error to the global action-value error. For any global state-action error
F ( s g , a g ) : = ( Q θ ( s g , a g ) + c ˉ ) − Q ^ g l o b t ( s g , a g ) , F(s_g,a_g):=(Q^\theta(s_g,a_g)+\bar{c})-\widehat{Q}_{\mathrm{glob}}^t(s_g,a_g), F ( s g , a g ) := ( Q θ ( s g , a g ) + c ˉ ) − Q glob t ( s g , a g ) ,
we have
( V θ ( s g ) + c ˉ ) − V ^ g l o b t ( s g ) = ∑ a g ∈ A g π θ ( a g ∣ s g ) F ( s g , a g ) . (V^\theta(s_g)+\bar{c})-\widehat{V}_{\mathrm{glob}}^t(s_g)=\sum_{a_g\in A_g}\pi_\theta(a_g\mid s_g)F(s_g,a_g). ( V θ ( s g ) + c ˉ ) − V glob t ( s g ) = a g ∈ A g ∑ π θ ( a g ∣ s g ) F ( s g , a g ) .
By Jensen’s inequality,
∣ ( V θ ( s g ) + c ˉ ) − V ^ g l o b t ( s g ) ∣ 2 ≤ ∑ a g ∈ A g π θ ( a g ∣ s g ) F ( s g , a g ) 2 . \left|(V^\theta(s_g)+\bar{c})-\widehat{V}_{\mathrm{glob}}^t(s_g)\right|^2\leq\sum_{a_g\in A_g}\pi_\theta(a_g\mid s_g)F(s_g,a_g)^2. ( V θ ( s g ) + c ˉ ) − V glob t ( s g ) 2 ≤ a g ∈ A g ∑ π θ ( a g ∣ s g ) F ( s g , a g ) 2 .
Multiplying by d π θ ( s g ) d_{\pi_\theta}(s_g) d π θ ( s g ) and summing over s g s_g s g gives
∥ ( V θ + c ˉ e S ) − V ^ g l o b t ∥ d π θ ≤ ∥ ( Q θ + c ˉ e ) − Q ^ g l o b t ∥ D π θ . \left\|(V^\theta+\bar{c}e_S)-\widehat{V}_{\mathrm{glob}}^t\right\|_{d_{\pi_\theta}}\leq\left\|(Q^\theta+\bar{c}e)-\widehat{Q}_{\mathrm{glob}}^t\right\|_{D_{\pi_\theta}}. ( V θ + c ˉ e S ) − V glob t d π θ ≤ ( Q θ + c ˉ e ) − Q glob t D π θ .
Taking expectation, the infimum over c ˉ \bar{c} c ˉ , and then using Equation 80 proves (73).
The fixed-policy Lyapunov drift in Lemma 5 is adapted from the average-reward TD analysis of Zhang et al. [ [38 ] , specialized to λ = 0 \lambda= 0 λ = 0 and applied to the localized composite feature matrix χ i = ϕ i ′ ψ i \chi_i = \phi_i^\prime\psi_i χ i = ϕ i ′ ψ i . The contribution lies in the fixed point characterization of the local networked structure and in explicitly distinguishing between localization errors and feature-approximation errors.
Moving-target critic stability.
Lemma 6 (Lipschitzness with respect to softmax parameter θ \theta θ ). Let X : = S g × A g \mathcal{X} := \mathcal{S}_g \times\mathcal{A}_g X := S g × A g . Define m : = ∣ X ∣ m := \lvert\mathcal{X}\rvert m := ∣ X ∣ . Let P π θ P_{\pi_\theta} P π θ be the frozen state-action Markov kernel P π θ ( ( s g , a g ) , ( s g + , a g + ) ) : = P ( s g + ∣ s g , a g ) π θ ( a g + ∣ s g + ) P_{\pi_\theta}((s_g,a_g),(s_g^+,a_g^+)) := P(s_g^+ \mid s_g,a_g)\pi_\theta(a_g^+ \mid s_g^+) P π θ (( s g , a g ) , ( s g + , a g + )) := P ( s g + ∣ s g , a g ) π θ ( a g + ∣ s g + ) . Let ν θ \nu^\theta ν θ denote its unique stationary distribution on S g × A g \mathcal{S}_g \times\mathcal{A}_g S g × A g . For θ ∈ Θ a c \theta\in\Theta_{\mathrm{ac}} θ ∈ Θ ac , define
Δ i χ ( θ ) : = inf ∥ v ∥ 2 = 1 v ∈ S Ψ i , e ⊥ v T χ i T D π θ ( I − P π θ ) χ i v , Δ i : = inf θ ∈ Θ a c Δ i χ ( θ ) . (80) \Delta_i^\chi(\theta) := \inf_{\substack{\lVert v\rVert_2=1\\ v\in\mathcal{S}_{\Psi_i,e}^\perp}} v^\mathsf{T}\chi_i^\mathsf{T}D_{\pi_\theta}(I-P_{\pi_\theta})\chi_i v,\qquad
\Delta_i := \inf_{\theta\in\Theta_{\mathrm{ac}}}\Delta_i^\chi(\theta). \tag*{(80)} Δ i χ ( θ ) := ∥ v ∥ 2 = 1 v ∈ S Ψ i , e ⊥ inf v T χ i T D π θ ( I − P π θ ) χ i v , Δ i := θ ∈ Θ ac inf Δ i χ ( θ ) . (80)
Then under Assumptions 1 and 2, the following hold:
The kernel is globally Lipschitz in the actor parameter:
sup x ∈ X d T V ( P π θ ( x , ⋅ ) , P π θ ′ ( x , ⋅ ) ) ≤ L K ∥ θ − θ ′ ∥ 2 , L K : = 2 n . (81) \sup_{x\in\mathcal{X}}d_{\mathrm{TV}}(P_{\pi_\theta}(x,\cdot),P_{\pi_{\theta^\prime}}(x,\cdot)) \le L_K\lVert\theta-\theta^\prime\rVert_2,\qquad L_K := \sqrt{2n}. \tag*{(81)} x ∈ X sup d TV ( P π θ ( x , ⋅ ) , P π θ ′ ( x , ⋅ )) ≤ L K ∥ θ − θ ′ ∥ 2 , L K := 2 n . (81)
The stationary state-action distribution is globally Lipschitz:
d T V ( ν θ , ν θ ′ ) ≤ L ν X ∥ θ − θ ′ ∥ 2 , L ν X : = 2 m m i x L K 1 − ρ m i x . (82) d_{\mathrm{TV}}(\nu^\theta,\nu^{\theta^\prime}) \le L_\nu^\mathcal{X}\lVert\theta-\theta^\prime\rVert_2,\qquad L_\nu^\mathcal{X} := \frac{2m_{\mathrm{mix}}L_K}{1-\rho_{\mathrm{mix}}}. \tag*{(82)} d TV ( ν θ , ν θ ′ ) ≤ L ν X ∥ θ − θ ′ ∥ 2 , L ν X := 1 − ρ mix 2 m mix L K . (82)
The stationary one-step law is globally Lipschitz:
d T V ( ν ˉ θ , ν ˉ θ ′ ) ≤ L ν ∥ θ − θ ′ ∥ 2 , L ν : = L ν X + L K . (83) d_{\mathrm{TV}}(\bar{\nu}^{\theta},\bar{\nu}^{\theta^\prime}) \le L_\nu\lVert\theta-\theta^\prime\rVert_2,\qquad L_\nu:= L_\nu^\mathcal{X}+L_K. \tag*{(83)} d TV ( ν ˉ θ , ν ˉ θ ′ ) ≤ L ν ∥ θ − θ ′ ∥ 2 , L ν := L ν X + L K . (83)
Each local average reward is globally Lipschitz:
∣ J i ( θ ) − J i ( θ ′ ) ∣ ≤ L J , i ∥ θ − θ ′ ∥ 2 , L J , i : = 2 r max , i L ν X . (84) \lvert J_i(\theta)-J_i(\theta^\prime)\rvert\le L_{J,i}\lVert\theta-\theta^\prime\rVert_2,\qquad L_{J,i}:=2r_{\max,i}L_\nu^\mathcal{X}. \tag*{(84)} ∣ J i ( θ ) − J i ( θ ′ )∣ ≤ L J , i ∥ θ − θ ′ ∥ 2 , L J , i := 2 r m a x , i L ν X . (84)
The unique restricted critic target w i ⋆ ( θ ) ∈ W i ⋆ w_i^\star(\theta)\in W_i^\star w i ⋆ ( θ ) ∈ W i ⋆ satisfies
∥ w i ⋆ ( θ ) ∥ 2 ≤ W ⋆ , i , W ⋆ , i : = 2 r max , i ψ ˉ Δ i , \lVert w_i^\star(\theta)\rVert_2\le W_{\star,i},\qquad W_{\star,i}:=\frac{2r_{\max,i}\bar{\psi}}{\Delta_i}, ∥ w i ⋆ ( θ ) ∥ 2 ≤ W ⋆ , i , W ⋆ , i := Δ i 2 r m a x , i ψ ˉ ,
and is Lipschitz
∥ w i ⋆ ( θ ) − w i ⋆ ( θ ′ ) ∥ 2 ≤ L w , i ∥ θ − θ ′ ∥ 2 , L w , i : = L b , i + L A , i W ⋆ , i Δ i . \lVert w_i^\star(\theta)-w_i^\star(\theta^\prime)\rVert_2\le L_{w,i}\lVert\theta-\theta^\prime\rVert_2,\qquad L_{w,i}:=\frac{L_{b,i}+L_{A,i}W_{\star,i}}{\Delta_i}. ∥ w i ⋆ ( θ ) − w i ⋆ ( θ ′ ) ∥ 2 ≤ L w , i ∥ θ − θ ′ ∥ 2 , L w , i := Δ i L b , i + L A , i W ⋆ , i .
Consequently,
W ⋆ : = max 1 ≤ i ≤ n W ⋆ , i < ∞ , sup θ ∈ Θ a c ∥ w i ⋆ ( θ ) ∥ 2 ≤ W ⋆ . W_\star:=\max_{1\le i\le n}W_{\star,i}<\infty,\qquad\sup_{\theta\in\Theta_{\mathrm{ac}}}\lVert w_i^\star(\theta)\rVert_2\le W_\star. W ⋆ := 1 ≤ i ≤ n max W ⋆ , i < ∞ , θ ∈ Θ ac sup ∥ w i ⋆ ( θ ) ∥ 2 ≤ W ⋆ .
Proof. For x = ( s g , a g ) x=(s_g,a_g) x = ( s g , a g ) , define the global softmax score S θ ( x ) : = ∇ θ log π θ ( a g ∣ s g ) S_\theta(x):=\nabla_\theta\log\pi_\theta(a_g\mid s_g) S θ ( x ) := ∇ θ log π θ ( a g ∣ s g ) . By the product form of the policy, S θ ( s g , a g ) = ( ∇ θ 1 log π θ 1 ( a 1 ∣ s 1 ) , … , ∇ θ n log π θ n ( a n ∣ s n ) ) S_\theta(s_g,a_g)=(\nabla_{\theta_1}\log\pi_{\theta_1}(a_1\mid s_1),\ldots,\nabla_{\theta_n}\log\pi_{\theta_n}(a_n\mid s_n)) S θ ( s g , a g ) = ( ∇ θ 1 log π θ 1 ( a 1 ∣ s 1 ) , … , ∇ θ n log π θ n ( a n ∣ s n )) . For one local softmax block,
∂ ∂ θ i ( s i , b i ) log π θ i ( a i ∣ s i ) = 1 { a i = b i } − π θ i ( b i ∣ s i ) . \frac{\partial}{\partial\theta_i(s_i,b_i)}\log\pi_{\theta_i}(a_i\mid s_i)=\mathbb{1}\{a_i=b_i\}-\pi_{\theta_i}(b_i\mid s_i). ∂ θ i ( s i , b i ) ∂ log π θ i ( a i ∣ s i ) = 1 { a i = b i } − π θ i ( b i ∣ s i ) .
Hence ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ 2 \lVert\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\rVert_2\le\sqrt{2} ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ 2 , and therefore
∥ S θ ( s g , a g ) ∥ 2 ≤ 2 n = : G . (85) \lVert S_\theta(s_g,a_g)\rVert_2\le\sqrt{2n}=:G. \tag*{(85)} ∥ S θ ( s g , a g ) ∥ 2 ≤ 2 n =: G . (85)
We first prove the kernel Lipschitz bound. For any fixed s g + s_g^+ s g + , the mean-value theorem and the score bound give
∑ a g + ∈ A g ∣ π θ ( a g + ∣ s g + ) − π θ ′ ( a g + ∣ s g + ) ∣ ≤ sup ϑ ∑ a g + ∈ A g ∥ ∇ ϑ π ϑ ( a g + ∣ s g + ) ∥ 2 ∥ θ − θ ′ ∥ 2 (86) \sum_{a_g^+ \in\mathcal{A}_g} \left|\pi_\theta(a_g^+ \mid s_g^+) - \pi_{\theta'}(a_g^+ \mid s_g^+)\right| \le\sup_{\vartheta} \sum_{a_g^+ \in\mathcal{A}_g} \left\|\nabla_\vartheta\pi_\vartheta(a_g^+ \mid s_g^+)\right\|_2 \left\|\theta-\theta'\right\|_2 \tag*{(86)} a g + ∈ A g ∑ π θ ( a g + ∣ s g + ) − π θ ′ ( a g + ∣ s g + ) ≤ ϑ sup a g + ∈ A g ∑ ∇ ϑ π ϑ ( a g + ∣ s g + ) 2 ∥ θ − θ ′ ∥ 2 (86)
= sup ϑ ∑ a g + ∈ A g π ϑ ( a g + ∣ s g + ) ∥ ∇ ϑ log π ϑ ( a g + ∣ s g + ) ∥ 2 ∥ θ − θ ′ ∥ 2 (87) = \sup_{\vartheta} \sum_{a_g^+ \in\mathcal{A}_g} \pi_\vartheta(a_g^+ \mid s_g^+) \left\|\nabla_\vartheta\log\pi_\vartheta(a_g^+ \mid s_g^+)\right\|_2 \left\|\theta-\theta'\right\|_2 \tag*{(87)} = ϑ sup a g + ∈ A g ∑ π ϑ ( a g + ∣ s g + ) ∇ ϑ log π ϑ ( a g + ∣ s g + ) 2 ∥ θ − θ ′ ∥ 2 (87)
≤ G ∥ θ − θ ′ ∥ 2 . (88) \le G\left\|\theta-\theta'\right\|_2. \tag*{(88)} ≤ G ∥ θ − θ ′ ∥ 2 . (88)
Since the environment transition P ( s g + ∣ s g , a g ) P(s_g^+ \mid s_g,a_g) P ( s g + ∣ s g , a g ) does not depend on θ \theta θ ,
d T V ( P π θ ( x , ⋅ ) , P π θ ′ ( x , ⋅ ) ) ≤ ∑ s g + P ( s g + ∣ s g , a g ) d T V ( π θ ( ⋅ ∣ s g + ) , π θ ′ ( ⋅ ∣ s g + ) ) (89) d_{\mathrm{TV}}\left(P_{\pi_\theta}(x,\cdot),P_{\pi_{\theta'}}(x,\cdot)\right) \le\sum_{s_g^+}P(s_g^+ \mid s_g,a_g)d_{\mathrm{TV}}\left(\pi_\theta(\cdot\mid s_g^+),\pi_{\theta'}(\cdot\mid s_g^+)\right) \tag*{(89)} d TV ( P π θ ( x , ⋅ ) , P π θ ′ ( x , ⋅ ) ) ≤ s g + ∑ P ( s g + ∣ s g , a g ) d TV ( π θ ( ⋅ ∣ s g + ) , π θ ′ ( ⋅ ∣ s g + ) ) (89)
≤ G ∥ θ − θ ′ ∥ 2 . (90) \le G\left\|\theta-\theta'\right\|_2. \tag*{(90)} ≤ G ∥ θ − θ ′ ∥ 2 . (90)
Thus L K = G = 2 n L_K=G=\sqrt{2n} L K = G = 2 n .
We next prove Lipschitzness of the stationary distribution. Define d T V ( p , q ) = 1 2 ∑ x ∈ X ∣ p ( x ) − q ( x ) ∣ d_{\mathrm{TV}}(p,q)=\frac{1}{2}\sum_{x\in\mathcal{X}}|p(x)-q(x)| d TV ( p , q ) = 2 1 ∑ x ∈ X ∣ p ( x ) − q ( x ) ∣ . For signed measures μ \mu μ with total mass zero, define ∥ μ ∥ T V : = 1 2 ∑ x ∈ X ∣ μ ( x ) ∣ \|\mu\|_{\mathrm{TV}}:=\frac{1}{2}\sum_{x\in\mathcal{X}}|\mu(x)| ∥ μ ∥ TV := 2 1 ∑ x ∈ X ∣ μ ( x ) ∣ . Fix θ , θ ′ \theta,\theta' θ , θ ′ . For brevity, write K : = P π θ K:=P_{\pi_\theta} K := P π θ , K ′ : = P π θ ′ K':=P_{\pi_{\theta'}} K ′ := P π θ ′ , ν : = ν θ \nu:=\nu^\theta ν := ν θ , and ν ′ : = ν θ ′ \nu':=\nu^{\theta'} ν ′ := ν θ ′ . Define Δ K : = K ′ − K \Delta K:=K'-K Δ K := K ′ − K , and δ : = ν ′ Δ K \delta:=\nu'\Delta K δ := ν ′ Δ K . From its definition, it follows that δ \delta δ has total mass zero. Moreover,
∥ δ ∥ T V = d T V ( ν ′ K ′ , ν ′ K ) ≤ ∑ x ∈ X ν ′ ( x ) d T V ( K ′ ( x , ⋅ ) , K ( x , ⋅ ) ) ≤ L K ∥ θ − θ ′ ∥ 2 . \|\delta\|_{\mathrm{TV}}=d_{\mathrm{TV}}(\nu'K',\nu'K)\le\sum_{x\in\mathcal{X}}\nu'(x)d_{\mathrm{TV}}(K'(x,\cdot),K(x,\cdot))\le L_K\|\theta-\theta'\|_2. ∥ δ ∥ TV = d TV ( ν ′ K ′ , ν ′ K ) ≤ x ∈ X ∑ ν ′ ( x ) d TV ( K ′ ( x , ⋅ ) , K ( x , ⋅ )) ≤ L K ∥ θ − θ ′ ∥ 2 .
Since ν ′ \nu' ν ′ is stationary for K ′ K' K ′ , we have ν ′ K ′ = ν ′ \nu'K'=\nu' ν ′ K ′ = ν ′ . Therefore, for every integer T ≥ 1 T\ge1 T ≥ 1 ,
ν ′ − ν ′ K T = ∑ ℓ = 0 T − 1 ( ν ′ K ℓ − ν ′ K ℓ + 1 ) = ∑ ℓ = 0 T − 1 ν ′ ( I − K ) K ℓ = ∑ ℓ = 0 T − 1 ν ′ ( K ′ − K ) K ℓ = ∑ ℓ = 0 T − 1 δ K ℓ . (91) \nu'-\nu'K^T=\sum_{\ell=0}^{T-1}(\nu'K^\ell-\nu'K^{\ell+1})=\sum_{\ell=0}^{T-1}\nu'(I-K)K^\ell=\sum_{\ell=0}^{T-1}\nu'(K'-K)K^\ell=\sum_{\ell=0}^{T-1}\delta K^\ell. \tag*{(91)} ν ′ − ν ′ K T = ℓ = 0 ∑ T − 1 ( ν ′ K ℓ − ν ′ K ℓ + 1 ) = ℓ = 0 ∑ T − 1 ν ′ ( I − K ) K ℓ = ℓ = 0 ∑ T − 1 ν ′ ( K ′ − K ) K ℓ = ℓ = 0 ∑ T − 1 δ K ℓ . (91)
By the uniform mixing assumption,
d T V ( ν ′ K T , ν ) ≤ ∑ x ∈ X ν ′ ( x ) d T V ( K T ( x , ⋅ ) , ν ) ≤ m m i x ρ m i x T → 0. (92) d_{\mathrm{TV}}(\nu'K^T,\nu)\le\sum_{x\in\mathcal{X}}\nu'(x)d_{\mathrm{TV}}(K^T(x,\cdot),\nu)\le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^T\to0. \tag*{(92)} d TV ( ν ′ K T , ν ) ≤ x ∈ X ∑ ν ′ ( x ) d TV ( K T ( x , ⋅ ) , ν ) ≤ m mix ρ mix T → 0. (92)
Thus, letting T → ∞ T\to\infty T → ∞ ,
ν ′ − ν = ∑ ℓ = 0 ∞ δ K ℓ . (93) \nu'-\nu=\sum_{\ell=0}^{\infty}\delta K^\ell. \tag*{(93)} ν ′ − ν = ℓ = 0 ∑ ∞ δ K ℓ . (93)
It remains to bound each term δ K ℓ \delta K^\ell δ K ℓ . For any set A ⊆ X A\subseteq\mathcal{X} A ⊆ X , since δ ( X ) = 0 \delta(\mathcal{X})=0 δ ( X ) = 0 ,
δ K ℓ ( A ) = ∑ x ∈ X δ ( x ) K ℓ ( x , A ) = ∑ x ∈ X δ ( x ) [ K ℓ ( x , A ) − ν ( A ) ] . \delta K^\ell(A)=\sum_{x\in\mathcal{X}}\delta(x)K^\ell(x,A)=\sum_{x\in\mathcal{X}}\delta(x)\left[K^\ell(x,A)-\nu(A)\right]. δ K ℓ ( A ) = x ∈ X ∑ δ ( x ) K ℓ ( x , A ) = x ∈ X ∑ δ ( x ) [ K ℓ ( x , A ) − ν ( A ) ] .
Therefore,
∣ δ K ℓ ( A ) ∣ ≤ ∑ x ∈ X ∣ δ ( x ) ∣ ∣ K ℓ ( x , A ) − ν ( A ) ∣ ≤ ∑ x ∈ X ∣ δ ( x ) ∣ d T V ( K ℓ ( x , ⋅ ) , ν ) ≤ m m i x ρ m i x ℓ ∑ x ∈ X ∣ δ ( x ) ∣ = 2 m m i x ρ m i x ℓ ∥ δ ∥ T V . \begin{aligned}
|\delta K^\ell(A)| &\le\sum_{x\in\mathcal{X}}|\delta(x)|\left|K^\ell(x,A)-\nu(A)\right|\\
&\le\sum_{x\in\mathcal{X}}|\delta(x)|d_{\mathrm{TV}}(K^\ell(x,\cdot),\nu)\\
&\le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^\ell\sum_{x\in\mathcal{X}}|\delta(x)|\\
&=2m_{\mathrm{mix}}\rho_{\mathrm{mix}}^\ell\|\delta\|_{\mathrm{TV}}.
\end{aligned} ∣ δ K ℓ ( A ) ∣ ≤ x ∈ X ∑ ∣ δ ( x ) ∣ K ℓ ( x , A ) − ν ( A ) ≤ x ∈ X ∑ ∣ δ ( x ) ∣ d TV ( K ℓ ( x , ⋅ ) , ν ) ≤ m mix ρ mix ℓ x ∈ X ∑ ∣ δ ( x ) ∣ = 2 m mix ρ mix ℓ ∥ δ ∥ TV .
Taking the supremum over A ⊆ X A\subseteq\mathcal{X} A ⊆ X gives ∥ δ K ℓ ∥ T V ≤ 2 m m i x ρ m i x ℓ ∥ δ ∥ T V \|\delta K^\ell\|_{\mathrm{TV}}\le2m_{\mathrm{mix}}\rho_{\mathrm{mix}}^\ell\|\delta\|_{\mathrm{TV}} ∥ δ K ℓ ∥ TV ≤ 2 m mix ρ mix ℓ ∥ δ ∥ TV . Hence,
d T V ( ν θ , ν θ ′ ) = d T V ( ν , ν ′ ) ≤ ∑ ℓ = 0 ∞ ∥ δ K ℓ ∥ T V ≤ 2 m m i x ∥ δ ∥ T V ∑ ℓ = 0 ∞ ρ m i x ℓ = 2 m m i x 1 − ρ m i x ∥ δ ∥ T V ≤ 2 m m i x L K 1 − ρ m i x ∥ θ − θ ′ ∥ 2 . \begin{aligned}
d_{\mathrm{TV}}(\nu^\theta,\nu^{\theta'})&=d_{\mathrm{TV}}(\nu,\nu')\le\sum_{\ell=0}^{\infty}\|\delta K^\ell\|_{\mathrm{TV}}\le2m_{\mathrm{mix}}\|\delta\|_{\mathrm{TV}}\sum_{\ell=0}^{\infty}\rho_{\mathrm{mix}}^\ell\\
&=\frac{2m_{\mathrm{mix}}}{1-\rho_{\mathrm{mix}}}\|\delta\|_{\mathrm{TV}}\le\frac{2m_{\mathrm{mix}}L_K}{1-\rho_{\mathrm{mix}}}\|\theta-\theta'\|_2.
\end{aligned} d TV ( ν θ , ν θ ′ ) = d TV ( ν , ν ′ ) ≤ ℓ = 0 ∑ ∞ ∥ δ K ℓ ∥ TV ≤ 2 m mix ∥ δ ∥ TV ℓ = 0 ∑ ∞ ρ mix ℓ = 1 − ρ mix 2 m mix ∥ δ ∥ TV ≤ 1 − ρ mix 2 m mix L K ∥ θ − θ ′ ∥ 2 .
Finally, for the stationary one-step law, ν ˉ θ = ν θ P π θ \bar{\nu}^{\theta}=\nu^{\theta}P_{\pi_{\theta}} ν ˉ θ = ν θ P π θ and ν ˉ θ ′ = ν θ ′ P π θ ′ \bar{\nu}^{\theta'}=\nu^{\theta'}P_{\pi_{\theta'}} ν ˉ θ ′ = ν θ ′ P π θ ′ , using the triangle inequality and contraction of total variation under a Markov kernel,
d T V ( ν ˉ θ , ν ˉ θ ′ ) = d T V ( ν θ P π θ , ν θ ′ P π θ ′ ) ≤ d T V ( ν θ P π θ , ν θ ′ P π θ ) + d T V ( ν θ ′ P π θ , ν θ ′ P π θ ′ ) ≤ d T V ( ν θ , ν θ ′ ) + sup x ∈ X d T V ( P π θ ( x , ⋅ ) , P π θ ′ ( x , ⋅ ) ) ≤ ( L ν X + L K ) ∥ θ − θ ′ ∥ 2 . \begin{aligned}
d_{\mathrm{TV}}(\bar{\nu}^{\theta},\bar{\nu}^{\theta'}) &= d_{\mathrm{TV}}(\nu^{\theta}P_{\pi_{\theta}},\nu^{\theta'}P_{\pi_{\theta'}}) \\
&\le d_{\mathrm{TV}}(\nu^{\theta}P_{\pi_{\theta}},\nu^{\theta'}P_{\pi_{\theta}})+d_{\mathrm{TV}}(\nu^{\theta'}P_{\pi_{\theta}},\nu^{\theta'}P_{\pi_{\theta'}}) \\
&\le d_{\mathrm{TV}}(\nu^{\theta},\nu^{\theta'})+\sup_{x\in\mathcal{X}}d_{\mathrm{TV}}(P_{\pi_{\theta}}(x,\cdot),P_{\pi_{\theta'}}(x,\cdot)) \\
&\le(L_{\nu}^{\mathcal{X}}+L_{K})\|\theta-\theta'\|_{2}.
\end{aligned} d TV ( ν ˉ θ , ν ˉ θ ′ ) = d TV ( ν θ P π θ , ν θ ′ P π θ ′ ) ≤ d TV ( ν θ P π θ , ν θ ′ P π θ ) + d TV ( ν θ ′ P π θ , ν θ ′ P π θ ′ ) ≤ d TV ( ν θ , ν θ ′ ) + x ∈ X sup d TV ( P π θ ( x , ⋅ ) , P π θ ′ ( x , ⋅ )) ≤ ( L ν X + L K ) ∥ θ − θ ′ ∥ 2 .
Next, we prove Lipschitzness of J i ( θ ) J_i(\theta) J i ( θ ) . Recall J i ( θ ) = ∑ ( s g , a g ) ∈ X ν θ ( s g , a g ) r i ( s i , a i ) J_i(\theta)=\sum_{(s_g,a_g)\in\mathcal{X}}\nu^{\theta}(s_g,a_g)r_i(s_i,a_i) J i ( θ ) = ∑ ( s g , a g ) ∈ X ν θ ( s g , a g ) r i ( s i , a i ) . Since ∣ r i ( s i , a i ) ∣ ≤ r max , i |r_i(s_i,a_i)|\le r_{\max,i} ∣ r i ( s i , a i ) ∣ ≤ r m a x , i ,
∣ J i ( θ ) − J i ( θ ′ ) ∣ ≤ ∑ x ∈ X ∣ ν θ ( x ) − ν θ ′ ( x ) ∣ ∣ r i ( x ) ∣ (94) |J_i(\theta)-J_i(\theta')|\le\sum_{x\in\mathcal{X}}|\nu^{\theta}(x)-\nu^{\theta'}(x)||r_i(x)| \tag*{(94)} ∣ J i ( θ ) − J i ( θ ′ ) ∣ ≤ x ∈ X ∑ ∣ ν θ ( x ) − ν θ ′ ( x ) ∣∣ r i ( x ) ∣ (94)
≤ 2 r max , i d T V ( ν θ , ν θ ′ ) (95) \le2r_{\max,i}d_{\mathrm{TV}}(\nu^{\theta},\nu^{\theta'}) \tag*{(95)} ≤ 2 r m a x , i d TV ( ν θ , ν θ ′ ) (95)
≤ 2 r max , i L ν X ∥ θ − θ ′ ∥ 2 . (96) \le2r_{\max,i}L_{\nu}^{\mathcal{X}}\|\theta-\theta'\|_{2}. \tag*{(96)} ≤ 2 r m a x , i L ν X ∥ θ − θ ′ ∥ 2 . (96)
We next prove boundedness of ∥ w i ∗ ( θ ) ∥ \|w_i^*(\theta)\| ∥ w i ∗ ( θ ) ∥ . By Lemma 2, w i ∗ ( θ ) w_i^*(\theta) w i ∗ ( θ ) is the unique fixed point in the restricted subspace W i ∗ W_i^* W i ∗ . Recall that Π i ⊥ \Pi_i^{\perp} Π i ⊥ is the euclidean projection onto S ψ i , e S_{\psi_i,e} S ψ i , e . Equivalently, it solves the restricted linear system Π i ⊥ A i ( θ ) Π i ⊥ w i ∗ ( θ ) = Π i ⊥ b i ( θ ) \Pi_i^{\perp}A_i(\theta)\Pi_i^{\perp}w_i^*(\theta)=\Pi_i^{\perp}b_i(\theta) Π i ⊥ A i ( θ ) Π i ⊥ w i ∗ ( θ ) = Π i ⊥ b i ( θ ) . Since w i ∗ ( θ ) ∈ W i ∗ w_i^*(\theta)\in W_i^* w i ∗ ( θ ) ∈ W i ∗ , we have Π i ⊥ w i ∗ ( θ ) = w i ∗ ( θ ) \Pi_i^{\perp}w_i^*(\theta)=w_i^*(\theta) Π i ⊥ w i ∗ ( θ ) = w i ∗ ( θ ) . Define B i ( θ ) : = Π i ⊥ A i ( θ ) Π i ⊥ B_i(\theta):=\Pi_i^{\perp}A_i(\theta)\Pi_i^{\perp} B i ( θ ) := Π i ⊥ A i ( θ ) Π i ⊥ . Then
B i ( θ ) w i ∗ ( θ ) = Π i ⊥ b i ( θ ) . B_i(\theta)w_i^*(\theta)=\Pi_i^{\perp}b_i(\theta). B i ( θ ) w i ∗ ( θ ) = Π i ⊥ b i ( θ ) .
We first show that B i ( θ ) B_i(\theta) B i ( θ ) is uniformly invertible on W i ∗ W_i^* W i ∗ . For any w ∈ W i ∗ w\in W_i^* w ∈ W i ∗ ,
w ⊤ B i ( θ ) w = w ⊤ Π i ⊥ A i ( θ ) Π i ⊥ w = w ⊤ A i ( θ ) w ≥ Δ i ∥ w ∥ 2 2 . (97) w^{\top}B_i(\theta)w=w^{\top}\Pi_i^{\perp}A_i(\theta)\Pi_i^{\perp}w=w^{\top}A_i(\theta)w\ge\Delta_i\|w\|_2^2. \tag*{(97)} w ⊤ B i ( θ ) w = w ⊤ Π i ⊥ A i ( θ ) Π i ⊥ w = w ⊤ A i ( θ ) w ≥ Δ i ∥ w ∥ 2 2 . (97)
By Cauchy’s inequality, w ⊤ B i ( θ ) w ≤ ∥ w ∥ 2 ∥ B i ( θ ) w ∥ 2 w^{\top}B_i(\theta)w\le\|w\|_2\|B_i(\theta)w\|_2 w ⊤ B i ( θ ) w ≤ ∥ w ∥ 2 ∥ B i ( θ ) w ∥ 2 . Therefore,
∥ B i ( θ ) w ∥ 2 ≥ Δ i ∥ w ∥ 2 , w ∈ W i ∗ . (98) \|B_i(\theta)w\|_2\ge\Delta_i\|w\|_2,\qquad w\in W_i^*. \tag*{(98)} ∥ B i ( θ ) w ∥ 2 ≥ Δ i ∥ w ∥ 2 , w ∈ W i ∗ . (98)
Hence B i ( θ ) B_i(\theta) B i ( θ ) is invertible on W i ∗ W_i^* W i ∗ , and ∥ B i ( θ ) − 1 ∥ o p ≤ 1 Δ i \|B_i(\theta)^{-1}\|_{\mathrm{op}}\le\frac{1}{\Delta_i} ∥ B i ( θ ) − 1 ∥ op ≤ Δ i 1 . Since ∣ r i ( X ) ∣ ≤ r max , i |r_i(X)|\le r_{\max,i} ∣ r i ( X ) ∣ ≤ r m a x , i , we also have ∣ J i ( θ ) ∣ ≤ r max , i |J_i(\theta)|\le r_{\max,i} ∣ J i ( θ ) ∣ ≤ r m a x , i . Thus,
∥ b i ( θ ) ∥ 2 = ∥ E ν θ [ ψ i ( X ) ( r i ( X ) − J i ( θ ) ) ] ∥ 2 ≤ E ν θ [ ∥ ψ i ( X ) ∥ 2 ∣ r i ( X ) − J i ( θ ) ∣ ] ≤ 2 r max , i ψ ˉ . \begin{aligned}
\|b_i(\theta)\|_2&=\left\|\mathbb{E}_{\nu^{\theta}}\left[\psi_i(X)(r_i(X)-J_i(\theta))\right]\right\|_2\\
&\le\mathbb{E}_{\nu^{\theta}}\left[\|\psi_i(X)\|_2|r_i(X)-J_i(\theta)|\right]\\
&\le2r_{\max,i}\bar{\psi}.
\end{aligned} ∥ b i ( θ ) ∥ 2 = ∥ E ν θ [ ψ i ( X ) ( r i ( X ) − J i ( θ )) ] ∥ 2 ≤ E ν θ [ ∥ ψ i ( X ) ∥ 2 ∣ r i ( X ) − J i ( θ ) ∣ ] ≤ 2 r m a x , i ψ ˉ .
Using w i ∗ ( θ ) = B i ( θ ) − 1 Π i ⊥ b i ( θ ) w_i^*(\theta)=B_i(\theta)^{-1}\Pi_i^{\perp}b_i(\theta) w i ∗ ( θ ) = B i ( θ ) − 1 Π i ⊥ b i ( θ ) and ∥ Π i ⊥ ∥ o p ≤ 1 \|\Pi_i^{\perp}\|_{\mathrm{op}}\le1 ∥ Π i ⊥ ∥ op ≤ 1 ,
∥ w i ∗ ( θ ) ∥ 2 ≤ ∥ B i ( θ ) − 1 ∥ o p ∥ Π i ⊥ b i ( θ ) ∥ 2 ≤ 1 Δ i ∥ b i ( θ ) ∥ 2 ≤ 2 r max , i ψ ˉ Δ i . \begin{aligned}
\|w_i^*(\theta)\|_2&\le\|B_i(\theta)^{-1}\|_{\mathrm{op}}\|\Pi_i^{\perp}b_i(\theta)\|_2\\
&\le\frac{1}{\Delta_i}\|b_i(\theta)\|_2\\
&\le\frac{2r_{\max,i}\bar{\psi}}{\Delta_i}.
\end{aligned} ∥ w i ∗ ( θ ) ∥ 2 ≤ ∥ B i ( θ ) − 1 ∥ op ∥ Π i ⊥ b i ( θ ) ∥ 2 ≤ Δ i 1 ∥ b i ( θ ) ∥ 2 ≤ Δ i 2 r m a x , i ψ ˉ .
Therefore M w , i : = 2 r max , i ψ ˉ Δ i M_{w,i}:=\frac{2r_{\max,i}\bar{\psi}}{\Delta_i} M w , i := Δ i 2 r m a x , i ψ ˉ .
It remains to prove Lipschitzness. Recall that A i ( θ ) : = E ν ˉ θ [ ψ i ( X ) ( ψ i ( X ) − ψ i ( X + ) ) ⊤ ] = χ i ⊤ D π θ ( I − P π θ ) χ i A_i(\theta):=\mathbb{E}_{\bar{\nu}^{\theta}}\left[\psi_i(X)(\psi_i(X)-\psi_i(X^+))^{\top}\right]=\chi_i^{\top}D_{\pi_{\theta}}(I-P_{\pi_{\theta}})\chi_i A i ( θ ) := E ν ˉ θ [ ψ i ( X ) ( ψ i ( X ) − ψ i ( X + ) ) ⊤ ] = χ i ⊤ D π θ ( I − P π θ ) χ i . First, we bound A i ( θ ) − A i ( θ ′ ) A_i(\theta)-A_i(\theta') A i ( θ ) − A i ( θ ′ ) . Let
F i ( x , x + ) : = ψ i ( x ) ( ψ i ( x ) − ψ i ( x + ) ) ⊤ . F_i(x,x^+):=\psi_i(x)(\psi_i(x)-\psi_i(x^+))^{\top}. F i ( x , x + ) := ψ i ( x ) ( ψ i ( x ) − ψ i ( x + ) ) ⊤ .
Then A i ( θ ) = E ν ˉ θ [ F i ( X , X + ) ] A_i(\theta)=\mathbb{E}_{\bar{\nu}^{\theta}}[F_i(X,X^+)] A i ( θ ) = E ν ˉ θ [ F i ( X , X + )] . Since
∥ F i ( x , x + ) ∥ o p ≤ ∥ ψ i ( x ) ∥ 2 ∥ ψ i ( x ) − ψ i ( x + ) ∥ 2 ≤ 2 ψ ˉ 2 , \|F_i(x,x^+)\|_{\mathrm{op}}\le\|\psi_i(x)\|_2\|\psi_i(x)-\psi_i(x^+)\|_2\le2\bar{\psi}^{2}, ∥ F i ( x , x + ) ∥ op ≤ ∥ ψ i ( x ) ∥ 2 ∥ ψ i ( x ) − ψ i ( x + ) ∥ 2 ≤ 2 ψ ˉ 2 ,
the total-variation bound gives
∥ A i ( θ ) − A i ( θ ′ ) ∥ o p ≤ 2 sup x , x + ∥ F i ( x , x + ) ∥ o p d T V ( ν ˉ θ , ν ˉ θ ′ ) \lVert A_i(\theta)-A_i(\theta')\rVert_{\mathrm{op}} \le2\sup_{x,x^+}\lVert F_i(x,x^+)\rVert_{\mathrm{op}}d_{\mathrm{TV}}(\bar{\nu}^{\theta},\bar{\nu}^{\theta'}) ∥ A i ( θ ) − A i ( θ ′ ) ∥ op ≤ 2 x , x + sup ∥ F i ( x , x + ) ∥ op d TV ( ν ˉ θ , ν ˉ θ ′ )
≤ 4 ψ ˉ i 2 L ν ∥ θ − θ ′ ∥ 2 . \le4\bar{\psi}_i^2L_{\nu}\lVert\theta-\theta'\rVert_2. ≤ 4 ψ ˉ i 2 L ν ∥ θ − θ ′ ∥ 2 .
Thus ∥ A i ( θ ) − A i ( θ ′ ) ∥ o p ≤ L A , i ∥ θ − θ ′ ∥ 2 \lVert A_i(\theta)-A_i(\theta')\rVert_{\mathrm{op}}\le L_{A,i}\lVert\theta-\theta'\rVert_2 ∥ A i ( θ ) − A i ( θ ′ ) ∥ op ≤ L A , i ∥ θ − θ ′ ∥ 2 , with L A , i : = 4 ψ ˉ i 2 L ν L_{A,i}:=4\bar{\psi}_i^2L_{\nu} L A , i := 4 ψ ˉ i 2 L ν . Recall b i ( θ ) : = E ν θ [ ψ i ( X ) ( r i ( X ) − J i ( θ ) ) ] = χ i ⊤ D π θ ( r i − J i ( θ ) 1 ) b_i(\theta):=\mathbb{E}_{\nu_{\theta}}\left[\psi_i(X)(r_i(X)-J_i(\theta))\right]=\chi_i^{\top}D_{\pi_{\theta}}(r_i-J_i(\theta)\mathbf{1}) b i ( θ ) := E ν θ [ ψ i ( X ) ( r i ( X ) − J i ( θ )) ] = χ i ⊤ D π θ ( r i − J i ( θ ) 1 ) . Next, we bound b i ( θ ) − b i ( θ ′ ) b_i(\theta)-b_i(\theta') b i ( θ ) − b i ( θ ′ ) .
b i ( θ ) = E ν θ [ ψ i ( X ) r i ( X ) ] − J i ( θ ) E ν θ [ ψ i ( X ) ] . b_i(\theta)=\mathbb{E}_{\nu_{\theta}}[\psi_i(X)r_i(X)]-J_i(\theta)\mathbb{E}_{\nu_{\theta}}[\psi_i(X)]. b i ( θ ) = E ν θ [ ψ i ( X ) r i ( X )] − J i ( θ ) E ν θ [ ψ i ( X )] .
Therefore,
∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 ≤ ∥ E ν θ [ ψ i ( X ) r i ( X ) ] − E ν θ ′ [ ψ i ( X ) r i ( X ) ] ∥ 2 + ∣ J i ( θ ) ∣ ∥ E ν θ [ ψ i ( X ) ] − E ν θ ′ [ ψ i ( X ) ] ∥ 2 + ∣ J i ( θ ) − J i ( θ ′ ) ∣ ∥ E ν θ ′ [ ψ i ( X ) ] ∥ 2 . \begin{aligned}
\lVert b_i(\theta)-b_i(\theta')\rVert_2
&\le\lVert\mathbb{E}_{\nu_{\theta}}[\psi_i(X)r_i(X)]-\mathbb{E}_{\nu_{\theta'}}[\psi_i(X)r_i(X)]\rVert_2\\
&\quad+|J_i(\theta)|\lVert\mathbb{E}_{\nu_{\theta}}[\psi_i(X)]-\mathbb{E}_{\nu_{\theta'}}[\psi_i(X)]\rVert_2\\
&\quad+|J_i(\theta)-J_i(\theta')|\lVert\mathbb{E}_{\nu_{\theta'}}[\psi_i(X)]\rVert_2.
\end{aligned} ∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 ≤ ∥ E ν θ [ ψ i ( X ) r i ( X )] − E ν θ ′ [ ψ i ( X ) r i ( X )] ∥ 2 + ∣ J i ( θ ) ∣ ∥ E ν θ [ ψ i ( X )] − E ν θ ′ [ ψ i ( X )] ∥ 2 + ∣ J i ( θ ) − J i ( θ ′ ) ∣ ∥ E ν θ ′ [ ψ i ( X )] ∥ 2 .
Using ∣ r i ∣ ≤ r max , i |r_i|\le r_{\max,i} ∣ r i ∣ ≤ r m a x , i , ∣ J i ( θ ) ∣ ≤ r max , i |J_i(\theta)|\le r_{\max,i} ∣ J i ( θ ) ∣ ≤ r m a x , i , and ∥ ψ i ( x ) ∥ 2 ≤ ψ ˉ \lVert\psi_i(x)\rVert_2\le\bar{\psi} ∥ ψ i ( x ) ∥ 2 ≤ ψ ˉ ,
∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 ≤ 2 r max , i ψ ˉ d T V ( ν θ , ν θ ′ ) + 2 r max , i ψ ˉ d T V ( ν θ , ν θ ′ ) + ψ ˉ ∣ J i ( θ ) − J i ( θ ′ ) ∣ ≤ ( 4 r max , i ψ ˉ L χ ν + ψ ˉ L J , i ) ∥ θ − θ ′ ∥ 2 . \begin{aligned}
\lVert b_i(\theta)-b_i(\theta')\rVert_2
&\le2r_{\max,i}\bar{\psi}d_{\mathrm{TV}}(\nu^{\theta},\nu^{\theta'})+2r_{\max,i}\bar{\psi}d_{\mathrm{TV}}(\nu^{\theta},\nu^{\theta'})+\bar{\psi}|J_i(\theta)-J_i(\theta')|\\
&\le(4r_{\max,i}\bar{\psi}L_{\chi}^{\nu}+\bar{\psi}L_{J,i})\lVert\theta-\theta'\rVert_2.
\end{aligned} ∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 ≤ 2 r m a x , i ψ ˉ d TV ( ν θ , ν θ ′ ) + 2 r m a x , i ψ ˉ d TV ( ν θ , ν θ ′ ) + ψ ˉ ∣ J i ( θ ) − J i ( θ ′ ) ∣ ≤ ( 4 r m a x , i ψ ˉ L χ ν + ψ ˉ L J , i ) ∥ θ − θ ′ ∥ 2 .
Thus ∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 ≤ L b , i ∥ θ − θ ′ ∥ 2 \lVert b_i(\theta)-b_i(\theta')\rVert_2\le L_{b,i}\lVert\theta-\theta'\rVert_2 ∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 ≤ L b , i ∥ θ − θ ′ ∥ 2 , where L b , i : = 4 r max , i ψ ˉ L χ ν + ψ ˉ L J , i L_{b,i}:=4r_{\max,i}\bar{\psi}L_{\chi}^{\nu}+\bar{\psi}L_{J,i} L b , i := 4 r m a x , i ψ ˉ L χ ν + ψ ˉ L J , i . Finally, compare the two restricted linear systems:
B i ( θ ) w i ∗ ( θ ) = Π i ⊥ b i ( θ ) , B i ( θ ′ ) w i ∗ ( θ ′ ) = Π i ⊥ b i ( θ ′ ) . B_i(\theta)w_i^*(\theta)=\Pi_i^{\perp}b_i(\theta),\qquad B_i(\theta')w_i^*(\theta')=\Pi_i^{\perp}b_i(\theta'). B i ( θ ) w i ∗ ( θ ) = Π i ⊥ b i ( θ ) , B i ( θ ′ ) w i ∗ ( θ ′ ) = Π i ⊥ b i ( θ ′ ) .
B i ( θ ) ( w i ∗ ( θ ) − w i ∗ ( θ ′ ) ) = Π i ⊥ ( b i ( θ ) − b i ( θ ′ ) ) + ( B i ( θ ′ ) − B i ( θ ) ) w i ∗ ( θ ′ ) . B_i(\theta)(w_i^*(\theta)-w_i^*(\theta'))=\Pi_i^{\perp}(b_i(\theta)-b_i(\theta'))+(B_i(\theta')-B_i(\theta))w_i^*(\theta'). B i ( θ ) ( w i ∗ ( θ ) − w i ∗ ( θ ′ )) = Π i ⊥ ( b i ( θ ) − b i ( θ ′ )) + ( B i ( θ ′ ) − B i ( θ )) w i ∗ ( θ ′ ) .
Applying B i ( θ ) − 1 B_i(\theta)^{-1} B i ( θ ) − 1 and using ∥ Π i ⊥ ∥ o p ≤ 1 \lVert\Pi_i^{\perp}\rVert_{\mathrm{op}}\le1 ∥ Π i ⊥ ∥ op ≤ 1 ,
∥ w i ∗ ( θ ) − w i ∗ ( θ ′ ) ∥ 2 ≤ 1 Δ i ( ∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 + ∥ B i ( θ ) − B i ( θ ′ ) ∥ o p ∥ w i ∗ ( θ ′ ) ∥ 2 ) ≤ 1 Δ i ( L b , i + L A , i W ⋆ , i ) ∥ θ − θ ′ ∥ 2 . \begin{aligned}
\lVert w_i^*(\theta)-w_i^*(\theta')\rVert_2
&\le\frac{1}{\Delta_i}\left(\lVert b_i(\theta)-b_i(\theta')\rVert_2+\lVert B_i(\theta)-B_i(\theta')\rVert_{\mathrm{op}}\lVert w_i^*(\theta')\rVert_2\right)\\
&\le\frac{1}{\Delta_i}(L_{b,i}+L_{A,i}W_{\star,i})\lVert\theta-\theta'\rVert_2.
\end{aligned} ∥ w i ∗ ( θ ) − w i ∗ ( θ ′ ) ∥ 2 ≤ Δ i 1 ( ∥ b i ( θ ) − b i ( θ ′ ) ∥ 2 + ∥ B i ( θ ) − B i ( θ ′ ) ∥ op ∥ w i ∗ ( θ ′ ) ∥ 2 ) ≤ Δ i 1 ( L b , i + L A , i W ⋆ , i ) ∥ θ − θ ′ ∥ 2 .
In the last step we used
∥ B i ( θ ) − B i ( θ ′ ) ∥ o p = ∥ Π i ⊥ ( A i ( θ ) − A i ( θ ′ ) ) Π i ⊥ ∥ o p ≤ ∥ A i ( θ ) − A i ( θ ′ ) ∥ o p . \lVert B_i(\theta)-B_i(\theta')\rVert_{\mathrm{op}}=\lVert\Pi_i^{\perp}(A_i(\theta)-A_i(\theta'))\Pi_i^{\perp}\rVert_{\mathrm{op}}\le\lVert A_i(\theta)-A_i(\theta')\rVert_{\mathrm{op}}. ∥ B i ( θ ) − B i ( θ ′ ) ∥ op = ∥ Π i ⊥ ( A i ( θ ) − A i ( θ ′ )) Π i ⊥ ∥ op ≤ ∥ A i ( θ ) − A i ( θ ′ ) ∥ op .
Therefore the Lipschitz bound holds with
L w , i : = L b , i + L A , i W ⋆ , i Δ i . L_{w,i}:=\frac{L_{b,i}+L_{A,i}W_{\star,i}}{\Delta_i}. L w , i := Δ i L b , i + L A , i W ⋆ , i .
This completes the proof.
Lemma 7 (Bounded Actor Increment). From Assumption 3 and from uniform bound on the gradient in Equation (86), it follows that there exists a constant C θ < ∞ C_{\theta}<\infty C θ < ∞ such that
∥ θ t + 1 − θ t ∥ 2 ≤ C θ α t . (99) \lVert\theta^{t+1}-\theta^t\rVert_2\le C_{\theta}\alpha_t. \tag*{(99)} ∥ θ t + 1 − θ t ∥ 2 ≤ C θ α t . (99) Proof. By the unregularized branch of Algorithm 1,
θ i t + 1 − θ i t = α t S i t ∑ j ∈ N i k ( ψ j , t ) ⊤ w j t . \theta_i^{t+1}-\theta_i^t=\alpha_t S_i^t\sum_{j\in N_i^k}(\psi_{j,t})^{\top}w_j^t. θ i t + 1 − θ i t = α t S i t j ∈ N i k ∑ ( ψ j , t ) ⊤ w j t . Using ∥ ψ j , t ∥ 2 ≤ ψ ˉ \lVert\psi_{j,t}\rVert_2\le\bar{\psi} ∥ ψ j , t ∥ 2 ≤ ψ ˉ , ∥ S i t ∥ 2 ≤ G i \lVert S_i^t\rVert_2\le G_i ∥ S i t ∥ 2 ≤ G i , and ∥ w j t ∥ 2 ≤ W \lVert w_j^t\rVert_2\le W ∥ w j t ∥ 2 ≤ W ,
∥ θ i t + 1 − θ i t ∥ 2 ≤ α t G i ψ ˉ ∑ j ∈ N i k W . \lVert\theta_i^{t+1}-\theta_i^t\rVert_2\le\alpha_tG_i\bar{\psi}\sum_{j\in N_i^k}W. ∥ θ i t + 1 − θ i t ∥ 2 ≤ α t G i ψ ˉ j ∈ N i k ∑ W .
Therefore,
∥ θ t + 1 − θ t ∥ 2 = ∑ i = 1 n ∥ θ i t + 1 − θ i t ∥ 2 2 ≤ α t ψ ˉ 2 ∑ i = 1 n G i 2 ( ∑ j ∈ N i k W ) 2 . \lVert\theta^{t+1}-\theta^t\rVert_2 = \sqrt{\sum_{i=1}^{n}\lVert\theta_i^{t+1}-\theta_i^t\rVert_2^2} \le\alpha_t\bar{\psi}^2\sqrt{\sum_{i=1}^{n}G_i^2\left(\sum_{j\in N_i^k}W\right)^2}. ∥ θ t + 1 − θ t ∥ 2 = i = 1 ∑ n ∥ θ i t + 1 − θ i t ∥ 2 2 ≤ α t ψ ˉ 2 i = 1 ∑ n G i 2 j ∈ N i k ∑ W 2 .
Taking square roots gives the claim with
C θ : = ψ ˉ [ ∑ i = 1 n G i 2 ( ∑ j ∈ N i k W ) 2 ] 1 / 2 . C_\theta:= \bar{\psi}\left[\sum_{i=1}^{n}G_i^2\left(\sum_{j\in N_i^k}W\right)^2\right]^{1/2}. C θ := ψ ˉ i = 1 ∑ n G i 2 j ∈ N i k ∑ W 2 1/2 .
Lemma 8 (Moving target contraction). Suppose the fixed-policy critic assumptions of Lemma 5 hold uniformly over the actor parameters, and suppose Assumptions 1, 2, and 3 hold. Use Lemma 6 to define the derived uniform critic contraction constants Δ i \Delta_i Δ i and Δ min x \Delta_{\min}^x Δ m i n x . Let V t : = ∑ i = 1 n V i t \mathcal{V}_t := \sum_{i=1}^{n}\mathcal{V}_i^t V t := ∑ i = 1 n V i t , where V i t : = q i ( μ ~ i t ) 2 + ∥ w ~ i t ∥ 2 2 \mathcal{V}_i^t := q_i(\widetilde{\mu}_i^t)^2 + \lVert\widetilde{w}_i^t\rVert_2^2 V i t := q i ( μ i t ) 2 + ∥ w i t ∥ 2 2 . In addition to conditions over critic step size in Lemma 5, let the following hold:
C s q β + C m o v ε P , β , t m o v ≤ Δ min x 8 max { C z β τ ( β ) , L ⋆ C θ A t β } ≤ 1 4 . (100) C_{\mathrm{sq}}\beta+C_{\mathrm{mov}}\varepsilon_{P,\beta,t}^{\mathrm{mov}}\le\frac{\Delta_{\min}^x}{8}
\qquad
\max\left\{C_z\beta\tau(\beta),L_\star C_\theta A_t^\beta\right\}\le\frac{1}{4}. \tag*{(100)} C sq β + C mov ε P , β , t mov ≤ 8 Δ m i n x max { C z β τ ( β ) , L ⋆ C θ A t β } ≤ 4 1 . (100) Here A t β : = ∑ l = t − τ ( β ) t − 1 α l A_t^\beta:=\sum_{l=t-\tau(\beta)}^{t-1}\alpha_l A t β := ∑ l = t − τ ( β ) t − 1 α l . The constants C s q , C m o v , C z , C t a r ∈ ( 0 , ∞ ) C_{\mathrm{sq}},C_{\mathrm{mov}},C_z,C_{\mathrm{tar}}\in(0,\infty) C sq , C mov , C z , C tar ∈ ( 0 , ∞ ) are finite constants specified in the proof; they depend only on the problem constants and the constants in the stated assumptions, and are independent of t t t , α t \alpha_t α t , and β \beta β . Then, for every t ≥ τ ( β ) t\ge\tau(\beta) t ≥ τ ( β ) ,
E [ V t + 1 ] ≤ ( 1 − Δ min x 4 β ) E [ V t ] + C s q β 2 + C m o v β ε P , β , t m o v + C t a r C θ 2 α t 2 β . (101) \mathbb{E}[\mathcal{V}_{t+1}]\le\left(1-\frac{\Delta_{\min}^x}{4}\beta\right)\mathbb{E}[\mathcal{V}_t]+C_{\mathrm{sq}}\beta^2+C_{\mathrm{mov}}\beta\varepsilon_{P,\beta,t}^{\mathrm{mov}}+C_{\mathrm{tar}}C_\theta^2\frac{\alpha_t^2}{\beta}. \tag*{(101)} E [ V t + 1 ] ≤ ( 1 − 4 Δ m i n x β ) E [ V t ] + C sq β 2 + C mov β ε P , β , t mov + C tar C θ 2 β α t 2 . (101) The auxiliary quantities L ⋆ L_\star L ⋆ , τ ( β ) \tau(\beta) τ ( β ) , ε P , β , t m o v \varepsilon_{P,\beta,t}^{\mathrm{mov}} ε P , β , t mov are specified in the proof below.
Proof. Define:
μ ~ i t : = μ i t − J i ( θ t ) , w ~ i t : = Π i ⊥ ( w i t − w i ⋆ ( θ t ) ) . (102) \widetilde{\mu}_i^t:=\mu_i^t-J_i(\theta_t),\qquad\widetilde{w}_i^t:=\Pi_i^\perp(w_i^t-w_i^\star(\theta_t)). \tag*{(102)} μ i t := μ i t − J i ( θ t ) , w i t := Π i ⊥ ( w i t − w i ⋆ ( θ t )) . (102)
Let q i ≥ 1 q_i\ge1 q i ≥ 1 . Define V i t : = q i ( μ ~ i t ) 2 + ∥ w ~ i t ∥ 2 2 \mathcal{V}_i^t:=q_i(\widetilde{\mu}_i^t)^2+\lVert\widetilde{w}_i^t\rVert_2^2 V i t := q i ( μ i t ) 2 + ∥ w i t ∥ 2 2 , and V t : = ∑ i = 1 n V i t \mathcal{V}_t:=\sum_{i=1}^{n}\mathcal{V}_i^t V t := ∑ i = 1 n V i t . Define ∥ ( u , v ) ∥ q i 2 : = q i ∥ u ∥ 2 + ∥ v ∥ 2 \lVert(u,v)\rVert_{q_i}^2:=q_i\lVert u\rVert^2+\lVert v\rVert^2 ∥( u , v ) ∥ q i 2 := q i ∥ u ∥ 2 + ∥ v ∥ 2 .
From definition of Π i ⊥ \Pi_i^\perp Π i ⊥ , the TD learning error can alternatively be represented as δ i t = r i t − μ i t + ( ψ i , t + 1 − ψ i , t ) ⊤ Π i ⊥ w ~ i t \delta_i^t=r_i^t-\mu_i^t+(\psi_{i,t+1}-\psi_{i,t})^\top\Pi_i^\perp\widetilde{w}_i^t δ i t = r i t − μ i t + ( ψ i , t + 1 − ψ i , t ) ⊤ Π i ⊥ w i t . Applying Π i ⊥ \Pi_i^\perp Π i ⊥ to the raw critic update gives Π i ⊥ w i t + 1 = Π i ⊥ w i t + β δ i t Π i ⊥ ψ i , t \Pi_i^\perp w_i^{t+1}=\Pi_i^\perp w_i^t+\beta\delta_i^t\Pi_i^\perp\psi_{i,t} Π i ⊥ w i t + 1 = Π i ⊥ w i t + β δ i t Π i ⊥ ψ i , t . Thus the projected recursion is closed in Π i ⊥ w i t \Pi_i^\perp w_i^t Π i ⊥ w i t . For each agent i i i , define the error vector
e i t : = ( μ ~ i t , w ~ i t ) . e_i^t:=(\widetilde{\mu}_i^t,\widetilde{w}_i^t). e i t := ( μ i t , w i t ) .
For a generic error e i = ( μ ~ i , w ~ i ) e_i=(\widetilde{\mu}_i,\widetilde{w}_i) e i = ( μ i , w i ) and one-step sample Y Y Y , define
H i P ( e i , Y ; θ ) : = ( c s s ( r i − μ i ) δ i Π i ⊥ ψ i ) , H_i^P(e_i,Y;\theta):=
\begin{pmatrix}
c_{\mathrm{ss}}(r_i-\mu_i)\\
\delta_i\Pi_i^\perp\psi_i
\end{pmatrix}, H i P ( e i , Y ; θ ) := ( c ss ( r i − μ i ) δ i Π i ⊥ ψ i ) ,
where
μ i = J i ( θ ) + μ ~ i , Π i ⊥ w i = w i ⋆ ( θ ) + w ~ i , \mu_i=J_i(\theta)+\widetilde{\mu}_i,\qquad\Pi_i^\perp w_i=w_i^\star(\theta)+\widetilde{w}_i, μ i = J i ( θ ) + μ i , Π i ⊥ w i = w i ⋆ ( θ ) + w i ,
and
δ i = r i − μ i + ( ψ i + − ψ i ) ⊤ ( w i ⋆ ( θ ) + w ~ i ) . \delta_i=r_i-\mu_i+(\psi_i^+-\psi_i)^\top(w_i^\star(\theta)+\widetilde{w}_i). δ i = r i − μ i + ( ψ i + − ψ i ) ⊤ ( w i ⋆ ( θ ) + w i ) .
Let
H ‾ i P ( e i , θ ) : = E ν ˉ θ [ H i P ( e i , Y ; θ ) ] . \overline{H}_i^P(e_i,\theta):=\mathbb{E}_{\bar{\nu}_\theta}[H_i^P(e_i,Y;\theta)]. H i P ( e i , θ ) := E ν ˉ θ [ H i P ( e i , Y ; θ )] .
Using the projected Bellman equation at θ \theta θ , we have
H ‾ i P ( e i , θ ) = ( − c s s μ ~ i − Π i ⊥ E ν θ [ ψ i ] μ ~ i − Π i ⊥ A i ( θ ) w ~ i ) . \overline{H}_i^P(e_i,\theta)=
\begin{pmatrix}
-c_{\mathrm{ss}}\widetilde{\mu}_i\\
-\Pi_i^\perp\mathbb{E}_{\nu_\theta}[\psi_i]\widetilde{\mu}_i-\Pi_i^\perp A_i(\theta)\widetilde{w}_i
\end{pmatrix}. H i P ( e i , θ ) = ( − c ss μ i − Π i ⊥ E ν θ [ ψ i ] μ i − Π i ⊥ A i ( θ ) w i ) .
Therefore,
2 ⟨ e i t , H ‾ i P ( e i t , θ t ) ⟩ q i = − 2 q i c s s ( μ ~ i t ) 2 − 2 ( w ~ i t ) ⊤ Π i ⊥ A i ( θ t ) w ~ i t − 2 μ ~ i t ( w ~ i t ) ⊤ Π i ⊥ E ν θ t [ ψ i ] . (103) 2\langle e_i^t,\overline{H}_i^P(e_i^t,\theta_t)\rangle_{q_i}
=-2q_ic_{\mathrm{ss}}(\widetilde{\mu}_i^t)^2-2(\widetilde{w}_i^t)^\top\Pi_i^\perp A_i(\theta_t)\widetilde{w}_i^t-2\widetilde{\mu}_i^t(\widetilde{w}_i^t)^\top\Pi_i^\perp\mathbb{E}_{\nu_{\theta_t}}[\psi_i]. \tag*{(103)} 2 ⟨ e i t , H i P ( e i t , θ t ) ⟩ q i = − 2 q i c ss ( μ i t ) 2 − 2 ( w i t ) ⊤ Π i ⊥ A i ( θ t ) w i t − 2 μ i t ( w i t ) ⊤ Π i ⊥ E ν θ t [ ψ i ] . (103)
Since Π i ⊥ \Pi_i^\perp Π i ⊥ is idempotent,
( w ~ i t ) ⊤ Π i ⊥ A i ( θ t ) w ~ i t ≥ Δ i ∥ w ~ i t ∥ 2 2 . (\widetilde{w}_i^t)^\top\Pi_i^\perp A_i(\theta_t)\widetilde{w}_i^t\ge\Delta_i\lVert\widetilde{w}_i^t\rVert_2^2. ( w i t ) ⊤ Π i ⊥ A i ( θ t ) w i t ≥ Δ i ∥ w i t ∥ 2 2 .
Define m ˉ i : = sup θ ∥ Π i ⊥ E ν θ [ ψ i , t ] ∥ 2 < ∞ \bar{m}_i := \sup_{\theta}\|\Pi_i^{\perp}\mathbb{E}_{\nu_\theta}[\psi_{i,t}]\|_2 < \infty m ˉ i := sup θ ∥ Π i ⊥ E ν θ [ ψ i , t ] ∥ 2 < ∞ . The cross term satisfies,
2 ∣ μ ~ i t ( w ~ i t ) ⊤ Π i ⊥ E ν θ t [ ψ i ] ∣ ≤ Δ i ∥ w ~ i t ∥ 2 2 + m ˉ i 2 Δ i ( μ ~ i t ) 2 . 2\left|\tilde{\mu}_i^t(\tilde{w}_i^t)^\top\Pi_i^\perp\mathbb{E}_{\nu_{\theta_t}}[\psi_i]\right| \le\Delta_i\|\tilde{w}_i^t\|_2^2 + \frac{\bar{m}_i^2}{\Delta_i}(\tilde{\mu}_i^t)^2. 2 μ ~ i t ( w ~ i t ) ⊤ Π i ⊥ E ν θ t [ ψ i ] ≤ Δ i ∥ w ~ i t ∥ 2 2 + Δ i m ˉ i 2 ( μ ~ i t ) 2 .
Let q i ≥ m ˉ i 2 c s s Δ i q_i \ge\frac{\bar{m}_i^2}{c_{ss}\Delta_i} q i ≥ c ss Δ i m ˉ i 2 , we get,
2 ⟨ e i t , H ˉ i P ( e i t , θ t ) ⟩ q i ≤ − q i c s s ( μ ~ i t ) 2 − Δ i ∥ w ~ i t ∥ 2 . (104) 2\langle e_i^t,\bar{H}_i^P(e_i^t,\theta_t)\rangle_{q_i} \le-q_i c_{ss}(\tilde{\mu}_i^t)^2-\Delta_i\|\tilde{w}_i^t\|^2. \tag*{(104)} 2 ⟨ e i t , H ˉ i P ( e i t , θ t ) ⟩ q i ≤ − q i c ss ( μ ~ i t ) 2 − Δ i ∥ w ~ i t ∥ 2 . (104)
Hence,
2 ⟨ e i t , H ˉ i P ( e i t , θ t ) ⟩ q i ≤ − Δ min λ V i t . (105) 2\langle e_i^t,\bar{H}_i^P(e_i^t,\theta_t)\rangle_{q_i} \le-\Delta_{\min}^{\lambda}\mathcal{V}_i^t. \tag*{(105)} 2 ⟨ e i t , H ˉ i P ( e i t , θ t ) ⟩ q i ≤ − Δ m i n λ V i t . (105)
Define z i ∗ ( θ t ) : = ( J i ( θ t ) , w i ∗ ( θ t ) ) z_i^*(\theta_t):=(J_i(\theta_t),w_i^*(\theta_t)) z i ∗ ( θ t ) := ( J i ( θ t ) , w i ∗ ( θ t )) . Define the old-target next error by measuring the next iterate against the current target z i ∗ ( θ t ) z_i^*(\theta_t) z i ∗ ( θ t ) :
e i t + 1 , o l d : = ( μ i t + 1 − J i ( θ t ) , Π i ⊥ w i t + 1 − w i ∗ ( θ t ) ) . e_i^{t+1,\mathrm{old}} := (\mu_i^{t+1}-J_i(\theta_t),\Pi_i^\perp w_i^{t+1}-w_i^*(\theta_t)). e i t + 1 , old := ( μ i t + 1 − J i ( θ t ) , Π i ⊥ w i t + 1 − w i ∗ ( θ t )) .
Then
e i t + 1 , o l d = e i t + β H i P ( e i t , Y t ; θ t ) . e_i^{t+1,\mathrm{old}}=e_i^t+\beta H_i^P(e_i^t,Y_t;\theta_t). e i t + 1 , old = e i t + β H i P ( e i t , Y t ; θ t ) .
Therefore,
∥ e i t + 1 , o l d ∥ q i 2 = V i t + 2 β ⟨ e i t , H i P ( e i t , Y t ; θ t ) ⟩ q i + β 2 ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 . (106) \|e_i^{t+1,\mathrm{old}}\|_{q_i}^2=\mathcal{V}_i^t+2\beta\langle e_i^t,H_i^P(e_i^t,Y_t;\theta_t)\rangle_{q_i}+\beta^2\|H_i^P(e_i^t,Y_t;\theta_t)\|_{q_i}^2. \tag*{(106)} ∥ e i t + 1 , old ∥ q i 2 = V i t + 2 β ⟨ e i t , H i P ( e i t , Y t ; θ t ) ⟩ q i + β 2 ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 . (106)
Define b i t : = E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] − H ˉ i P ( e i t , θ t ) b_i^t:=\mathbb{E}[H_i^P(e_i^t,Y_t;\theta_t)\mid\mathcal{F}_t]-\bar{H}_i^P(e_i^t,\theta_t) b i t := E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] − H ˉ i P ( e i t , θ t ) , and ζ i t + 1 : = H i P ( e i t , Y t ; θ t ) − E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] \zeta_i^{t+1}:=H_i^P(e_i^t,Y_t;\theta_t)-\mathbb{E}[H_i^P(e_i^t,Y_t;\theta_t)\mid\mathcal{F}_t] ζ i t + 1 := H i P ( e i t , Y t ; θ t ) − E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] . Since e i t e_i^t e i t and θ t \theta_t θ t are F t \mathcal{F}_t F t -measurable, b i t b_i^t b i t is F t \mathcal{F}_t F t -measurable and E [ ζ i t + 1 ∣ F t ] = 0 \mathbb{E}[\zeta_i^{t+1}\mid\mathcal{F}_t]=0 E [ ζ i t + 1 ∣ F t ] = 0 . Taking conditional expectation in (107), using (106), and then taking total expectation gives
E [ ∑ i ∥ e i t + 1 , o l d ∥ q i 2 ] ≤ ( 1 − Δ min λ β ) E [ V t ] + 2 β E [ ∑ i ⟨ e i t , b i t ⟩ q i ] + β 2 E [ ∑ i ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 ] . (107) \mathbb{E}\left[\sum_i\|e_i^{t+1,\mathrm{old}}\|_{q_i}^2\right]\le(1-\Delta_{\min}^{\lambda}\beta)\mathbb{E}[\mathcal{V}_t]+2\beta\mathbb{E}\left[\sum_i\langle e_i^t,b_i^t\rangle_{q_i}\right]+\beta^2\mathbb{E}\left[\sum_i\|H_i^P(e_i^t,Y_t;\theta_t)\|_{q_i}^2\right]. \tag*{(107)} E [ i ∑ ∥ e i t + 1 , old ∥ q i 2 ] ≤ ( 1 − Δ m i n λ β ) E [ V t ] + 2 β E [ i ∑ ⟨ e i t , b i t ⟩ q i ] + β 2 E [ i ∑ ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 ] . (107)
Since rewards, features, and w i ∗ ( θ ) w_i^*(\theta) w i ∗ ( θ ) are bounded, and H i P H_i^P H i P is affine in e i e_i e i , there exists C s q < ∞ C_{sq}<\infty C s q < ∞ such that
∑ i ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 ≤ C s q ( 1 + V t ) . (108) \sum_i\|H_i^P(e_i^t,Y_t;\theta_t)\|_{q_i}^2\le C_{sq}(1+\mathcal{V}_t). \tag*{(108)} i ∑ ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 ≤ C s q ( 1 + V t ) . (108)
Therefore,
β 2 E [ ∑ i ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 ] ≤ C s q β 2 + C s q β 2 E [ V t ] . (109) \beta^2\mathbb{E}\left[\sum_i\|H_i^P(e_i^t,Y_t;\theta_t)\|_{q_i}^2\right]\le C_{sq}\beta^2+C_{sq}\beta^2\mathbb{E}[\mathcal{V}_t]. \tag*{(109)} β 2 E [ i ∑ ∥ H i P ( e i t , Y t ; θ t ) ∥ q i 2 ] ≤ C s q β 2 + C s q β 2 E [ V t ] . (109)
Define
Λ P ( e , θ , Y ) : = 2 ∑ i = 1 n ⟨ e i , H i P ( e i , Y ; θ ) − H ˉ i P ( e i , θ ) ⟩ q i . (110) \Lambda^P(e,\theta,Y):=2\sum_{i=1}^{n}\left\langle e_i,H_i^P(e_i,Y;\theta)-\bar{H}_i^P(e_i,\theta)\right\rangle_{q_i}. \tag*{(110)} Λ P ( e , θ , Y ) := 2 i = 1 ∑ n ⟨ e i , H i P ( e i , Y ; θ ) − H ˉ i P ( e i , θ ) ⟩ q i . (110)
Recall that b i t : = E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] − H ˉ i P ( e i t , θ t ) b_i^t:=\mathbb{E}[H_i^P(e_i^t,Y_t;\theta_t)\mid\mathcal{F}_t]-\bar{H}_i^P(e_i^t,\theta_t) b i t := E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] − H ˉ i P ( e i t , θ t ) . Since e i t e_i^t e i t , θ t \theta_t θ t , and H ˉ i P ( e i t , θ t ) \bar{H}_i^P(e_i^t,\theta_t) H ˉ i P ( e i t , θ t ) are F t \mathcal{F}_t F t -measurable, we have
E [ Λ P ( e t , θ t , Y t ) ∣ F t ] = 2 ∑ i = 1 n ⟨ e i t , E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] − H ˉ i P ( e i t , θ t ) ⟩ q i = 2 ∑ i = 1 n ⟨ e i t , b i t ⟩ q i . (111) \mathbb{E}[\Lambda^P(e^t,\theta_t,Y_t)\mid\mathcal{F}_t]=2\sum_{i=1}^{n}\left\langle e_i^t,\mathbb{E}[H_i^P(e_i^t,Y_t;\theta_t)\mid\mathcal{F}_t]-\bar{H}_i^P(e_i^t,\theta_t)\right\rangle_{q_i}=2\sum_{i=1}^{n}\langle e_i^t,b_i^t\rangle_{q_i}. \tag*{(111)} E [ Λ P ( e t , θ t , Y t ) ∣ F t ] = 2 i = 1 ∑ n ⟨ e i t , E [ H i P ( e i t , Y t ; θ t ) ∣ F t ] − H ˉ i P ( e i t , θ t ) ⟩ q i = 2 i = 1 ∑ n ⟨ e i t , b i t ⟩ q i . (111)
Taking total expectation gives
2 E [ ∑ i ⟨ e i t , b i t ⟩ q i ] = E [ Λ P ( e t , θ t , Y t ) ] . (112) 2\mathbb{E}\left[\sum_i\langle e_i^t,b_i^t\rangle_{q_i}\right]=\mathbb{E}[\Lambda^P(e^t,\theta_t,Y_t)]. \tag*{(112)} 2 E [ i ∑ ⟨ e i t , b i t ⟩ q i ] = E [ Λ P ( e t , θ t , Y t )] . (112)
We now bound the right-hand side. Let τ : = τ ( β ) \tau:=\tau(\beta) τ := τ ( β ) . Decompose
Λ P ( e t , θ t , Y t ) = Λ P ( e t − τ , θ t − τ , Y t ) + [ Λ P ( e t , θ t , Y t ) − Λ P ( e t − τ , θ t − τ , Y t ) ] . (113) \Lambda^P(e^t,\theta_t,Y_t)=\Lambda^P(e^{t-\tau},\theta_{t-\tau},Y_t)+\left[\Lambda^P(e^t,\theta_t,Y_t)-\Lambda^P(e^{t-\tau},\theta_{t-\tau},Y_t)\right]. \tag*{(113)} Λ P ( e t , θ t , Y t ) = Λ P ( e t − τ , θ t − τ , Y t ) + [ Λ P ( e t , θ t , Y t ) − Λ P ( e t − τ , θ t − τ , Y t ) ] . (113)
Because H i P ( e i , Y ; θ ) H_i^P(e_i,Y;\theta) H i P ( e i , Y ; θ ) and H ˉ i P ( e i , θ ) \bar{H}_i^P(e_i,\theta) H ˉ i P ( e i , θ ) are affine in e i e_i e i , and because rewards, features, J i ( θ ) J_i(\theta) J i ( θ ) , w i ∗ ( θ ) w_i^*(\theta) w i ∗ ( θ ) , Π i ⊥ E ν θ [ ψ i ] \Pi_i^\perp\mathbb{E}_{\nu_\theta}[\psi_i] Π i ⊥ E ν θ [ ψ i ] , and Π i ⊥ A i ( θ ) \Pi_i^\perp A_i(\theta) Π i ⊥ A i ( θ ) are uniformly bounded, there exists a finite constant C Λ C_\Lambda C Λ such that
∣ Λ P ( e , θ , Y ) ∣ ≤ C Λ ( 1 + ∥ e ∥ 2 ) . (114) |\Lambda^P(e,\theta,Y)|\le C_\Lambda(1+\|e\|^2). \tag*{(114)} ∣ Λ P ( e , θ , Y ) ∣ ≤ C Λ ( 1 + ∥ e ∥ 2 ) . (114)
Moreover, by the Lipschitz assumptions on J i ( θ ) J_i(\theta) J i ( θ ) , w i ⋆ ( θ ) w_i^\star(\theta) w i ⋆ ( θ ) , and the stationary moments Π i ⊥ E ν θ [ ψ i ] \Pi_i^\perp\mathbb{E}_{\nu_\theta}[\psi_i] Π i ⊥ E ν θ [ ψ i ] and Π i ⊥ A i ( θ ) \Pi_i^\perp A_i(\theta) Π i ⊥ A i ( θ ) , there exists a finite constant C Λ C_\Lambda C Λ such that
∣ Λ P ( e , θ , Y ) − Λ P ( e ′ , θ ′ , Y ) ∣ ≤ C Λ ( 1 + ∥ e ∥ + ∥ e ′ ∥ ) ∥ e − e ′ ∥ + C Λ ( 1 + L ν ) ( 1 + ∥ e ∥ 2 + ∥ e ′ ∥ 2 ) ∥ θ − θ ′ ∥ 2 2 . (115) \left|\Lambda^P(e,\theta,Y)-\Lambda^P(e',\theta',Y)\right| \le C_\Lambda(1+\lVert e\rVert+\lVert e'\rVert)\lVert e-e'\rVert+C_\Lambda(1+L_\nu)(1+\lVert e\rVert^2+\lVert e'\rVert^2)\lVert\theta-\theta'\rVert_2^2. \tag*{(115)} Λ P ( e , θ , Y ) − Λ P ( e ′ , θ ′ , Y ) ≤ C Λ ( 1 + ∥ e ∥ + ∥ e ′ ∥) ∥ e − e ′ ∥ + C Λ ( 1 + L ν ) ( 1 + ∥ e ∥ 2 + ∥ e ′ ∥ 2 ) ∥ θ − θ ′ ∥ 2 2 . (115)
The first term in (116) reflects that Λ P \Lambda^P Λ P is quadratic in e e e , while the second term reflects the Lipschitz dependence of the moving target and the stationary one-step law on θ \theta θ .
By the bounded actor increment assumption,
∥ θ t − θ t − τ ∥ 2 ≤ ∑ ℓ = t − τ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ 2 ≤ C θ ∑ ℓ = t − τ t − 1 α ℓ = C θ A t β (116) \lVert\theta_t-\theta_{t-\tau}\rVert_2 \le\sum_{\ell=t-\tau}^{t-1}\lVert\theta_{\ell+1}-\theta_\ell\rVert_2 \le C_\theta\sum_{\ell=t-\tau}^{t-1}\alpha_\ell=C_\theta A_t^\beta \tag*{(116)} ∥ θ t − θ t − τ ∥ 2 ≤ ℓ = t − τ ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ 2 ≤ C θ ℓ = t − τ ∑ t − 1 α ℓ = C θ A t β (116)
where A t β : = ∑ ℓ = t − τ ( β ) t − 1 α ℓ A_t^\beta:=\sum_{\ell=t-\tau(\beta)}^{t-1}\alpha_\ell A t β := ∑ ℓ = t − τ ( β ) t − 1 α ℓ . We next control the change of the critic error over the same window. Since the projected critic recursion is affine in e s e^s e s , and since the moving target z i ⋆ ( θ ) z_i^\star(\theta) z i ⋆ ( θ ) is Lipschitz, there exists a finite constant C z C_z C z such that, for all s s s ,
∥ e s + 1 − e s ∥ ≤ C z β ( 1 + ∥ e s ∥ ) + L ⋆ C θ α s (117) \lVert e^{s+1}-e^s\rVert\le C_z\beta(1+\lVert e^s\rVert)+L_\star C_\theta\alpha_s \tag*{(117)} ∥ e s + 1 − e s ∥ ≤ C z β ( 1 + ∥ e s ∥) + L ⋆ C θ α s (117)
where L ⋆ 2 : = ∑ i = 1 n ( q i L J , i 2 + L w , i 2 ) L_\star^2:=\sum_{i=1}^n(q_iL_{J,i}^2+L_{w,i}^2) L ⋆ 2 := ∑ i = 1 n ( q i L J , i 2 + L w , i 2 ) . Set D s : = 1 + ∥ e s ∥ D_s:=1+\lVert e^s\rVert D s := 1 + ∥ e s ∥ . Summing (118) over s ∈ [ t − τ , t − 1 ] s\in[t-\tau,t-1] s ∈ [ t − τ , t − 1 ] gives
∥ e t − e t − τ ∥ ≤ C z β ∑ ℓ = t − τ t − 1 D ℓ + L ⋆ C θ A t β . (118) \lVert e^t-e^{t-\tau}\rVert\le C_z\beta\sum_{\ell=t-\tau}^{t-1}D_\ell+L_\star C_\theta A_t^\beta. \tag*{(118)} ∥ e t − e t − τ ∥ ≤ C z β ℓ = t − τ ∑ t − 1 D ℓ + L ⋆ C θ A t β . (118)
Moreover, for every s ∈ [ t − τ , t ] s\in[t-\tau,t] s ∈ [ t − τ , t ] ,
D s ≤ D t + ∑ ℓ = s t − 1 ∥ e ℓ + 1 − e ℓ ∥ ≤ D t + C z β ∑ ℓ = t − τ t − 1 D ℓ + L ⋆ C θ A t β . (119) D_s\le D_t+\sum_{\ell=s}^{t-1}\lVert e^{\ell+1}-e^\ell\rVert\le D_t+C_z\beta\sum_{\ell=t-\tau}^{t-1}D_\ell+L_\star C_\theta A_t^\beta. \tag*{(119)} D s ≤ D t + ℓ = s ∑ t − 1 ∥ e ℓ + 1 − e ℓ ∥ ≤ D t + C z β ℓ = t − τ ∑ t − 1 D ℓ + L ⋆ C θ A t β . (119)
Set
M t : = max t − τ ≤ s ≤ t D s . M_t:=\max_{t-\tau\le s\le t}D_s. M t := t − τ ≤ s ≤ t max D s .
Then the preceding inequality implies
M t ≤ D t + C z β τ ( β ) M t + L ⋆ C θ A t β . M_t\le D_t+C_z\beta\tau(\beta)M_t+L_\star C_\theta A_t^\beta. M t ≤ D t + C z β τ ( β ) M t + L ⋆ C θ A t β .
The condition C z β τ ( β ) ≤ 1 4 C_z\beta\tau(\beta)\le\frac14 C z β τ ( β ) ≤ 4 1 allows the term involving M t M_t M t to be absorbed into the left-hand side, while L ⋆ C θ A t β ≤ 1 4 L_\star C_\theta A_t^\beta\le\frac14 L ⋆ C θ A t β ≤ 4 1 ensures that the target-motion term is O ( D t ) O(D_t) O ( D t ) , since D t = 1 + ∥ e t ∥ ≥ 1 D_t=1+\lVert e^t\rVert\ge1 D t = 1 + ∥ e t ∥ ≥ 1 . Hence
M t ≤ D t + L ⋆ C θ A t β 1 − C z β τ ( β ) ≤ D t + 1 4 D t 1 − 1 4 ≤ 2 D t . M_t\le\frac{D_t+L_\star C_\theta A_t^\beta}{1-C_z\beta\tau(\beta)}
\le\frac{D_t+\frac14D_t}{1-\frac14}\le2D_t. M t ≤ 1 − C z β τ ( β ) D t + L ⋆ C θ A t β ≤ 1 − 4 1 D t + 4 1 D t ≤ 2 D t .
Therefore,
max t − τ ≤ s ≤ t D s ≤ C D t . (120) \max_{t-\tau\le s\le t}D_s\le CD_t. \tag*{(120)} t − τ ≤ s ≤ t max D s ≤ C D t . (120)
Substituting (121) into (119) yields the finite-window comparison bound
∥ e t − e t − τ ∥ ≤ C ( β τ ( β ) + C θ A t β ) ( 1 + ∥ e t ∥ ) . (121) \lVert e^t-e^{t-\tau}\rVert\le C\left(\beta\tau(\beta)+C_\theta A_t^\beta\right)(1+\lVert e^t\rVert). \tag*{(121)} ∥ e t − e t − τ ∥ ≤ C ( β τ ( β ) + C θ A t β ) ( 1 + ∥ e t ∥) . (121)
Consequently,
E [ ( 1 + ∥ e t ∥ + ∥ e t − τ ∥ ) ∥ e t − e t − τ ∥ ] ≤ C ( β τ ( β ) + C θ A t β ) ( 1 + E [ V t ] ) . (122) \mathbb{E}\left[(1+\lVert e^t\rVert+\lVert e^{t-\tau}\rVert)\lVert e^t-e^{t-\tau}\rVert\right]\le C\left(\beta\tau(\beta)+C_\theta A_t^\beta\right)(1+\mathbb{E}[V_t]). \tag*{(122)} E [ ( 1 + ∥ e t ∥ + ∥ e t − τ ∥) ∥ e t − e t − τ ∥ ] ≤ C ( β τ ( β ) + C θ A t β ) ( 1 + E [ V t ]) . (122)
where we used q i ≥ 1 q_i\ge1 q i ≥ 1 , so that ∥ e t ∥ 2 ≤ V t \lVert e^t\rVert^2\le V_t ∥ e t ∥ 2 ≤ V t . Combining (116), (117), and (123), and using
E [ ( 1 + ∥ e t ∥ 2 + ∥ e t − τ ∥ 2 ) ∥ θ t − θ t − τ ∥ 2 2 ] ≤ C C θ A t β ( 1 + E [ V t ] ) , (123) \mathbb{E}\left[(1+\lVert e^t\rVert^2+\lVert e^{t-\tau}\rVert^2)\lVert\theta_t-\theta_{t-\tau}\rVert_2^2\right]\le CC_\theta A_t^\beta(1+\mathbb{E}[V_t]), \tag*{(123)} E [ ( 1 + ∥ e t ∥ 2 + ∥ e t − τ ∥ 2 ) ∥ θ t − θ t − τ ∥ 2 2 ] ≤ C C θ A t β ( 1 + E [ V t ]) , (123)
we get,
∣ E [ Λ P ( e t , θ t , Y t ) − Λ P ( e t − τ , θ t − τ , Y t ) ] ∣ ≤ C ( 1 + E [ V t ] ) ( β τ ( β ) + C θ A t β + L ν C θ A t β ) . (124) \left|\mathbb{E}\left[\Lambda^P(e^t,\theta_t,Y_t)-\Lambda^P(e^{t-\tau},\theta_{t-\tau},Y_t)\right]\right|
\le C(1+\mathbb{E}[V_t])\left(\beta\tau(\beta)+C_\theta A_t^\beta+L_\nu C_\theta A_t^\beta\right). \tag*{(124)} E [ Λ P ( e t , θ t , Y t ) − Λ P ( e t − τ , θ t − τ , Y t ) ] ≤ C ( 1 + E [ V t ]) ( β τ ( β ) + C θ A t β + L ν C θ A t β ) . (124)
The term with L ν L_{\nu} L ν records the dependence of the stationary one-step mean H ‾ i P ( e , θ ) \overline{H}^{P}_{i}(e,\theta) H i P ( e , θ ) on the stationary law ν ˉ \bar{\nu} ν ˉ . Next, consider the lagged term Λ P ( e t − τ , θ t − τ , Y t ) \Lambda^{P}(e^{t-\tau},\theta_{t-\tau},Y_t) Λ P ( e t − τ , θ t − τ , Y t ) . The pair ( e t − τ , θ t − τ ) (e^{t-\tau},\theta_{t-\tau}) ( e t − τ , θ t − τ ) is F t − τ \mathcal{F}_{t-\tau} F t − τ -measurable, which is why the lagging step is valid. Construct an auxiliary sample Y ~ t \widetilde{Y}_t Y t by freezing the actor at θ t − τ \theta_{t-\tau} θ t − τ during the interval [ t − τ , t ] [t-\tau,t] [ t − τ , t ] . The nonhomogeneous-kernel perturbation bound gives
∣ E [ Λ P ( e t − τ , θ t − τ , Y t ) − Λ P ( e t − τ , θ t − τ , Y ~ t ) ] ∣ ≤ C ( 1 + E [ V t ] ) τ ( β ) L K C θ A t β . (125) \left|\mathbb{E}\left[\Lambda^{P}(e^{t-\tau},\theta_{t-\tau},Y_t)-\Lambda^{P}(e^{t-\tau},\theta_{t-\tau},\widetilde{Y}_t)\right]\right|\le C(1+\mathbb{E}[V_t])\tau(\beta)L_KC_{\theta}A_t^{\beta}. \tag*{(125)} E [ Λ P ( e t − τ , θ t − τ , Y t ) − Λ P ( e t − τ , θ t − τ , Y t ) ] ≤ C ( 1 + E [ V t ]) τ ( β ) L K C θ A t β . (125)
Indeed, the total variation distance between the true nonhomogeneous one-step law and the auxiliary frozen one-step law is bounded by a constant multiple of
τ ( β ) L K ∑ ℓ = t − τ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ 2 ≤ τ ( β ) L K C θ A t β , (126) \tau(\beta)L_K\sum_{\ell=t-\tau}^{t-1}\lVert\theta_{\ell+1}-\theta_{\ell}\rVert_2\le\tau(\beta)L_KC_{\theta}A_t^{\beta}, \tag*{(126)} τ ( β ) L K ℓ = t − τ ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ 2 ≤ τ ( β ) L K C θ A t β , (126)
and (115) together with (121) supplies the factor 1 + E [ V t ] 1+\mathbb{E}[V_t] 1 + E [ V t ] . Under the auxiliary frozen chain, uniform mixing gives
∣ E [ Λ P ( e t − τ , θ t − τ , Y ~ t ) ∣ F t − τ ] − E ν ˉ θ t − τ [ Λ P ( e t − τ , θ t − τ , Y ) ] ∣ ≤ C ( 1 + ∥ e t − τ ∥ 2 ) m m i x ρ m i x τ − 1 . (127) \left|\mathbb{E}\left[\Lambda^{P}(e^{t-\tau},\theta_{t-\tau},\widetilde{Y}_t)\mid\mathcal{F}_{t-\tau}\right]-\mathbb{E}_{\bar{\nu}_{\theta_{t-\tau}}}\left[\Lambda^{P}(e^{t-\tau},\theta_{t-\tau},Y)\right]\right|\le C(1+\lVert e^{t-\tau}\rVert^2)m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau-1}. \tag*{(127)} E [ Λ P ( e t − τ , θ t − τ , Y t ) ∣ F t − τ ] − E ν ˉ θ t − τ [ Λ P ( e t − τ , θ t − τ , Y ) ] ≤ C ( 1 + ∥ e t − τ ∥ 2 ) m mix ρ mix τ − 1 . (127)
By the definition of H ‾ i P \overline{H}^{P}_{i} H i P ,
E ν ˉ θ t − τ [ Λ P ( e t − τ , θ t − τ , Y ) ] = 0. (128) \mathbb{E}_{\bar{\nu}_{\theta_{t-\tau}}}\left[\Lambda^{P}(e^{t-\tau},\theta_{t-\tau},Y)\right]=0. \tag*{(128)} E ν ˉ θ t − τ [ Λ P ( e t − τ , θ t − τ , Y ) ] = 0. (128)
Taking expectation in (128) and using (121) gives
∣ E [ Λ P ( e t − τ , θ t − τ , Y ~ t ) ] ∣ ≤ C ( 1 + E [ V t ] ) m m i x ρ m i x τ − 1 . (129) \left|\mathbb{E}\left[\Lambda^{P}(e^{t-\tau},\theta_{t-\tau},\widetilde{Y}_t)\right]\right|\le C(1+\mathbb{E}[V_t])m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau-1}. \tag*{(129)} E [ Λ P ( e t − τ , θ t − τ , Y t ) ] ≤ C ( 1 + E [ V t ]) m mix ρ mix τ − 1 . (129)
Combining (125), (126), (130), and (129), we obtain
∣ E [ Λ P ( e t , θ t , Y t ) ] ∣ ≤ C m o v ε P , β , t m o v ( 1 + E [ V t ] ) . (130) \left|\mathbb{E}\left[\Lambda^{P}(e^t,\theta_t,Y_t)\right]\right|\le C_{\mathrm{mov}}\varepsilon^{\mathrm{mov}}_{P,\beta,t}(1+\mathbb{E}[V_t]). \tag*{(130)} E [ Λ P ( e t , θ t , Y t ) ] ≤ C mov ε P , β , t mov ( 1 + E [ V t ]) . (130)
Here ε P , β , t m o v : = m m i x ρ m i x τ ( β ) − 1 + β τ ( β ) + C θ A t β + L ν C θ A t β + τ ( β ) L K C θ A t β \varepsilon^{\mathrm{mov}}_{P,\beta,t}:=m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau(\beta)-1}+\beta\tau(\beta)+C_{\theta}A_t^{\beta}+L_{\nu}C_{\theta}A_t^{\beta}+\tau(\beta)L_KC_{\theta}A_t^{\beta} ε P , β , t mov := m mix ρ mix τ ( β ) − 1 + β τ ( β ) + C θ A t β + L ν C θ A t β + τ ( β ) L K C θ A t β . Using (113) and (131) in (108), together with (110), gives
E [ ∑ i ∥ e i t + 1 , o l d ∥ 2 2 ] ≤ ( 1 − Δ min χ β + C s q β 2 + C m o v β ε P , β , t m o v ) E [ V t ] + C s q β 2 + C m o v β ε P , β , t m o v . (131) \mathbb{E}\left[\sum_i\lVert e_i^{t+1,\mathrm{old}}\rVert_2^2\right]\le\left(1-\Delta_{\min}^{\chi}\beta+C_{\mathrm{sq}}\beta^2+C_{\mathrm{mov}}\beta\varepsilon^{\mathrm{mov}}_{P,\beta,t}\right)\mathbb{E}[V_t]+C_{\mathrm{sq}}\beta^2+C_{\mathrm{mov}}\beta\varepsilon^{\mathrm{mov}}_{P,\beta,t}. \tag*{(131)} E [ i ∑ ∥ e i t + 1 , old ∥ 2 2 ] ≤ ( 1 − Δ m i n χ β + C sq β 2 + C mov β ε P , β , t mov ) E [ V t ] + C sq β 2 + C mov β ε P , β , t mov . (131)
By the smallness condition C s q β + C m o v ε P , β , t m o v ≤ Δ min χ 8 C_{\mathrm{sq}}\beta+C_{\mathrm{mov}}\varepsilon^{\mathrm{mov}}_{P,\beta,t}\le\frac{\Delta_{\min}^{\chi}}{8} C sq β + C mov ε P , β , t mov ≤ 8 Δ m i n χ , we thus obtain
E [ ∑ i ∥ e i t + 1 , o l d ∥ 2 2 ] ≤ ( 1 − 7 Δ min χ 8 β ) E [ V t ] + C s q β 2 + C m o v β ε P , β , t m o v . (132) \mathbb{E}\left[\sum_i\lVert e_i^{t+1,\mathrm{old}}\rVert_2^2\right]\le\left(1-\frac{7\Delta_{\min}^{\chi}}{8}\beta\right)\mathbb{E}[V_t]+C_{\mathrm{sq}}\beta^2+C_{\mathrm{mov}}\beta\varepsilon^{\mathrm{mov}}_{P,\beta,t}. \tag*{(132)} E [ i ∑ ∥ e i t + 1 , old ∥ 2 2 ] ≤ ( 1 − 8 7 Δ m i n χ β ) E [ V t ] + C sq β 2 + C mov β ε P , β , t mov . (132)
The actual next Lyapunov function is measured against z i ⋆ ( θ t + 1 ) = ( J i ( θ t + 1 ) , w i ⋆ ( θ t + 1 ) ) z_i^{\star}(\theta_{t+1})=(J_i(\theta_{t+1}),w_i^{\star}(\theta_{t+1})) z i ⋆ ( θ t + 1 ) = ( J i ( θ t + 1 ) , w i ⋆ ( θ t + 1 )) . Define d i t = ( J i ( θ t + 1 ) − J i ( θ t ) , w i ⋆ ( θ t + 1 ) − w i ⋆ ( θ t ) ) d_i^t=(J_i(\theta_{t+1})-J_i(\theta_t),w_i^{\star}(\theta_{t+1})-w_i^{\star}(\theta_t)) d i t = ( J i ( θ t + 1 ) − J i ( θ t ) , w i ⋆ ( θ t + 1 ) − w i ⋆ ( θ t )) . By Lipschitzness of the target and the bounded actor increment assumption,
∑ i ∥ d i t ∥ 2 2 ≤ L ⋆ 2 ∥ θ t + 1 − θ t ∥ 2 2 ≤ L ⋆ 2 C θ 2 α t 2 . (133) \sum_i\lVert d_i^t\rVert_2^2\le L_{\star}^2\lVert\theta_{t+1}-\theta_t\rVert_2^2\le L_{\star}^2C_{\theta}^2\alpha_t^2. \tag*{(133)} i ∑ ∥ d i t ∥ 2 2 ≤ L ⋆ 2 ∥ θ t + 1 − θ t ∥ 2 2 ≤ L ⋆ 2 C θ 2 α t 2 . (133)
Since e i t + 1 = e i t + 1 , o l d − d i t e_i^{t+1}=e_i^{t+1,\mathrm{old}}-d_i^t e i t + 1 = e i t + 1 , old − d i t , Young’s inequality gives, for any η > 0 \eta>0 η > 0 ,
∥ e i t + 1 ∥ 2 2 ≤ ( 1 + η ) ∥ e i t + 1 , o l d ∥ 2 2 + ( 1 + η − 1 ) ∥ d i t ∥ 2 2 . (134) \lVert e_i^{t+1}\rVert_2^2\le(1+\eta)\lVert e_i^{t+1,\mathrm{old}}\rVert_2^2+(1+\eta^{-1})\lVert d_i^t\rVert_2^2. \tag*{(134)} ∥ e i t + 1 ∥ 2 2 ≤ ( 1 + η ) ∥ e i t + 1 , old ∥ 2 2 + ( 1 + η − 1 ) ∥ d i t ∥ 2 2 . (134)
Choose η : = Δ min χ 8 β \eta:=\frac{\Delta_{\min}^{\chi}}{8}\beta η := 8 Δ m i n χ β . For β ≤ 1 \beta\le1 β ≤ 1 , 1 + η − 1 ≤ 16 Δ min χ β 1+\eta^{-1}\le\frac{16}{\Delta_{\min}^{\chi}\beta} 1 + η − 1 ≤ Δ m i n χ β 16 . Therefore, using (134),
E [ V t + 1 ] ≤ ( 1 + Δ min χ 8 β ) E [ ∑ i ∥ e i t + 1 , o l d ∥ 2 2 ] + 16 L ⋆ 2 Δ min χ C θ 2 α t 2 β . (135) \mathbb{E}[V_{t+1}]\le\left(1+\frac{\Delta_{\min}^{\chi}}{8}\beta\right)\mathbb{E}\left[\sum_i\lVert e_i^{t+1,\mathrm{old}}\rVert_2^2\right]+\frac{16L_{\star}^2}{\Delta_{\min}^{\chi}}\frac{C_{\theta}^2\alpha_t^2}{\beta}. \tag*{(135)} E [ V t + 1 ] ≤ ( 1 + 8 Δ m i n χ β ) E [ i ∑ ∥ e i t + 1 , old ∥ 2 2 ] + Δ m i n χ 16 L ⋆ 2 β C θ 2 α t 2 . (135)
Let C t a r : = 16 L ⋆ 2 Δ min χ C_{\mathrm{tar}}:=\frac{16L_{\star}^2}{\Delta_{\min}^{\chi}} C tar := Δ m i n χ 16 L ⋆ 2 . Substituting (133) into (136), and using ( 1 + Δ min χ 8 β ) ( 1 − 7 Δ min χ 8 β ) ≤ 1 − Δ min χ 4 β \left(1+\frac{\Delta_{\min}^{\chi}}{8}\beta\right)\left(1-\frac{7\Delta_{\min}^{\chi}}{8}\beta\right)\le1-\frac{\Delta_{\min}^{\chi}}{4}\beta ( 1 + 8 Δ m i n χ β ) ( 1 − 8 7 Δ m i n χ β ) ≤ 1 − 4 Δ m i n χ β for sufficiently small β \beta β , yields, after increasing C s q C_{\mathrm{sq}} C sq and C m o v C_{\mathrm{mov}} C mov by universal constants if necessary,
E [ V t + 1 ] ≤ ( 1 − Δ min χ 4 β ) E [ V t ] + C s q β 2 + C m o v β ε P , β , t m o v + C t a r C θ 2 α t 2 β . (136) \mathbb{E}[V_{t+1}]\le\left(1-\frac{\Delta_{\min}^{\chi}}{4}\beta\right)\mathbb{E}[V_t]+C_{\mathrm{sq}}\beta^2+C_{\mathrm{mov}}\beta\varepsilon^{\mathrm{mov}}_{P,\beta,t}+C_{\mathrm{tar}}C_{\theta}^2\frac{\alpha_t^2}{\beta}. \tag*{(136)} E [ V t + 1 ] ≤ ( 1 − 4 Δ m i n χ β ) E [ V t ] + C sq β 2 + C mov β ε P , β , t mov + C tar C θ 2 β α t 2 . (136)
This proves the result.
Corollary 1 (Moving target contraction with decaying step size). Suppose the assumptions of Lemma 8 hold , but replace the constant critic stepsize β \beta β by a deterministic sequence { β t } t ≥ 0 \{\beta_t\}_{t\geq0} { β t } t ≥ 0 , with 0 < β t ≤ β ˉ ≤ 1 0<\beta_t\leq\bar{\beta}\leq1 0 < β t ≤ β ˉ ≤ 1 . Let τ t ∈ { 1 , … , t } \tau_t\in\{1,\ldots,t\} τ t ∈ { 1 , … , t } , and define B t β : = ∑ ℓ = t − τ t t − 1 β ℓ B_t^\beta:=\sum_{\ell=t-\tau_t}^{t-1}\beta_\ell B t β := ∑ ℓ = t − τ t t − 1 β ℓ , A t β : = ∑ ℓ = t − τ t t − 1 α ℓ A_t^\beta:=\sum_{\ell=t-\tau_t}^{t-1}\alpha_\ell A t β := ∑ ℓ = t − τ t t − 1 α ℓ , and ε P , t m o v : = m m i x ρ m i x τ t − 1 + B t β + C θ A t β + L ν C θ A t β + τ t L K C θ A t β \varepsilon_{P,t}^{\mathrm{mov}}:=m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau_t-1}+B_t^\beta+C_\theta A_t^\beta+L_\nu C_\theta A_t^\beta+\tau_t L_K C_\theta A_t^\beta ε P , t mov := m mix ρ mix τ t − 1 + B t β + C θ A t β + L ν C θ A t β + τ t L K C θ A t β . Assume that, for all relevant t t t ,
C s q β t + C m o v ε P , t m o v ≤ Δ min χ 8 , max { C z B t β , L ⋆ C θ A t β } ≤ 1 4 . (137) C_{\mathrm{sq}}\beta_t+C_{\mathrm{mov}}\varepsilon_{P,t}^{\mathrm{mov}}\leq\frac{\Delta_{\min}^\chi}{8},\qquad\max\left\{C_zB_t^\beta,L_\star C_\theta A_t^\beta\right\}\leq\frac{1}{4}. \tag*{(137)} C sq β t + C mov ε P , t mov ≤ 8 Δ m i n χ , max { C z B t β , L ⋆ C θ A t β } ≤ 4 1 . (137) Then, for every t ≥ τ t t\geq\tau_t t ≥ τ t ,
E [ V t + 1 ] ≤ ( 1 − Δ min χ 4 β t ) E [ V t ] + C s q β t 2 + C m o v β t ε P , t m o v + C t a r C θ 2 α t 2 β t . (138) \mathbb{E}[V_{t+1}]\leq\left(1-\frac{\Delta_{\min}^\chi}{4}\beta_t\right)\mathbb{E}[V_t]+C_{\mathrm{sq}}\beta_t^2+C_{\mathrm{mov}}\beta_t\varepsilon_{P,t}^{\mathrm{mov}}+C_{\mathrm{tar}}C_\theta^2\frac{\alpha_t^2}{\beta_t}. \tag*{(138)} E [ V t + 1 ] ≤ ( 1 − 4 Δ m i n χ β t ) E [ V t ] + C sq β t 2 + C mov β t ε P , t mov + C tar C θ 2 β t α t 2 . (138) Proof. The proof is identical to that of Lemma 8, with fixed step size β \beta β being replaced with β t \beta_t β t . In the finite-window comparison, the constant-window term β τ ( β ) \beta\tau(\beta) β τ ( β ) is replaced by B t β = ∑ ℓ = t − τ t t − 1 β ℓ B_t^\beta=\sum_{\ell=t-\tau_t}^{t-1}\beta_\ell B t β = ∑ ℓ = t − τ t t − 1 β ℓ , and the actor-window term is A t β = ∑ ℓ = t − τ t t − 1 α ℓ A_t^\beta=\sum_{\ell=t-\tau_t}^{t-1}\alpha_\ell A t β = ∑ ℓ = t − τ t t − 1 α ℓ . The target-motion Young parameter is chosen as η = Δ min χ 8 β t \eta=\frac{\Delta_{\min}^\chi}{8}\beta_t η = 8 Δ m i n χ β t , which gives the term C t a r C θ 2 α t 2 β t C_{\mathrm{tar}}C_\theta^2\frac{\alpha_t^2}{\beta_t} C tar C θ 2 β t α t 2 . All remaining steps are unchanged. □
The moving-target critic analysis uses standard delayed-window and freezing arguments from finite-time stochastic-approximation analyses with Markovian samples; see, e.g., finite-time actor-critic analyses such as Chen and Zhao [ [4 ] for a related single-timescale coupling argument.
Remark (Choice of decaying stepsizes and order of the error terms). The step-size conditions in the preceding corollary are local finite-time conditions. A standard way to satisfy them eventually is to take polynomial critic and actor stepsizes with a logarithmic mixing window:
β t = β 0 ( t + 1 ) b , α t = α 0 ( t + 1 ) a , b ∈ ( 1 2 , 1 ) , a ∈ ( 1 + b 2 , 1 ) , \beta_t=\frac{\beta_0}{(t+1)^b},\qquad\alpha_t=\frac{\alpha_0}{(t+1)^a},\qquad b\in\left(\frac{1}{2},1\right),\qquad a\in\left(\frac{1+b}{2},1\right), β t = ( t + 1 ) b β 0 , α t = ( t + 1 ) a α 0 , b ∈ ( 2 1 , 1 ) , a ∈ ( 2 1 + b , 1 ) ,
and
τ t = ⌈ c τ log ( t + 1 ) ⌉ , c τ > b − log ρ m i x , \tau_t=\left\lceil c_\tau\log(t+1)\right\rceil,\qquad c_\tau>\frac{b}{-\log\rho_{\mathrm{mix}}}, τ t = ⌈ c τ log ( t + 1 ) ⌉ , c τ > − log ρ mix b ,
with t 0 t_0 t 0 chosen as a finite burn-in time large enough so that 1 ≤ τ t ≤ t 1\leq\tau_t\leq t 1 ≤ τ t ≤ t and the local smallness conditions of the preceding corollary hold for all t ≥ t 0 t\geq t_0 t ≥ t 0 . The constants α 0 , β 0 > 0 \alpha_0,\beta_0>0 α 0 , β 0 > 0 are chosen so that 0 < β t ≤ β ˉ ≤ 1 0<\beta_t\leq\bar{\beta}\leq1 0 < β t ≤ β ˉ ≤ 1 .
Under this choice,
β t → 0 , ∑ t = 0 ∞ β t = ∞ , ∑ t = 0 ∞ β t 2 < ∞ . \beta_t\to0,\qquad\sum_{t=0}^{\infty}\beta_t=\infty,\qquad\sum_{t=0}^{\infty}\beta_t^2<\infty. β t → 0 , t = 0 ∑ ∞ β t = ∞ , t = 0 ∑ ∞ β t 2 < ∞.
Moreover, since b < 1 b<1 b < 1 , the condition a > ( 1 + b ) / 2 a>(1+b)/2 a > ( 1 + b ) /2 implies a > b a>b a > b . Hence
α t β t = α 0 β 0 ( t + 1 ) − ( a − b ) ⟶ 0. \frac{\alpha_t}{\beta_t}=\frac{\alpha_0}{\beta_0}(t+1)^{-(a-b)}\longrightarrow0. β t α t = β 0 α 0 ( t + 1 ) − ( a − b ) ⟶ 0.
We now identify the size of the finite-window quantities appearing in the preceding corollary. Since τ t = O ( log ( t + 1 ) ) = o ( t ) \tau_t=O(\log(t+1))=o(t) τ t = O ( log ( t + 1 )) = o ( t ) , for ℓ ∈ { t − τ t , … , t − 1 } \ell\in\{t-\tau_t,\ldots,t-1\} ℓ ∈ { t − τ t , … , t − 1 } we have
β ℓ = O ( β t ) , α ℓ = O ( α t ) . \beta_\ell=O(\beta_t),\qquad\alpha_\ell=O(\alpha_t). β ℓ = O ( β t ) , α ℓ = O ( α t ) .
Therefore,
B t β = ∑ ℓ = t − τ t t − 1 β ℓ = O ( β t τ t ) , A t β = ∑ ℓ = t − τ t t − 1 α ℓ = O ( α t τ t ) , B_t^\beta=\sum_{\ell=t-\tau_t}^{t-1}\beta_\ell=O(\beta_t\tau_t),\qquad A_t^\beta=\sum_{\ell=t-\tau_t}^{t-1}\alpha_\ell=O(\alpha_t\tau_t), B t β = ℓ = t − τ t ∑ t − 1 β ℓ = O ( β t τ t ) , A t β = ℓ = t − τ t ∑ t − 1 α ℓ = O ( α t τ t ) ,
and
τ t A t β = O ( α t τ t 2 ) . \tau_tA_t^\beta=O(\alpha_t\tau_t^2). τ t A t β = O ( α t τ t 2 ) .
For the mixing term, let
r ρ : = c τ ( − log ρ m i x ) . r_\rho:=c_\tau(-\log\rho_{\mathrm{mix}}). r ρ := c τ ( − log ρ mix ) .
Since c τ > b / ( − log ρ m i x ) c_\tau> b/(-\log\rho_{\mathrm{mix}}) c τ > b / ( − log ρ mix ) , we have r ρ > b r_\rho> b r ρ > b . Hence
m m i x ρ m i x τ t − 1 = O ( ( t + 1 ) − r ρ ) = O ( β t ) . m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau_t-1}=O((t+1)^{-r_\rho})=O(\beta_t). m mix ρ mix τ t − 1 = O (( t + 1 ) − r ρ ) = O ( β t ) .
Consequently,
ε P , t m o v = m m i x ρ m i x τ t − 1 + B t β + C θ A t β + L ν C θ A t β + τ t L K C θ A t β \varepsilon^{\mathrm{mov}}_{P,t}=m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau_t-1}+B_t^\beta+C_{\theta}A_t^\beta+L_\nu C_{\theta}A_t^\beta+\tau_t L_K C_{\theta}A_t^\beta ε P , t mov = m mix ρ mix τ t − 1 + B t β + C θ A t β + L ν C θ A t β + τ t L K C θ A t β
satisfies
ε P , t m o v = O ( β t ) + O ( β t τ t ) + O ( α t τ t ) + O ( α t τ t 2 ) . \varepsilon^{\mathrm{mov}}_{P,t}=O(\beta_t)+O(\beta_t\tau_t)+O(\alpha_t\tau_t)+O(\alpha_t\tau_t^2). ε P , t mov = O ( β t ) + O ( β t τ t ) + O ( α t τ t ) + O ( α t τ t 2 ) .
Equivalently,
ε P , t m o v = O ( ( t + 1 ) − b log ( t + 1 ) + ( t + 1 ) − a log 2 ( t + 1 ) ) . \varepsilon^{\mathrm{mov}}_{P,t}=O\left((t+1)^{-b}\log(t+1)+(t+1)^{-a}\log^2(t+1)\right). ε P , t mov = O ( ( t + 1 ) − b log ( t + 1 ) + ( t + 1 ) − a log 2 ( t + 1 ) ) .
Since a > b a>b a > b , the actor-window contribution is of smaller polynomial order than the critic-window contribution, and hence
ε P , t m o v = O ( β t τ t ) = O ( ( t + 1 ) − b log ( t + 1 ) ) ⟶ 0. \varepsilon^{\mathrm{mov}}_{P,t}=O(\beta_t\tau_t)=O\left((t+1)^{-b}\log(t+1)\right)\longrightarrow0. ε P , t mov = O ( β t τ t ) = O ( ( t + 1 ) − b log ( t + 1 ) ) ⟶ 0.
Thus the local smallness conditions in the preceding corollary hold for all sufficiently large t t t . Indeed,
C s q β t + C m o v ε P , t m o v = O ( β t τ t ) ⟶ 0 , C_{\mathrm{sq}}\beta_t+C_{\mathrm{mov}}\varepsilon^{\mathrm{mov}}_{P,t}=O(\beta_t\tau_t)\longrightarrow0, C sq β t + C mov ε P , t mov = O ( β t τ t ) ⟶ 0 ,
and
C 2 B t β = O ( β t τ t ) ⟶ 0 , L ⋆ C θ A t β = O ( α t τ t ) ⟶ 0. C_2B_t^\beta=O(\beta_t\tau_t)\longrightarrow0,\qquad L_\star C_{\theta}A_t^\beta=O(\alpha_t\tau_t)\longrightarrow0. C 2 B t β = O ( β t τ t ) ⟶ 0 , L ⋆ C θ A t β = O ( α t τ t ) ⟶ 0.
Finally, the three additive perturbation terms in the one-step recursion have orders
C s q β t 2 = O ( ( t + 1 ) − 2 b ) , C_{\mathrm{sq}}\beta_t^2=O((t+1)^{-2b}), C sq β t 2 = O (( t + 1 ) − 2 b ) ,
C m o v β t ε P , t m o v = O ( β t 2 τ t ) = O ( ( t + 1 ) − 2 b log ( t + 1 ) ) , C_{\mathrm{mov}}\beta_t\varepsilon^{\mathrm{mov}}_{P,t}=O(\beta_t^2\tau_t)=O\left((t+1)^{-2b}\log(t+1)\right), C mov β t ε P , t mov = O ( β t 2 τ t ) = O ( ( t + 1 ) − 2 b log ( t + 1 ) ) ,
and
C t a r C θ 2 α t 2 β t = O ( ( t + 1 ) − ( 2 a − b ) ) . C_{\mathrm{tar}}C_{\theta}^2\frac{\alpha_t^2}{\beta_t}=O\left((t+1)^{-(2a-b)}\right). C tar C θ 2 β t α t 2 = O ( ( t + 1 ) − ( 2 a − b ) ) .
Because b > 1 / 2 b>1/2 b > 1/2 , the first two terms are summable:
∑ t = 0 ∞ β t 2 < ∞ , ∑ t = 0 ∞ β t ε P , t m o v < ∞ . \sum_{t=0}^{\infty}\beta_t^2<\infty,\qquad\sum_{t=0}^{\infty}\beta_t\varepsilon^{\mathrm{mov}}_{P,t}<\infty. t = 0 ∑ ∞ β t 2 < ∞ , t = 0 ∑ ∞ β t ε P , t mov < ∞.
Because a > ( 1 + b ) / 2 a>(1+b)/2 a > ( 1 + b ) /2 , we have 2 a − b > 1 2a-b>1 2 a − b > 1 , and therefore
∑ t = 0 ∞ α t 2 β t < ∞ . \sum_{t=0}^{\infty}\frac{\alpha_t^2}{\beta_t}<\infty. t = 0 ∑ ∞ β t α t 2 < ∞.
Thus this choice of stepsizes makes the moving-target and target-drift error terms asymptotically negligible, while the condition ∑ t β t = ∞ \sum_t\beta_t=\infty ∑ t β t = ∞ ensures that the critic contraction accumulates over time.
Convergence of the Actor
We now prove the actor-side stationarity estimate for the unregularized objective. The proof is written so that it can be coupled with the single-timescale moving-target critic recursion from the preceding critic subsection. The conclusion is a bound on the policy-gradient norm; no unregularized global optimality or Nash-gap conclusion is used in this subsection.
Proof roadmap. The actor proof first identifies the exact gradient target and then bounds each source of bias around it. Lemma 9 and Lemma 10 give the score identities, score bounds, and kernel Lipschitz constants needed for all actor estimates, serving as the regularity conditions for the actor proof throughout. Lemma 11 turns delayed Markovian samples into current-stationary expectations through leveraging the mixing properties of the induced Markov chain. Lemma 12 and Lemma 13 quantify the localization bias caused by using only nearby critics. Lemma 14, Lemma 15, and Lemma 16 control smoothness, critic-induced gradient error, and stochastic variance respectively; Lemma 17 combines these estimates into a one-step ascent recursion. Proposition 3 telescopes this drift into a stationarity bound. The auxiliary comparison facts, Lemma 18 and Lemma 19, are the formal comparison counterparts of the partial-observability challenge: the first rewrites unilateral improvement through the one-agent averaged advantage, and the second explains when a softmax-gradient bound can or cannot control the Nash gap. Theorem 7 then combines the actor and critic estimates into the final unregularized finite-time result.
For the linear-function-approximation actor update, define
q ^ j t : = ψ j ( s j k ( t ) , a j k ( t ) ) T w j t , S i t : = ∇ θ i log π θ i ( a i ( t ) ∣ s i ( t ) ) , (139) \widehat{q}^{t}_{j}:=\psi_{j}(s^{k}_{j}(t),a^{k}_{j}(t))^{\mathsf{T}}w^{t}_{j},\qquad S^{t}_{i}:=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i(t)|s_i(t)), \tag*{(139)} q j t := ψ j ( s j k ( t ) , a j k ( t ) ) T w j t , S i t := ∇ θ i log π θ i ( a i ( t ) ∣ s i ( t )) , (139)
and write
θ i t + 1 : = θ i t + α t g ^ i t , g ^ i t : = S i t ∑ j ∈ N i k q ^ j t . (140) \theta^{t+1}_{i}:=\theta^{t}_{i}+\alpha_{t}\widehat{g}^{t}_{i},\qquad\widehat{g}^{t}_{i}:=S^{t}_{i}\sum_{j\in N^{k}_{i}}\widehat{q}^{t}_{j}. \tag*{(140)} θ i t + 1 := θ i t + α t g i t , g i t := S i t j ∈ N i k ∑ q j t . (140)
Let g ^ t : = ( g ^ 1 t , … , g ^ n t ) \widehat{g}^{t}:=(\widehat{g}^{t}_{1},\ldots,\widehat{g}^{t}_{n}) g t := ( g 1 t , … , g n t ) and write
X t : = ( s g ( t ) , a g ( t ) ) . X_{t}:=(s_{g}(t),a_{g}(t)). X t := ( s g ( t ) , a g ( t )) .
Let H t \mathcal{H}_{t} H t denote the history through the sample X t X_{t} X t and through all updates completed at time t t t . The actor proof uses a delayed mixing window τ t ≤ t \tau_{t}\leq t τ t ≤ t and the shorthand t τ : = t − τ t t_{\tau}:=t-\tau_{t} t τ := t − τ t . For a fixed actor parameter θ \theta θ , let ν θ \nu^{\theta} ν θ denote the stationary state-action distribution of X = ( s g , a g ) X=(s_{g},a_{g}) X = ( s g , a g ) under π θ \pi_{\theta} π θ .
We use the following notation throughout this subsection. Set
ψ ‾ : = max 1 ≤ j ≤ n max s j k , a j k ∥ ψ j ( s j k , a j k ) ∥ 2 , H i : = ∣ N i k ∣ . (141) \overline{\psi}:=\max_{1\leq j\leq n}\max_{s^{k}_{j},a^{k}_{j}}\|\psi_{j}(s^{k}_{j},a^{k}_{j})\|_{2},\qquad H_{i}:=|N^{k}_{i}|. \tag*{(141)} ψ := 1 ≤ j ≤ n max s j k , a j k max ∥ ψ j ( s j k , a j k ) ∥ 2 , H i := ∣ N i k ∣. (141)
Define the window-drift quantities
D θ , t : = ∑ ℓ = t τ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ 2 , D w , t : = ( ∑ i = 1 n ( ∑ ℓ = t τ t − 1 ∥ w i ℓ + 1 − w i ℓ ∥ 2 ) 2 ) 1 / 2 . (142) D_{\theta,t}:=\sum_{\ell=t_{\tau}}^{t-1}\|\theta_{\ell+1}-\theta_{\ell}\|_{2},\qquad D_{w,t}:=\left(\sum_{i=1}^{n}\left(\sum_{\ell=t_{\tau}}^{t-1}\|w^{\ell+1}_{i}-w^{\ell}_{i}\|_{2}\right)^{2}\right)^{1/2}. \tag*{(142)} D θ , t := ℓ = t τ ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ 2 , D w , t := i = 1 ∑ n ( ℓ = t τ ∑ t − 1 ∥ w i ℓ + 1 − w i ℓ ∥ 2 ) 2 1/2 . (142)
We also use the accumulated kernel-drift proxy
D K , t : = ∑ ℓ = t τ t − 1 ∥ θ ℓ − θ t τ ∥ 2 . (143) D_{K,t}:=\sum_{\ell=t_{\tau}}^{t-1}\|\theta_{\ell}-\theta_{t_{\tau}}\|_{2}. \tag*{(143)} D K , t := ℓ = t τ ∑ t − 1 ∥ θ ℓ − θ t τ ∥ 2 . (143)
Since ∥ θ ℓ − θ t τ ∥ 2 ≤ ∑ r = t τ ℓ − 1 ∥ θ r + 1 − θ r ∥ 2 \|\theta_{\ell}-\theta_{t_{\tau}}\|_{2}\leq\sum_{r=t_{\tau}}^{\ell-1}\|\theta_{r+1}-\theta_{r}\|_{2} ∥ θ ℓ − θ t τ ∥ 2 ≤ ∑ r = t τ ℓ − 1 ∥ θ r + 1 − θ r ∥ 2 , one always has the crude bound D K , t ≤ τ t D θ , t D_{K,t}\leq\tau_{t}D_{\theta,t} D K , t ≤ τ t D θ , t . Let Π i ⊥ : = Π 2 , S Ψ i , e ⊥ \Pi^{\perp}_{i}:=\Pi_{2,S^{\perp}_{\Psi_{i,e}}} Π i ⊥ := Π 2 , S Ψ i , e ⊥ be the Euclidean projection onto S Ψ i , e ⊥ S^{\perp}_{\Psi_{i,e}} S Ψ i , e ⊥ , and define the critic tracking error used by the actor proof as
w ~ i t : = Π i ⊥ ( w i t − w i ∗ ( θ t ) ) , V t : = ∑ i = 1 n ( q i ( μ ~ i t ) 2 + ∥ w ~ i t ∥ 2 2 ) , (144) \widetilde{w}^{t}_{i}:=\Pi^{\perp}_{i}\left(w^{t}_{i}-w^{*}_{i}(\theta_{t})\right),\qquad\mathcal{V}_{t}:=\sum_{i=1}^{n}\left(q_{i}(\widetilde{\mu}^{t}_{i})^{2}+\|\widetilde{w}^{t}_{i}\|_{2}^{2}\right), \tag*{(144)} w i t := Π i ⊥ ( w i t − w i ∗ ( θ t ) ) , V t := i = 1 ∑ n ( q i ( μ i t ) 2 + ∥ w i t ∥ 2 2 ) , (144)
where q i > 0 q_{i}>0 q i > 0 is the scalar weight used in the moving-target critic Lyapunov function and μ ~ i t : = μ i t − J i ( θ t ) \widetilde{\mu}^{t}_{i}:=\mu^{t}_{i}-J_{i}(\theta_{t}) μ i t := μ i t − J i ( θ t ) . The actor update is insensitive to additive constants in the critic; hence we work with the normalized representatives w i t , w i ∗ ( θ t ) ∈ S Ψ i , e ⊥ w^{t}_{i},w^{*}_{i}(\theta_{t})\in S^{\perp}_{\Psi_{i,e}} w i t , w i ∗ ( θ t ) ∈ S Ψ i , e ⊥ , so w i t − w i ∗ ( θ t ) = w ~ i t w^{t}_{i}-w^{*}_{i}(\theta_{t})=\widetilde{w}^{t}_{i} w i t − w i ∗ ( θ t ) = w i t .
The actor-side primitive inputs used below are stated in the main body: ergodicity in Assumption 1, uniform mixing in Assumption 2, bounded critic iterates in Assumption 3, the derived critic-target bound in Lemma 6, and spatial decay in Assumption 4. Let Q ~ i θ \widetilde{Q}^{\theta}_{i} Q i θ denote the localized tabular fixed point Q ^ i ∗ \widehat{Q}^{*}_{i} Q i ∗ in (7), written as a function of the local state-action pair. Define
ε F A : = max 1 ≤ i ≤ n sup θ ∈ Θ a c sup s i k , a i k ∣ ψ i ( s i k , a i k ) T w i ∗ ( θ ) − Q ~ i θ ( s i k , a i k ) ∣ . (145) \varepsilon_{\mathrm{FA}}:=\max_{1\leq i\leq n}\sup_{\theta\in\Theta_{\mathrm{ac}}}\sup_{s^{k}_{i},a^{k}_{i}}\left|\psi_{i}(s^{k}_{i},a^{k}_{i})^{\mathsf{T}}w^{*}_{i}(\theta)-\widetilde{Q}^{\theta}_{i}(s^{k}_{i},a^{k}_{i})\right|. \tag*{(145)} ε FA := 1 ≤ i ≤ n max θ ∈ Θ ac sup s i k , a i k sup ψ i ( s i k , a i k ) T w i ∗ ( θ ) − Q i θ ( s i k , a i k ) . (145)
Define
W a c t : = max { W , W ∗ } , B i W : = ∣ N i k ∣ W a c t . (146) W_{\mathrm{act}}:=\max\{W,W_{*}\},\qquad B^{W}_{i}:=|N^{k}_{i}|W_{\mathrm{act}}. \tag*{(146)} W act := max { W , W ∗ } , B i W := ∣ N i k ∣ W act . (146)
Provable regularity consequences
Lemma 9 (Product-policy score identities). Under the product policy π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) \pi_{\theta}(a_{g}|s_{g})=\prod_{i=1}^{n}\pi_{\theta_{i}}(a_{i}|s_{i}) π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) , for every agent i ∈ N i\in\mathcal{N} i ∈ N ,
∇ θ i log π θ ( a g ∣ s g ) = ∇ θ i log π θ i ( a i ∣ s i ) . (147) \nabla_{\theta_{i}}\log\pi_{\theta}(a_{g}|s_{g})=\nabla_{\theta_{i}}\log\pi_{\theta_{i}}(a_{i}|s_{i}). \tag*{(147)} ∇ θ i log π θ ( a g ∣ s g ) = ∇ θ i log π θ i ( a i ∣ s i ) . (147)
Moreover, under the softmax parameterization
π θ i ( a i ∣ s i ) = exp ( θ i ( s i , a i ) ) ∑ a i ′ ∈ A i exp ( θ i ( s i , a i ′ ) ) \pi_{\theta_i}(a_i\mid s_i)=\frac{\exp(\theta_i(s_i,a_i))}{\sum_{a'_i\in\mathcal{A}_i}\exp(\theta_i(s_i,a'_i))} π θ i ( a i ∣ s i ) = ∑ a i ′ ∈ A i exp ( θ i ( s i , a i ′ )) exp ( θ i ( s i , a i ))
for every a ∈ A i a\in\mathcal{A}_i a ∈ A i ,
∂ ∂ θ i ( s i , a ) log π θ i ( a i ∣ s i ) = I { a i = a } − π θ i ( a ∣ s i ) . (148) \frac{\partial}{\partial\theta_i(s_i,a)}\log\pi_{\theta_i}(a_i\mid s_i)=\mathbb{I}\{a_i=a\}-\pi_{\theta_i}(a\mid s_i). \tag*{(148)} ∂ θ i ( s i , a ) ∂ log π θ i ( a i ∣ s i ) = I { a i = a } − π θ i ( a ∣ s i ) . (148)
In particular, for finite action spaces, the local softmax score is uniformly bounded as
∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ 2 ∀ θ i , s i , a i . (149) \lVert\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\rVert_2\le\sqrt{2}\qquad\forall\theta_i,s_i,a_i. \tag*{(149)} ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ 2 ∀ θ i , s i , a i . (149)
Moreover, it has zero conditional mean:
∑ a i ∈ A i π θ i ( a i ∣ s i ) ∇ θ i log π θ i ( a i ∣ s i ) = 0. (150) \sum_{a_i\in\mathcal{A}_i}\pi_{\theta_i}(a_i\mid s_i)\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)=0. \tag*{(150)} a i ∈ A i ∑ π θ i ( a i ∣ s i ) ∇ θ i log π θ i ( a i ∣ s i ) = 0. (150)
Proof. See Lemma 29 for the restated statement and proof.
Lemma 10 (Softmax score and kernel Lipschitz constants). Suppose each local policy is the finite-action tabular softmax policy
π θ i ( a i ∣ s i ) = exp ( θ i ( s i , a i ) ) ∑ u ∈ A i exp ( θ i ( s i , u ) ) , π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) . (151) \pi_{\theta_i}(a_i\mid s_i)=\frac{\exp(\theta_i(s_i,a_i))}{\sum_{u\in\mathcal{A}_i}\exp(\theta_i(s_i,u))},\qquad\pi_\theta(a_g\mid s_g)=\prod_{i=1}^{n}\pi_{\theta_i}(a_i\mid s_i). \tag*{(151)} π θ i ( a i ∣ s i ) = ∑ u ∈ A i exp ( θ i ( s i , u )) exp ( θ i ( s i , a i )) , π θ ( a g ∣ s g ) = i = 1 ∏ n π θ i ( a i ∣ s i ) . (151) Define the local score S i ( θ i ; s i , a i ) : = ∇ θ i log π θ i ( a i ∣ s i ) S_i(\theta_i;s_i,a_i):=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i) S i ( θ i ; s i , a i ) := ∇ θ i log π θ i ( a i ∣ s i ) and the global score S ( θ ; s g , a g ) : = ∇ θ log π θ ( a g ∣ s g ) S(\theta;s_g,a_g):=\nabla_\theta\log\pi_\theta(a_g\mid s_g) S ( θ ; s g , a g ) := ∇ θ log π θ ( a g ∣ s g ) . Then, for every i , θ i , s i , a i , i,\theta_i,s_i,a_i, i , θ i , s i , a i ,
∥ S i ( θ i ; s i , a i ) ∥ 2 ≤ G i , G i : = 2 , (152) \lVert S_i(\theta_i;s_i,a_i)\rVert_2\le G_i,\qquad G_i:=\sqrt{2}, \tag*{(152)} ∥ S i ( θ i ; s i , a i ) ∥ 2 ≤ G i , G i := 2 , (152) and, for every θ , s g , a g , \theta,s_g,a_g, θ , s g , a g ,
∥ S ( θ ; s g , a g ) ∥ 2 ≤ G , G : = ∑ i = 1 n G i 2 = 2 n . (153) \lVert S(\theta;s_g,a_g)\rVert_2\le G,\qquad G:=\sqrt{\sum_{i=1}^{n}G_i^2}=\sqrt{2n}. \tag*{(153)} ∥ S ( θ ; s g , a g ) ∥ 2 ≤ G , G := i = 1 ∑ n G i 2 = 2 n . (153) Moreover, for every i , s i , a i , θ i , θ i ′ , i,s_i,a_i,\theta_i,\theta'_i, i , s i , a i , θ i , θ i ′ ,
∥ S i ( θ i ; s i , a i ) − S i ( θ i ′ ; s i , a i ) ∥ 2 ≤ L S , i ∥ θ i − θ i ′ ∥ 2 , L S , i : = 1. (154) \lVert S_i(\theta_i;s_i,a_i)-S_i(\theta'_i;s_i,a_i)\rVert_2\le L_{S,i}\lVert\theta_i-\theta'_i\rVert_2,\qquad L_{S,i}:=1. \tag*{(154)} ∥ S i ( θ i ; s i , a i ) − S i ( θ i ′ ; s i , a i ) ∥ 2 ≤ L S , i ∥ θ i − θ i ′ ∥ 2 , L S , i := 1. (154) Finally, define the frozen global state-action kernel
P π θ ( ( s g , a g ) , ( s g ′ , a g ′ ) ) : = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . (155) P_{\pi_\theta}((s_g,a_g),(s'_g,a'_g)):=P(s'_g\mid s_g,a_g)\pi_\theta(a'_g\mid s'_g). \tag*{(155)} P π θ (( s g , a g ) , ( s g ′ , a g ′ )) := P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . (155) For every θ , θ ′ , \theta,\theta', θ , θ ′ ,
sup x ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ T V ≤ L K ∥ θ − θ ′ ∥ 2 , L K : = G = 2 n . (156) \sup_x\lVert P_{\pi_\theta}(x,\cdot)-P_{\pi_{\theta'}}(x,\cdot)\rVert_{\mathrm{TV}}\le L_K\lVert\theta-\theta'\rVert_2,\qquad L_K:=G=\sqrt{2n}. \tag*{(156)} x sup ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ TV ≤ L K ∥ θ − θ ′ ∥ 2 , L K := G = 2 n . (156) Proof. See Lemma 30 for the restated statement and proof.
Lemma 11 (Conditional Markovian mixing error). Let Θ \Theta Θ be the actor-parameter set considered in the actor proof. For each θ ∈ Θ \theta\in\Theta θ ∈ Θ , define the frozen global state-action kernel
P π θ ( ( s g , a g ) , ( s g ′ , a g ′ ) ) = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . (157) P_{\pi_\theta}((s_g,a_g),(s'_g,a'_g))=P(s'_g\mid s_g,a_g)\pi_\theta(a'_g\mid s'_g). \tag*{(157)} P π θ (( s g , a g ) , ( s g ′ , a g ′ )) = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . (157) Suppose there exist constants m m i x ≥ 1 m_{\mathrm{mix}}\ge1 m mix ≥ 1 , ρ m i x ∈ ( 0 , 1 ) \rho_{\mathrm{mix}}\in(0,1) ρ mix ∈ ( 0 , 1 ) , and L K < ∞ L_K<\infty L K < ∞ such that, for all θ , θ ′ ∈ Θ \theta,\theta'\in\Theta θ , θ ′ ∈ Θ and all ℓ ≥ 0 , \ell\ge0, ℓ ≥ 0 ,
sup x ∥ P π θ ℓ ( x , ⋅ ) − ν θ ∥ T V ≤ m m i x ρ m i x ℓ , (158) \sup_x\lVert P_{\pi_\theta}^{\ell}(x,\cdot)-\nu^\theta\rVert_{\mathrm{TV}}\le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^\ell, \tag*{(158)} x sup ∥ P π θ ℓ ( x , ⋅ ) − ν θ ∥ TV ≤ m mix ρ mix ℓ , (158) sup x ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ T V ≤ L K ∥ θ − θ ′ ∥ , (159) \sup_x\lVert P_{\pi_\theta}(x,\cdot)-P_{\pi_{\theta'}}(x,\cdot)\rVert_{\mathrm{TV}}\le L_K\lVert\theta-\theta'\rVert, \tag*{(159)} x sup ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ TV ≤ L K ∥ θ − θ ′ ∥ , (159) Define
L ν : = 2 m m i x L K 1 − ρ m i x . (160) L_\nu:=\frac{2m_{\mathrm{mix}}L_K}{1-\rho_{\mathrm{mix}}}. \tag*{(160)} L ν := 1 − ρ mix 2 m mix L K . (160)
Then
∥ ν θ − ν θ ′ ∥ T V ≤ L ν ∥ θ − θ ′ ∥ . (161) \lVert\nu^\theta-\nu^{\theta'}\rVert_{\mathrm{TV}}\le L_\nu\lVert\theta-\theta'\rVert. \tag*{(161)} ∥ ν θ − ν θ ′ ∥ TV ≤ L ν ∥ θ − θ ′ ∥ . (161)
Let X t : = ( s g ( t ) , a g ( t ) ) X_t := (s_g(t),a_g(t)) X t := ( s g ( t ) , a g ( t )) and let H t \mathcal{H}_t H t be the history through sample X t X_t X t and all updates up to time t t t . Fix a time t t t , a window τ t ≤ t \tau_t\le t τ t ≤ t , and write s : = t − τ t s:=t-\tau_t s := t − τ t . Suppose that, conditional on H s \mathcal{H}_s H s , the adaptive trajectory over the window is generated by
P ( X ℓ + 1 ∈ A ∣ H ℓ ) = P π ϑ ℓ ( X ℓ , A ) , ℓ = s , … , t − 1 , (162) \mathbb{P}(X_{\ell+1}\in A\mid\mathcal{H}_\ell)=P_{\pi_{\vartheta_\ell}}(X_\ell,A),\qquad\ell=s,\ldots,t-1, \tag*{(162)} P ( X ℓ + 1 ∈ A ∣ H ℓ ) = P π ϑ ℓ ( X ℓ , A ) , ℓ = s , … , t − 1 , (162)
for H ℓ \mathcal{H}_\ell H ℓ -measurable parameters ϑ ℓ ∈ Θ \vartheta_\ell\in\Theta ϑ ℓ ∈ Θ . In the linear-FA algorithm with H s \mathcal{H}_s H s interpreted after the time-s s s updates, the effective choice is ϑ ℓ = θ ℓ + 1 \vartheta_\ell=\theta_{\ell+1} ϑ ℓ = θ ℓ + 1 ; under a pre-update convention it is ϑ ℓ = θ ℓ \vartheta_\ell=\theta_\ell ϑ ℓ = θ ℓ .
Then, for every H s \mathcal{H}_s H s -measurable test function ϕ t : S g × A g → R d \phi_t:S_g\times A_g\to\mathbb{R}^d ϕ t : S g × A g → R d and every nonnegative H s \mathcal{H}_s H s -measurable random variable B t B_t B t satisfying sup x ∥ ϕ t ( x ) ∥ ≤ B t \sup_x\lVert\phi_t(x)\rVert\le B_t sup x ∥ ϕ t ( x )∥ ≤ B t , the delayed conditional bias satisfies
∥ E [ ϕ t ( X t ) ∣ H t − τ t ] − E ν θ t [ ϕ t ( X ) ] ∥ ≤ B t ε m i x ( t ) , (163) \left\lVert\mathbb{E}[\phi_t(X_t)\mid\mathcal{H}_{t-\tau_t}]-\mathbb{E}_{\nu_{\theta_t}}[\phi_t(X)]\right\rVert\le B_t\varepsilon_{\mathrm{mix}}(t), \tag*{(163)} E [ ϕ t ( X t ) ∣ H t − τ t ] − E ν θ t [ ϕ t ( X )] ≤ B t ε mix ( t ) , (163)
where
ε ˉ m i x ( t ) : = m m i x ρ m i x τ t + L K ∑ ℓ = t − τ t t − 1 ∥ ϑ ℓ − θ t − τ t ∥ + L ν ∑ ℓ = t − τ t t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ . (164) \bar{\varepsilon}_{\mathrm{mix}}(t):=m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau_t}+L_K\sum_{\ell=t-\tau_t}^{t-1}\lVert\vartheta_\ell-\theta_{t-\tau_t}\rVert+L_\nu\sum_{\ell=t-\tau_t}^{t-1}\lVert\theta_{\ell+1}-\theta_\ell\rVert. \tag*{(164)} ε ˉ mix ( t ) := m mix ρ mix τ t + L K ℓ = t − τ t ∑ t − 1 ∥ ϑ ℓ − θ t − τ t ∥ + L ν ℓ = t − τ t ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ . (164)
With the paper’s normalization of total variation, distances between probability laws are at most one; hence the same bound holds with the clipped quantity
ε m i x ( t ) : = min { 1 , ε ˉ m i x ( t ) } . (165) \varepsilon_{\mathrm{mix}}(t):=\min\{1,\bar{\varepsilon}_{\mathrm{mix}}(t)\}. \tag*{(165)} ε mix ( t ) := min { 1 , ε ˉ mix ( t )} . (165)
If, in addition, ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ α ℓ \lVert\theta_{\ell+1}-\theta_\ell\rVert\le C_\theta\alpha_\ell ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ α ℓ , α ℓ ≤ C α ( ℓ + 1 ) − a \alpha_\ell\le C_\alpha(\ell+1)^{-a} α ℓ ≤ C α ( ℓ + 1 ) − a for some a ∈ ( 0 , 1 ] a\in(0,1] a ∈ ( 0 , 1 ] , and ϑ ℓ ∈ { θ ℓ , θ ℓ + 1 } \vartheta_\ell\in\{\theta_\ell,\theta_{\ell+1}\} ϑ ℓ ∈ { θ ℓ , θ ℓ + 1 } over the window, then the choice τ t = ⌈ c τ log ( t + 2 ) ⌉ \tau_t=\lceil c_\tau\log(t+2)\rceil τ t = ⌈ c τ log ( t + 2 )⌉ gives
ε m i x ( t ) ≤ m m i x ( t + 2 ) − c τ ∣ log ρ m i x ∣ + L K C θ C α τ t ( t − τ t + 1 ) − a + L ν C θ C α τ t ( t − τ t + 1 ) − a , (166) \varepsilon_{\mathrm{mix}}(t)\le m_{\mathrm{mix}}(t+2)^{-c_\tau\lvert\log\rho_{\mathrm{mix}}\rvert}+L_KC_\theta C_\alpha\tau_t(t-\tau_t+1)^{-a}+L_\nu C_\theta C_\alpha\tau_t(t-\tau_t+1)^{-a}, \tag*{(166)} ε mix ( t ) ≤ m mix ( t + 2 ) − c τ ∣ l o g ρ mix ∣ + L K C θ C α τ t ( t − τ t + 1 ) − a + L ν C θ C α τ t ( t − τ t + 1 ) − a , (166)
and hence
ε m i x ( t ) = O ( t − c τ ∣ log ρ m i x ∣ ) + O ( ( log t ) 2 ( 1 − a ) ) . (167) \varepsilon_{\mathrm{mix}}(t)=O\left(t^{-c_\tau\lvert\log\rho_{\mathrm{mix}}\rvert}\right)+O\left((\log t)^{2(1-a)}\right). \tag*{(167)} ε mix ( t ) = O ( t − c τ ∣ l o g ρ mix ∣ ) + O ( ( log t ) 2 ( 1 − a ) ) . (167)
Proof. See Lemma 31 for the restated statement and proof.
Lemma 12 (Localized critic approximation; Qu et al. [ [27 ] ). Suppose the ( c , ρ ) (c,\rho) ( c , ρ ) exponential decay property holds for the unregularized local Q Q Q functions. For each agent i i i , define a truncated critic by
Q ~ i θ ( s i k , a i k ) : = ∑ s − i k ∈ S − i k ∑ a − i k ∈ A − i k ω i ( s − i k , a − i k ; s i k , a i k ) Q i θ ( s i k , s − i k , a i k , a − i k ) , (168) \widetilde{Q}_i^\theta(s_i^k,a_i^k):=\sum_{s_{-i}^k\in S_{-i}^k}\sum_{a_{-i}^k\in A_{-i}^k}\omega_i(s_{-i}^k,a_{-i}^k;s_i^k,a_i^k)Q_i^\theta(s_i^k,s_{-i}^k,a_i^k,a_{-i}^k), \tag*{(168)} Q i θ ( s i k , a i k ) := s − i k ∈ S − i k ∑ a − i k ∈ A − i k ∑ ω i ( s − i k , a − i k ; s i k , a i k ) Q i θ ( s i k , s − i k , a i k , a − i k ) , (168) where the weights are nonnegative and satisfy
∑ s − i k , a − i k ω i ( s − i k , a − i k ; s i k , a i k ) = 1 ∀ ( s i k , a i k ) . (169) \sum_{s_{-i}^k,a_{-i}^k}\omega_i(s_{-i}^k,a_{-i}^k;s_i^k,a_i^k)=1\qquad\forall(s_i^k,a_i^k). \tag*{(169)} s − i k , a − i k ∑ ω i ( s − i k , a − i k ; s i k , a i k ) = 1 ∀ ( s i k , a i k ) . (169) Then:
The truncated critic uniformly approximates the full local critic:
sup s g , a g ∣ Q i θ ( s g , a g ) − Q ~ i θ ( s i k , a i k ) ∣ ≤ c ρ k + 1 . (170) \sup_{s_g,a_g}\left\lvert Q_i^\theta(s_g,a_g)-\widetilde{Q}_i^\theta(s_i^k,a_i^k)\right\rvert\le c\rho^{k+1}. \tag*{(170)} s g , a g sup Q i θ ( s g , a g ) − Q i θ ( s i k , a i k ) ≤ c ρ k + 1 . (170) If ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ ≤ G i \lVert\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\rVert\le G_i ∥ ∇ θ i log π θ i ( a i ∣ s i )∥ ≤ G i , and
g ~ i ( θ ) : = E ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] , (171) \widetilde{g}_i(\theta):=\mathbb{E}_{\nu_\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\sum_{j\in N_i^k}\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right], \tag*{(171)} g i ( θ ) := E ν θ ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ Q j θ ( s j k , a j k ) , (171) then, under the sum-reward convention J ( θ ) = ∑ j = 1 n J j ( θ ) J(\theta)=\sum_{j=1}^nJ_j(\theta) J ( θ ) = ∑ j = 1 n J j ( θ ) used in this paper,
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ ≤ n G i c ρ k + 1 . (172) \left\lVert\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\right\rVert\le nG_ic\rho^{k+1}. \tag*{(172)} ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ ≤ n G i c ρ k + 1 . (172)
Proof. See Lemma 32 for the restated statement and proof.
Lemma 13 (Localized actor-direction bias under softmax). Suppose the ( c , ρ ) (c,\rho) ( c , ρ ) exponential decay property holds for the unregularized local Q Q Q functions, and define the truncated critics Q ~ j θ \widetilde{Q}_j^\theta Q j θ by the convex averaging construction in Lemma 12. For each agent i i i , define the localized stationary actor direction
g ~ i ( θ ) : = E ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] . (173) \widetilde{g}_i(\theta) := \mathbb{E}_{\nu_\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\sum_{j\in N_i^k}\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right]. \tag*{(173)} g i ( θ ) := E ν θ ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ Q j θ ( s j k , a j k ) . (173) Under the tabular softmax parameterization,
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n 2 c ρ k + 1 . (174) \left\|\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\right\|_2 \le n\sqrt{2}c\rho^{k+1}. \tag*{(174)} ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n 2 c ρ k + 1 . (174) More generally, if ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ G i \left\|\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\right\|_2\le G_i ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ G i , then the right-hand side is n G i c ρ k + 1 nG_ic\rho^{k+1} n G i c ρ k + 1 .
Proof. See Lemma 33 for the restated statement and proof.
Lemma 14 (Smoothness of the unregularized objective under softmax). Suppose the policy is the finite-action product softmax policy and that ∣ r i ( s i , a i ) ∣ ≤ r max \lvert r_i(s_i,a_i)\rvert\le r_{\max} ∣ r i ( s i , a i )∣ ≤ r m a x for every i , s i , a i i,s_i,a_i i , s i , a i . Let
R : = n r max , G : = 2 n , H : = 1. R:=nr_{\max},\qquad G:=\sqrt{2n},\qquad H:=1. R := n r m a x , G := 2 n , H := 1. Assume that the policy-induced global kernels are uniformly ergodic in the sense that
K m i x : = sup θ ∑ t = 0 ∞ sup s g ∈ S g ∥ ( P π θ ) t ( s g , ⋅ ) − d θ ∥ 1 < ∞ . (175) K_{\mathrm{mix}}:=\sup_\theta\sum_{t=0}^{\infty}\sup_{s_g\in\mathcal{S}_g}\left\|\left(P_{\pi_\theta}\right)^t(s_g,\cdot)-d^\theta\right\|_1<\infty. \tag*{(175)} K mix := θ sup t = 0 ∑ ∞ s g ∈ S g sup ( P π θ ) t ( s g , ⋅ ) − d θ 1 < ∞. (175) Define
L d : = K m i x G , L J : = R ( L d + G ) , L V s m : = L d + G , (176) L_d:=K_{\mathrm{mix}}G,\qquad L_J:=R(L_d+G),\qquad L_V^{\mathrm{sm}}:=L_d+G, \tag*{(176)} L d := K mix G , L J := R ( L d + G ) , L V sm := L d + G , (176) B V : = 2 R K m i x , B Q : = 2 R + B V , (177) B_V:=2RK_{\mathrm{mix}},\qquad B_Q:=2R+B_V, \tag*{(177)} B V := 2 R K mix , B Q := 2 R + B V , (177) L V : = K m i x ( R G ( K m i x + 2 ) + G B V ) + L d B V , L Q : = L J + L V , (178) L_V:=K_{\mathrm{mix}}\left(RG(K_{\mathrm{mix}}+2)+GB_V\right)+L_dB_V,\qquad L_Q:=L_J+L_V, \tag*{(178)} L V := K mix ( R G ( K mix + 2 ) + G B V ) + L d B V , L Q := L J + L V , (178) and
L ∇ J : = L d G B Q + ( G 2 + H ) B Q + G L Q . (179) L_{\nabla J}:=L_dGB_Q+(G^2+H)B_Q+GL_Q. \tag*{(179)} L ∇ J := L d G B Q + ( G 2 + H ) B Q + G L Q . (179) Then the objective-smoothness and objective-upper-bound conclusions used in the actor proof hold with this L ∇ J L_{\nabla J} L ∇ J and with
J max : = sup θ J ( θ ) ≤ n r max . (180) J_{\max}:=\sup_\theta J(\theta)\le nr_{\max}. \tag*{(180)} J m a x := θ sup J ( θ ) ≤ n r m a x . (180) That is, for all θ , θ ′ \theta,\theta' θ , θ ′ ,
∥ ∇ J ( θ ) − ∇ J ( θ ′ ) ∥ ≤ L ∇ J ∥ θ − θ ′ ∥ , (181) \left\|\nabla J(\theta)-\nabla J(\theta')\right\|\le L_{\nabla J}\left\|\theta-\theta'\right\|, \tag*{(181)} ∥ ∇ J ( θ ) − ∇ J ( θ ′ ) ∥ ≤ L ∇ J ∥ θ − θ ′ ∥ , (181) and J J J is bounded above by J max J_{\max} J m a x .
Proof. See Lemma 34 for the restated statement and proof.
Lemma 15 (Expected actor ascent-direction error bound). Suppose Assumptions 1-4 hold, and use Lemma 6, (147), and (146). Define, for each actor block i i i ,
A i t r : = G i ψ ˉ H i , A i F A : = G i H i , A i l o c : = n G i c , A_i^{\mathrm{tr}}:=G_i\bar{\psi}\sqrt{H_i},\qquad A_i^{\mathrm{FA}}:=G_iH_i,\qquad A_i^{\mathrm{loc}}:=nG_ic, A i tr := G i ψ ˉ H i , A i FA := G i H i , A i loc := n G i c , A i m i x , 0 : = G i ψ ˉ B i W , A i m i x , V : = G i ψ ˉ H i , (182) A_i^{\mathrm{mix},0}:=G_i\bar{\psi}B_i^W,\qquad A_i^{\mathrm{mix},V}:=G_i\bar{\psi}\sqrt{H_i}, \tag*{(182)} A i mix , 0 := G i ψ ˉ B i W , A i mix , V := G i ψ ˉ H i , (182) A i w i n , 0 , θ : = 2 L S , i ψ ˉ B i W , A i w i n , V , θ : = 2 L S , i ψ ˉ H i , A i w i n , w : = 2 G i ψ ˉ H i . A_i^{\mathrm{win},0,\theta}:=2L_{S,i}\bar{\psi}B_i^W,\qquad A_i^{\mathrm{win},V,\theta}:=2L_{S,i}\bar{\psi}\sqrt{H_i},\qquad A_i^{\mathrm{win},w}:=2G_i\bar{\psi}\sqrt{H_i}. A i win , 0 , θ := 2 L S , i ψ ˉ B i W , A i win , V , θ := 2 L S , i ψ ˉ H i , A i win , w := 2 G i ψ ˉ H i .
Define the corresponding vector constants
C t r : = ( ∑ i = 1 n ( A i t r ) 2 ) 1 / 2 , C F A : = ( ∑ i = 1 n ( A i F A ) 2 ) 1 / 2 , C_{\mathrm{tr}} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{tr}})^2\right)^{1/2}, \qquad C_{\mathrm{FA}} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{FA}})^2\right)^{1/2}, C tr := ( i = 1 ∑ n ( A i tr ) 2 ) 1/2 , C FA := ( i = 1 ∑ n ( A i FA ) 2 ) 1/2 ,
C l o c : = ( ∑ i = 1 n ( A i l o c ) 2 ) 1 / 2 , C m i x , 0 : = ( ∑ i = 1 n ( A i m i x , 0 ) 2 ) 1 / 2 , C_{\mathrm{loc}} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{loc}})^2\right)^{1/2}, \qquad C_{\mathrm{mix},0} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{mix},0})^2\right)^{1/2}, C loc := ( i = 1 ∑ n ( A i loc ) 2 ) 1/2 , C mix , 0 := ( i = 1 ∑ n ( A i mix , 0 ) 2 ) 1/2 ,
C m i x , V : = ( ∑ i = 1 n ( A i m i x , V ) 2 ) 1 / 2 , C w i n , 0 θ : = ( ∑ i = 1 n ( A i w i n , 0 , θ ) 2 ) 1 / 2 , C_{\mathrm{mix},V} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{mix},V})^2\right)^{1/2}, \qquad C_{\mathrm{win},0}^{\theta} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{win},0,\theta})^2\right)^{1/2}, C mix , V := ( i = 1 ∑ n ( A i mix , V ) 2 ) 1/2 , C win , 0 θ := ( i = 1 ∑ n ( A i win , 0 , θ ) 2 ) 1/2 ,
C w i n , V θ : = ( ∑ i = 1 n ( A i w i n , V , θ ) 2 ) 1 / 2 , C w i n w : = ( ∑ i = 1 n ( A i w i n , w ) 2 ) 1 / 2 . (183) C_{\mathrm{win},V}^{\theta} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{win},V,\theta})^2\right)^{1/2}, \qquad C_{\mathrm{win}}^{w} := \left(\sum_{i=1}^{n}(A_i^{\mathrm{win},w})^2\right)^{1/2}. \tag*{(183)} C win , V θ := ( i = 1 ∑ n ( A i win , V , θ ) 2 ) 1/2 , C win w := ( i = 1 ∑ n ( A i win , w ) 2 ) 1/2 . (183)
Define the frozen-martingale correlation constants
B τ , 0 : = 2 C m i x , 0 , B τ , V : = 2 C m i x , V , B τ , w : = 2 C m i x , V , (184) B_{\tau,0} := 2C_{\mathrm{mix},0}, \qquad B_{\tau,V} := 2C_{\mathrm{mix},V}, \qquad B_{\tau,w} := 2C_{\mathrm{mix},V}, \tag*{(184)} B τ , 0 := 2 C mix , 0 , B τ , V := 2 C mix , V , B τ , w := 2 C mix , V , (184)
and
R c o r r , t : = L ∇ J D θ , t ( B τ , 0 + B τ , V V t + B τ , w D w , t ) . (185) R_{\mathrm{corr},t} := L_{\nabla J}D_{\theta,t}\left(B_{\tau,0} + B_{\tau,V}\sqrt{V_t} + B_{\tau,w}D_{w,t}\right). \tag*{(185)} R corr , t := L ∇ J D θ , t ( B τ , 0 + B τ , V V t + B τ , w D w , t ) . (185)
Let g t : = ∇ J ( θ t ) g_t := \nabla J(\theta_t) g t := ∇ J ( θ t ) . Then, for every t t t ,
E ⟨ g t , g ^ t ⟩ ≥ 1 2 E ∥ g t ∥ 2 − 4 C t r 2 E V t − 4 C F A 2 ε F A 2 − 4 C l o c 2 ρ 2 ( k + 1 ) − 4 C m i x , 0 2 E [ ε m i x ( t ) ] − 4 C m i x , V 2 E [ ε m i x ( t ) 2 V t τ ] − 4 max { ( C w i n , 0 θ ) 2 , ( C w i n w ) 2 } E [ D θ , t 2 + D w , t 2 ] − 4 ( C w i n , V θ ) 2 E [ D θ , t 2 V t ] − E [ R c o r r , t ] . (186) \begin{aligned}
\mathbb{E}\langle g_t,\widehat{g}_t\rangle
&\ge\frac{1}{2}\mathbb{E}\lVert g_t\rVert^2 - 4C_{\mathrm{tr}}^2\mathbb{E}V_t - 4C_{\mathrm{FA}}^2\varepsilon_{\mathrm{FA}}^2 - 4C_{\mathrm{loc}}^2\rho^{2(k+1)} \\
&\quad- 4C_{\mathrm{mix},0}^2\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)] - 4C_{\mathrm{mix},V}^2\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)^2V_t\tau] \\
&\quad- 4\max\{(C_{\mathrm{win},0}^{\theta})^2,(C_{\mathrm{win}}^{w})^2\}\mathbb{E}[D_{\theta,t}^2+D_{w,t}^2] \\
&\quad- 4(C_{\mathrm{win},V}^{\theta})^2\mathbb{E}[D_{\theta,t}^2V_t]-\mathbb{E}[R_{\mathrm{corr},t}]. \tag*{(186)}
\end{aligned} E ⟨ g t , g t ⟩ ≥ 2 1 E ∥ g t ∥ 2 − 4 C tr 2 E V t − 4 C FA 2 ε FA 2 − 4 C loc 2 ρ 2 ( k + 1 ) − 4 C mix , 0 2 E [ ε mix ( t )] − 4 C mix , V 2 E [ ε mix ( t ) 2 V t τ ] − 4 max {( C win , 0 θ ) 2 , ( C win w ) 2 } E [ D θ , t 2 + D w , t 2 ] − 4 ( C win , V θ ) 2 E [ D θ , t 2 V t ] − E [ R corr , t ] . (186)
Proof. Fix t t t , write s : = t τ s := t_{\tau} s := t τ , and let g t : = ∇ J ( θ t ) g_t := \nabla J(\theta_t) g t := ∇ J ( θ t ) and g s : = ∇ J ( θ s ) g_s := \nabla J(\theta_s) g s := ∇ J ( θ s ) . Define the delayed frozen estimator
g ^ i t , τ : = ∇ θ i log π θ i ( a i ( t ) ∣ s i ( t ) ) ∑ j ∈ N i k ψ j ( s j k ( t ) , a j k ( t ) ) ⊤ w j s , g ^ t , τ : = ( g ^ 1 t , τ , … , g ^ n t , τ ) , (187) \widehat{g}_i^{t,\tau} := \nabla_{\theta_i}\log\pi_{\theta_i}(a_i(t)\mid s_i(t))\sum_{j\in N_i^k}\psi_j(s_j^k(t),a_j^k(t))^{\top}w_j^s,\qquad\widehat{g}^{t,\tau}:=(\widehat{g}_1^{t,\tau},\ldots,\widehat{g}_n^{t,\tau}), \tag*{(187)} g i t , τ := ∇ θ i log π θ i ( a i ( t ) ∣ s i ( t )) j ∈ N i k ∑ ψ j ( s j k ( t ) , a j k ( t ) ) ⊤ w j s , g t , τ := ( g 1 t , τ , … , g n t , τ ) , (187)
and set
m t τ : = E [ g ^ t , τ ∣ H s ] , M t τ : = g ^ t , τ − m t τ . (188) m_t^{\tau}:=\mathbb{E}[\widehat{g}^{t,\tau}\mid\mathcal{H}_s],\qquad M_t^{\tau}:=\widehat{g}^{t,\tau}-m_t^{\tau}. \tag*{(188)} m t τ := E [ g t , τ ∣ H s ] , M t τ := g t , τ − m t τ . (188)
By construction E [ M t τ ∣ H s ] = 0 \mathbb{E}[M_t^{\tau}\mid\mathcal{H}_s]=0 E [ M t τ ∣ H s ] = 0 .
We first bound the deterministic bias of the delayed frozen mean. For a stationary sample ( s g , a g ) ∼ ν θ t (s_g,a_g)\sim\nu^{\theta_t} ( s g , a g ) ∼ ν θ t , define
S i : = ∇ θ i log π θ i θ ( a i ∣ s i ) , S i τ : = ∇ θ i log π θ i θ ( a i ∣ s i ) , ψ j : = ψ j ( s j k , a j k ) . (189) S_i:=\nabla_{\theta_i}\log\pi_{\theta_i}^{\theta}(a_i\mid s_i),\qquad S_i^{\tau}:=\nabla_{\theta_i}\log\pi_{\theta_i}^{\theta}(a_i\mid s_i),\qquad\psi_j:=\psi_j(s_j^k,a_j^k). \tag*{(189)} S i := ∇ θ i log π θ i θ ( a i ∣ s i ) , S i τ := ∇ θ i log π θ i θ ( a i ∣ s i ) , ψ j := ψ j ( s j k , a j k ) . (189)
Let
h ˉ i , 0 τ : = E [ g i t , τ ∣ H s ] , \bar{h}_{i,0}^{\tau}:=\mathbb{E}\left[g_i^{t,\tau}\mid\mathcal{H}_s\right], h ˉ i , 0 τ := E [ g i t , τ ∣ H s ] ,
h ˉ i , 1 τ : = E ν θ t [ S i T ∑ j ∈ N i k ψ j ( s j k , a j k ) T w j s ] , \bar{h}_{i,1}^{\tau}:=\mathbb{E}_{\nu_{\theta_t}}\left[S_i^T\sum_{j\in N_i^k}\psi_j(s_j^k,a_j^k)^T w_j^s\right], h ˉ i , 1 τ := E ν θ t S i T j ∈ N i k ∑ ψ j ( s j k , a j k ) T w j s ,
h i , 1 : = E ν θ t [ S i ∑ j ∈ N i k ψ j t w j t ] , h_{i,1}:=\mathbb{E}_{\nu_{\theta_t}}\left[S_i\sum_{j\in N_i^k}\psi_j^t w_j^t\right], h i , 1 := E ν θ t S i j ∈ N i k ∑ ψ j t w j t ,
h i , 2 : = E ν θ t [ S i ∑ j ∈ N i k ψ j t w j ∗ ( θ t ) ] , h_{i,2}:=\mathbb{E}_{\nu_{\theta_t}}\left[S_i\sum_{j\in N_i^k}\psi_j^t w_j^*(\theta_t)\right], h i , 2 := E ν θ t S i j ∈ N i k ∑ ψ j t w j ∗ ( θ t ) ,
h i , 3 : = E ν θ t [ S i ∑ j ∈ N i k Q ~ j θ t ( s j k , a j k ) ] , h_{i,3}:=\mathbb{E}_{\nu_{\theta_t}}\left[S_i\sum_{j\in N_i^k}\widetilde{Q}_j^{\theta_t}(s_j^k,a_j^k)\right], h i , 3 := E ν θ t S i j ∈ N i k ∑ Q j θ t ( s j k , a j k ) ,
h i , 4 : = E ν θ t [ S i ∑ j = 1 n Q j θ t ( s g , a g ) ] . (190) h_{i,4}:=\mathbb{E}_{\nu_{\theta_t}}\left[S_i\sum_{j=1}^{n}Q_j^{\theta_t}(s_g,a_g)\right]. \tag*{(190)} h i , 4 := E ν θ t [ S i j = 1 ∑ n Q j θ t ( s g , a g ) ] . (190)
By the average-reward policy-gradient theorem, h i , 4 = ∇ θ i J ( θ t ) h_{i,4}=\nabla_{\theta_i}J(\theta_t) h i , 4 = ∇ θ i J ( θ t ) .
The frozen test function
f i t ( s g , a g ) : = S i T ( s g , a g ) ∑ j ∈ N i k ψ j ( s j k , a j k ) T w j s (191) f_i^t(s_g,a_g):=S_i^T(s_g,a_g)\sum_{j\in N_i^k}\psi_j(s_j^k,a_j^k)^T w_j^s \tag*{(191)} f i t ( s g , a g ) := S i T ( s g , a g ) j ∈ N i k ∑ ψ j ( s j k , a j k ) T w j s (191)
is H s \mathcal{H}_s H s -measurable. Since
∥ f i t ∥ ∞ ≤ G i ψ ˉ ( B i W + H i V s ) , (192) \lVert f_i^t\rVert_\infty\le G_i\bar{\psi}\left(B_i^W+\sqrt{H_i}\sqrt{V_s}\right), \tag*{(192)} ∥ f i t ∥ ∞ ≤ G i ψ ˉ ( B i W + H i V s ) , (192)
Lemma 11, applied only to the H s \mathcal{H}_s H s -measurable function f i t f_i^t f i t , gives
∥ h ˉ i , 0 τ − h ˉ i , 1 τ ∥ 2 ≤ A i m i x , 0 ε m i x ( t ) + A i m i x , V ε m i x ( t ) V s . (193) \left\lVert\bar{h}_{i,0}^{\tau}-\bar{h}_{i,1}^{\tau}\right\rVert_2\le A_i^{\mathrm{mix},0}\varepsilon_{\mathrm{mix}}(t)+A_i^{\mathrm{mix},V}\varepsilon_{\mathrm{mix}}(t)\sqrt{V_s}. \tag*{(193)} h ˉ i , 0 τ − h ˉ i , 1 τ 2 ≤ A i mix , 0 ε mix ( t ) + A i mix , V ε mix ( t ) V s . (193)
The current-to-frozen stationary comparison satisfies
∥ h ˉ i , 1 τ − h i , 1 ∥ 2 ≤ L S , i D θ , t ψ ˉ ( B i W + H i V t ) + G i ψ ˉ ∑ j ∈ N i k ∥ w j t − w j s ∥ 2 ≤ 1 2 A i w i n , 0 , θ D θ , t + 1 2 A i w i n , V , θ D θ , t V t + 1 2 A i w i n , w D w , t . (194) \begin{aligned}
\left\lVert\bar{h}_{i,1}^{\tau}-h_{i,1}\right\rVert_2\le L_{S,i}D_{\theta,t}\bar{\psi}\left(B_i^W+\sqrt{H_i}\sqrt{V_t}\right)+G_i\bar{\psi}\sum_{j\in N_i^k}\left\lVert w_j^t-w_j^s\right\rVert_2 \\
&\le\frac{1}{2}A_i^{\mathrm{win},0,\theta}D_{\theta,t}+\frac{1}{2}A_i^{\mathrm{win},V,\theta}D_{\theta,t}\sqrt{V_t}+\frac{1}{2}A_i^{\mathrm{win},w}D_{w,t}. \tag*{(194)}
\end{aligned} h ˉ i , 1 τ − h i , 1 2 ≤ L S , i D θ , t ψ ˉ ( B i W + H i V t ) + G i ψ ˉ j ∈ N i k ∑ w j t − w j s 2 ≤ 2 1 A i win , 0 , θ D θ , t + 2 1 A i win , V , θ D θ , t V t + 2 1 A i win , w D w , t . (194)
The remaining deterministic terms are unchanged:
∥ h i , 1 − h i , 2 ∥ 2 ≤ A i t r V t , (195) \left\lVert h_{i,1}-h_{i,2}\right\rVert_2\le A_i^{\mathrm{tr}}\sqrt{V_t}, \tag*{(195)} ∥ h i , 1 − h i , 2 ∥ 2 ≤ A i tr V t , (195)
∥ h i , 2 − h i , 3 ∥ 2 ≤ A i F A ε F A , (196) \left\lVert h_{i,2}-h_{i,3}\right\rVert_2\le A_i^{\mathrm{FA}}\varepsilon_{\mathrm{FA}}, \tag*{(196)} ∥ h i , 2 − h i , 3 ∥ 2 ≤ A i FA ε FA , (196)
∥ h i , 3 − h i , 4 ∥ 2 ≤ A i l o c ρ k + 1 . (197) \left\lVert h_{i,3}-h_{i,4}\right\rVert_2\le A_i^{\mathrm{loc}}\rho^{k+1}. \tag*{(197)} ∥ h i , 3 − h i , 4 ∥ 2 ≤ A i loc ρ k + 1 . (197)
Combining (194)–(198) and then applying Minkowski’s inequality over actor blocks yields
∥ m t τ − g t ∥ 2 ≤ C t r V t + C F A ε F A + C l o c ρ k + 1 + C m i x , 0 ε m i x ( t ) + C m i x , V ε m i x ( t ) V s + 1 2 C w i n , 0 θ D θ , t + 1 2 C w i n , V θ D θ , t V t + 1 2 C w i n w D w , t . (198) \begin{aligned}
\left\lVert m_t^\tau-g_t\right\rVert_2\le C_{\mathrm{tr}}\sqrt{V_t}+C_{\mathrm{FA}}\varepsilon_{\mathrm{FA}}+C_{\mathrm{loc}}\rho^{k+1}+C_{\mathrm{mix},0}\varepsilon_{\mathrm{mix}}(t)+C_{\mathrm{mix},V}\varepsilon_{\mathrm{mix}}(t)\sqrt{V_s} \\
&+\frac{1}{2}C_{\mathrm{win},0}^{\theta}D_{\theta,t}+\frac{1}{2}C_{\mathrm{win},V}^{\theta}D_{\theta,t}\sqrt{V_t}+\frac{1}{2}C_{\mathrm{win}}^wD_{w,t}. \tag*{(198)}
\end{aligned} ∥ m t τ − g t ∥ 2 ≤ C tr V t + C FA ε FA + C loc ρ k + 1 + C mix , 0 ε mix ( t ) + C mix , V ε mix ( t ) V s + 2 1 C win , 0 θ D θ , t + 2 1 C win , V θ D θ , t V t + 2 1 C win w D w , t . (198)
The same score-Lipschitz and critic-window comparison gives the pathwise current-to-frozen estimator bound
∥ g ^ t − g ^ t , τ ∥ 2 ≤ 1 2 C w i n , 0 θ D θ , t + 1 2 C w i n , V θ D θ , t V t + 1 2 C w i n w D w , t . (199) \left\lVert\widehat{g}^{t}-\widehat{g}^{t,\tau}\right\rVert_2\le\frac{1}{2}C_{\mathrm{win},0}^{\theta}D_{\theta,t}+\frac{1}{2}C_{\mathrm{win},V}^{\theta}D_{\theta,t}\sqrt{V_t}+\frac{1}{2}C_{\mathrm{win}}^wD_{w,t}. \tag*{(199)} g t − g t , τ 2 ≤ 2 1 C win , 0 θ D θ , t + 2 1 C win , V θ D θ , t V t + 2 1 C win w D w , t . (199)
Define
A t : = C t r V t + C F A ε F A + C l o c ρ k + 1 + C m i x , 0 ε m i x ( t ) + C m i x , V ε m i x ( t ) V s + C w i n , 0 θ D θ , t + C w i n , V θ D θ , t V t + C w i n w D w , t . (200) \begin{aligned}
A_t:=C_{\mathrm{tr}}\sqrt{V_t}+C_{\mathrm{FA}}\varepsilon_{\mathrm{FA}}+C_{\mathrm{loc}}\rho^{k+1}+C_{\mathrm{mix},0}\varepsilon_{\mathrm{mix}}(t)+C_{\mathrm{mix},V}\varepsilon_{\mathrm{mix}}(t)\sqrt{V_s} \\
&+C_{\mathrm{win},0}^{\theta}D_{\theta,t}+C_{\mathrm{win},V}^{\theta}D_{\theta,t}\sqrt{V_t}+C_{\mathrm{win}}^wD_{w,t}. \tag*{(200)}
\end{aligned} A t := C tr V t + C FA ε FA + C loc ρ k + 1 + C mix , 0 ε mix ( t ) + C mix , V ε mix ( t ) V s + C win , 0 θ D θ , t + C win , V θ D θ , t V t + C win w D w , t . (200)
Then
∥ m t τ − g t ∥ 2 + ∥ g ^ t − g ^ t , τ ∥ 2 ≤ A t . (201) \lVert m_t^\tau-g_t\rVert_2+\lVert\widehat g^t-\widehat g^{t,\tau}\rVert_2\le A_t. \tag*{(201)} ∥ m t τ − g t ∥ 2 + ∥ g t − g t , τ ∥ 2 ≤ A t . (201)
It remains to control the frozen martingale correlation with the current gradient. Since g s g_s g s is H s \mathcal{H}_s H s -measurable and E [ M t τ ∣ H s ] = 0 \mathbb{E}[M_t^\tau\mid\mathcal{H}_s]=0 E [ M t τ ∣ H s ] = 0 ,
E ⟨ g t , M t τ ⟩ = E ⟨ g t − g s , M t τ ⟩ . (202) \mathbb{E}\langle g_t,M_t^\tau\rangle=\mathbb{E}\langle g_t-g_s,M_t^\tau\rangle. \tag*{(202)} E ⟨ g t , M t τ ⟩ = E ⟨ g t − g s , M t τ ⟩ . (202)
Smoothness of J J J gives ∥ g t − g s ∥ 2 ≤ L ∇ J D θ , t \lVert g_t-g_s\rVert_2\le L_{\nabla J}D_{\theta,t} ∥ g t − g s ∥ 2 ≤ L ∇ J D θ , t . Moreover, for every sample x x x ,
∥ g ^ t , τ ( x ) ∥ 2 ≤ C m i x , 0 + C m i x , V V t + C m i x , V D w , t . (203) \lVert\widehat g^{t,\tau}(x)\rVert_2\le C_{\mathrm{mix},0}+C_{\mathrm{mix},V}\sqrt{V_t}+C_{\mathrm{mix},V}D_{w,t}. \tag*{(203)} ∥ g t , τ ( x ) ∥ 2 ≤ C mix , 0 + C mix , V V t + C mix , V D w , t . (203)
Therefore ∥ M t τ ∥ 2 ≤ B τ , 0 + B τ , V V t + B τ , w D w , t \lVert M_t^\tau\rVert_2\le B_{\tau,0}+B_{\tau,V}\sqrt{V_t}+B_{\tau,w}D_{w,t} ∥ M t τ ∥ 2 ≤ B τ , 0 + B τ , V V t + B τ , w D w , t , and
∣ E ⟨ g t , M t τ ⟩ ∣ ≤ E [ R c o r r , t ] . (204) \left|\mathbb{E}\langle g_t,M_t^\tau\rangle\right|\le\mathbb{E}[R_{\mathrm{corr},t}]. \tag*{(204)} ∣ E ⟨ g t , M t τ ⟩ ∣ ≤ E [ R corr , t ] . (204)
Finally,
E ⟨ g t , g ^ t ⟩ = E ∥ g t ∥ 2 2 + E ⟨ g t , m t τ − g t ⟩ + E ⟨ g t , g ^ t − g ^ t , τ ⟩ + E ⟨ g t , M t τ ⟩ ≥ E ∥ g t ∥ 2 2 − 1 2 E ∥ g t ∥ 2 2 − 1 2 E [ A t 2 ] − E [ R c o r r , t ] . (205) \begin{aligned}
\mathbb{E}\langle g_t,\widehat g^t\rangle
&=\mathbb{E}\lVert g_t\rVert_2^2+\mathbb{E}\langle g_t,m_t^\tau-g_t\rangle+\mathbb{E}\langle g_t,\widehat g^t-\widehat g^{t,\tau}\rangle+\mathbb{E}\langle g_t,M_t^\tau\rangle\\
&\ge\mathbb{E}\lVert g_t\rVert_2^2-\frac{1}{2}\mathbb{E}\lVert g_t\rVert_2^2-\frac{1}{2}\mathbb{E}[A_t^2]-\mathbb{E}[R_{\mathrm{corr},t}]. \tag*{(205)}
\end{aligned} E ⟨ g t , g t ⟩ = E ∥ g t ∥ 2 2 + E ⟨ g t , m t τ − g t ⟩ + E ⟨ g t , g t − g t , τ ⟩ + E ⟨ g t , M t τ ⟩ ≥ E ∥ g t ∥ 2 2 − 2 1 E ∥ g t ∥ 2 2 − 2 1 E [ A t 2 ] − E [ R corr , t ] . (205)
Using ( x 1 + ⋯ + x 8 ) 2 ≤ 8 ∑ ℓ = 1 8 x ℓ 2 (x_1+\cdots+x_8)^2\le8\sum_{\ell=1}^8x_\ell^2 ( x 1 + ⋯ + x 8 ) 2 ≤ 8 ∑ ℓ = 1 8 x ℓ 2 , 0 ≤ ε m i x ( t ) ≤ 1 0\le\varepsilon_{\mathrm{mix}}(t)\le1 0 ≤ ε mix ( t ) ≤ 1 , and (201) gives exactly (187). □
Lemma 16 (Actor estimator second moment). Suppose Assumption 3 and Lemma 6 hold, with B i W B_i^W B i W defined in (147). Define
σ a , 0 2 : = 2 ψ ‾ 2 ∑ i = 1 n G i 2 ( B i W ) 2 , σ a , V 2 : = 2 ψ ‾ 2 ∑ i = 1 n G i 2 H i . (206) \sigma_{a,0}^2:=2\overline{\psi}^2\sum_{i=1}^nG_i^2(B_i^W)^2,\qquad\sigma_{a,V}^2:=2\overline{\psi}^2\sum_{i=1}^nG_i^2H_i. \tag*{(206)} σ a , 0 2 := 2 ψ 2 i = 1 ∑ n G i 2 ( B i W ) 2 , σ a , V 2 := 2 ψ 2 i = 1 ∑ n G i 2 H i . (206) Then, for every t t t ,
E ∥ g ^ t ∥ 2 2 ≤ σ a , 0 2 + σ a , V 2 E V t . (207) \mathbb{E}\lVert\widehat g^t\rVert_2^2\le\sigma_{a,0}^2+\sigma_{a,V}^2\mathbb{E}V_t. \tag*{(207)} E ∥ g t ∥ 2 2 ≤ σ a , 0 2 + σ a , V 2 E V t . (207) Proof. From (141), the score bound, and the critic target-plus-tracking decomposition,
∥ g ^ i t ∥ 2 ≤ G i ψ ‾ ( B i W + H i V t ) . (208) \lVert\widehat g_i^t\rVert_2\le G_i\overline{\psi}\left(B_i^W+\sqrt{H_i}\sqrt{V_t}\right). \tag*{(208)} ∥ g i t ∥ 2 ≤ G i ψ ( B i W + H i V t ) . (208) Using ( a + b ) 2 ≤ 2 a 2 + 2 b 2 (a+b)^2\le2a^2+2b^2 ( a + b ) 2 ≤ 2 a 2 + 2 b 2 gives
∥ g ^ i t ∥ 2 2 ≤ 2 G i 2 ψ ‾ 2 ( B i W ) 2 + 2 G i 2 ψ ‾ 2 H i V t . (209) \lVert\widehat g_i^t\rVert_2^2\le2G_i^2\overline{\psi}^2(B_i^W)^2+2G_i^2\overline{\psi}^2H_iV_t. \tag*{(209)} ∥ g i t ∥ 2 2 ≤ 2 G i 2 ψ 2 ( B i W ) 2 + 2 G i 2 ψ 2 H i V t . (209) Summing over i i i proves (208) with the constants in (207). □
Lemma 17 (Actor drift inequality). Suppose the hypotheses of Lemmas 15 and 16 hold and α t ≤ 1 \alpha_t\le1 α t ≤ 1 . Let
C V a c t : = 4 C t r 2 + L ∇ J 2 σ a , V 2 , C_V^{\mathrm{act}}:=4C_{\mathrm{tr}}^2+\frac{L_{\nabla J}}{2}\sigma_{a,V}^2, C V act := 4 C tr 2 + 2 L ∇ J σ a , V 2 , C F A a c t : = 4 C F A 2 , C l o c a c t : = 4 C l o c 2 , C_{\mathrm{FA}}^{\mathrm{act}}:=4C_{\mathrm{FA}}^2,\qquad C_{\mathrm{loc}}^{\mathrm{act}}:=4C_{\mathrm{loc}}^2, C FA act := 4 C FA 2 , C loc act := 4 C loc 2 , C m i x , 0 a c t : = 4 C m i x , 0 2 , C m i x , V a c t : = 4 C m i x , V 2 , C_{\mathrm{mix},0}^{\mathrm{act}}:=4C_{\mathrm{mix},0}^2,\qquad C_{\mathrm{mix},V}^{\mathrm{act}}:=4C_{\mathrm{mix},V}^2, C mix , 0 act := 4 C mix , 0 2 , C mix , V act := 4 C mix , V 2 , C w i n , 0 a c t : = 4 max { ( C w i n , 0 θ ) 2 , ( C w i n w ) 2 } , C w i n , V a c t : = 4 ( C w i n , V θ ) 2 , C_{\mathrm{win},0}^{\mathrm{act}}:=4\max\{(C_{\mathrm{win},0}^{\theta})^2,(C_{\mathrm{win}}^w)^2\},\qquad C_{\mathrm{win},V}^{\mathrm{act}}:=4(C_{\mathrm{win},V}^{\theta})^2, C win , 0 act := 4 max {( C win , 0 θ ) 2 , ( C win w ) 2 } , C win , V act := 4 ( C win , V θ ) 2 , C v a r a c t : = L ∇ J 2 σ a , 0 2 . (210) C_{\mathrm{var}}^{\mathrm{act}}:=\frac{L_{\nabla J}}{2}\sigma_{a,0}^2. \tag*{(210)} C var act := 2 L ∇ J σ a , 0 2 . (210) Then
E [ J ( θ t + 1 ) ] ≥ E [ J ( θ t ) ] + α t 2 E ∥ ∇ J ( θ t ) ∥ 2 2 − C V a c t α t E V t − C F A a c t α t ε F A 2 − C l o c a c t α t ρ 2 ( k + 1 ) − C m i x , 0 a c t α t E [ ε m i x ( t ) ] − C m i x , V a c t α t E [ ε m i x ( t ) 2 V t ] − C w i n , 0 a c t α t E [ D θ , t 2 + D w , t 2 ] − C w i n , V a c t α t E [ D θ , t 2 V t ] − α t E [ R c o r r , t ] − C v a r a c t α t 2 . (211) \begin{aligned}
\mathbb{E}[J(\theta_{t+1})]\ge{}&\mathbb{E}[J(\theta_t)]+\frac{\alpha_t}{2}\mathbb{E}\lVert\nabla J(\theta_t)\rVert_2^2-C_V^{\mathrm{act}}\alpha_t\mathbb{E}V_t\\
&-C_{\mathrm{FA}}^{\mathrm{act}}\alpha_t\varepsilon_{\mathrm{FA}}^2-C_{\mathrm{loc}}^{\mathrm{act}}\alpha_t\rho^{2(k+1)}-C_{\mathrm{mix},0}^{\mathrm{act}}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)]\\
&-C_{\mathrm{mix},V}^{\mathrm{act}}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)^2V_t]-C_{\mathrm{win},0}^{\mathrm{act}}\alpha_t\mathbb{E}[D_{\theta,t}^2+D_{w,t}^2]\\
&-C_{\mathrm{win},V}^{\mathrm{act}}\alpha_t\mathbb{E}[D_{\theta,t}^2V_t]-\alpha_t\mathbb{E}[R_{\mathrm{corr},t}]-C_{\mathrm{var}}^{\mathrm{act}}\alpha_t^2. \tag*{(211)}
\end{aligned} E [ J ( θ t + 1 )] ≥ E [ J ( θ t )] + 2 α t E ∥ ∇ J ( θ t ) ∥ 2 2 − C V act α t E V t − C FA act α t ε FA 2 − C loc act α t ρ 2 ( k + 1 ) − C mix , 0 act α t E [ ε mix ( t )] − C mix , V act α t E [ ε mix ( t ) 2 V t ] − C win , 0 act α t E [ D θ , t 2 + D w , t 2 ] − C win , V act α t E [ D θ , t 2 V t ] − α t E [ R corr , t ] − C var act α t 2 . (211)
Proof. Write g t : = ∇ J ( θ t ) g_t := \nabla J(\theta_t) g t := ∇ J ( θ t ) . By L ∇ J L_{\nabla J} L ∇ J -smoothness,
J ( θ t + u ) ≥ J ( θ t ) + ⟨ g t , u ⟩ − L ∇ J 2 ∥ u ∥ 2 ∀ u . (212) J(\theta_t+u) \ge J(\theta_t) + \langle g_t,u\rangle- \frac{L_{\nabla J}}{2}\lVert u\rVert^2 \qquad\forall u. \tag*{(212)} J ( θ t + u ) ≥ J ( θ t ) + ⟨ g t , u ⟩ − 2 L ∇ J ∥ u ∥ 2 ∀ u . (212)
Applying this with u = α t g ^ t u=\alpha_t\widehat{g}^{\,t} u = α t g t and taking total expectation gives
E [ J ( θ t + 1 ) − J ( θ t ) ] ≥ α t E ⟨ g t , g ^ t ⟩ − L ∇ J 2 α t 2 E ∥ g ^ t ∥ 2 . (213) \mathbb{E}[J(\theta_{t+1})-J(\theta_t)] \ge\alpha_t\mathbb{E}\langle g_t,\widehat{g}^{\,t}\rangle- \frac{L_{\nabla J}}{2}\alpha_t^2\mathbb{E}\lVert\widehat{g}^{\,t}\rVert^2. \tag*{(213)} E [ J ( θ t + 1 ) − J ( θ t )] ≥ α t E ⟨ g t , g t ⟩ − 2 L ∇ J α t 2 E ∥ g t ∥ 2 . (213)
Using Lemmas 15 and 16 in (213) , and using α t ≤ 1 \alpha_t \le1 α t ≤ 1 to absorb α t 2 E V t \alpha_t^2\mathbb{E}V_t α t 2 E V t into α t E V t \alpha_t\mathbb{E}V_t α t E V t , gives exactly (212) with the constants in (211).
Proposition 3 (Actor stationarity with an explicit critic-tracking term). Suppose the hypotheses of Lemma 17 hold for all t t t in the horizon. For integers 0 ≤ t 0 < T 0 \le t_0 < T 0 ≤ t 0 < T , define
A t 0 , T : = ∑ t = t 0 T − 1 α t , G ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E ∥ ∇ J ( θ t ) ∥ 2 2 , (214) A_{t_0,T} := \sum_{t=t_0}^{T-1}\alpha_t,\qquad\overline{G}_{t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\lVert\nabla J(\theta_t)\rVert_2^2, \tag*{(214)} A t 0 , T := t = t 0 ∑ T − 1 α t , G t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E ∥ ∇ J ( θ t ) ∥ 2 2 , (214) and
V ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E V t , \overline{V}_{t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}V_t, V t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E V t , M ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) ] , \overline{M}_{t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)], M t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ ε mix ( t )] , M ‾ V , t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) 2 ν t ] , \overline{M}_{V,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)^2\nu_t], M V , t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ ε mix ( t ) 2 ν t ] , S ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t 2 . (215) \overline{S}_{t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t^2. \tag*{(215)} S t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t 2 . (215) Define also the averaged window-drift terms
D ‾ θ , t 0 , T 2 : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ D θ , t 2 ] , D ‾ w , t 0 , T 2 : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ D w , t 2 ] , \overline{D}^{\,2}_{\theta,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[D_{\theta,t}^2],\qquad\overline{D}^{\,2}_{w,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[D_{w,t}^2], D θ , t 0 , T 2 := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ D θ , t 2 ] , D w , t 0 , T 2 := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ D w , t 2 ] , D ‾ θ , V , t 0 , T 2 : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ D θ , t 2 V t ] . (216) \overline{D}^{\,2}_{\theta,V,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[D_{\theta,t}^2V_t]. \tag*{(216)} D θ , V , t 0 , T 2 := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ D θ , t 2 V t ] . (216) Define the averaged delayed-correlation correction
R ‾ c o r r , t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ R c o r r , t ] . (217) \overline{R}_{\mathrm{corr},t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[R_{\mathrm{corr},t}]. \tag*{(217)} R corr , t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ R corr , t ] . (217) Then
G ‾ t 0 , T ≤ 2 ( J max − E J ( θ t 0 ) ) A t 0 , T + 2 C V a c t V ‾ t 0 , T + 2 C F A a c t ε F A 2 \overline{G}_{t_0,T} \le\frac{2(J_{\max}-\mathbb{E}J(\theta_{t_0}))}{A_{t_0,T}} + 2C_V^{\mathrm{act}}\overline{V}_{t_0,T} + 2C_{\mathrm{FA}}^{\mathrm{act}}\varepsilon_{\mathrm{FA}}^2 G t 0 , T ≤ A t 0 , T 2 ( J m a x − E J ( θ t 0 )) + 2 C V act V t 0 , T + 2 C FA act ε FA 2 + 2 C l o c a c t ρ 2 ( k + 1 ) + 2 C m i x , 0 a c t M ‾ t 0 , T + 2 C m i x , V a c t M ‾ V , t 0 , T + 2 C w i n , 0 a c t ( D ‾ θ , t 0 , T 2 + D ‾ w , t 0 , T 2 ) \qquad+ 2C_{\mathrm{loc}}^{\mathrm{act}}\rho^{2(k+1)} + 2C_{\mathrm{mix},0}^{\mathrm{act}}\overline{M}_{t_0,T} + 2C_{\mathrm{mix},V}^{\mathrm{act}}\overline{M}_{V,t_0,T} + 2C_{\mathrm{win},0}^{\mathrm{act}}\left(\overline{D}^{\,2}_{\theta,t_0,T}+\overline{D}^{\,2}_{w,t_0,T}\right) + 2 C loc act ρ 2 ( k + 1 ) + 2 C mix , 0 act M t 0 , T + 2 C mix , V act M V , t 0 , T + 2 C win , 0 act ( D θ , t 0 , T 2 + D w , t 0 , T 2 ) + 2 C w i n , V a c t D ‾ θ , V , t 0 , T 2 + 2 R ‾ c o r r , t 0 , T + 2 C v a r a c t S ‾ t 0 , T . (218) \qquad+ 2C_{\mathrm{win},V}^{\mathrm{act}}\overline{D}^{\,2}_{\theta,V,t_0,T} + 2\overline{R}_{\mathrm{corr},t_0,T} + 2C_{\mathrm{var}}^{\mathrm{act}}\overline{S}_{t_0,T}. \tag*{(218)} + 2 C win , V act D θ , V , t 0 , T 2 + 2 R corr , t 0 , T + 2 C var act S t 0 , T . (218)
Proof. Take total expectation in Lemma 17, sum from t = t 0 t=t_0 t = t 0 to T − 1 T-1 T − 1 , and rearrange. Since J ( θ T ) ≤ J max J(\theta_T) \le J_{\max} J ( θ T ) ≤ J m a x ,
1 2 ∑ t = t 0 T − 1 α t E ∥ ∇ J ( θ t ) ∥ 2 2 ≤ J max − E J ( θ t 0 ) + C V a c t ∑ t = t 0 T − 1 α t E V t \frac{1}{2}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\lVert\nabla J(\theta_t)\rVert_2^2 \le J_{\max}-\mathbb{E}J(\theta_{t_0})+C_V^{\mathrm{act}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\mathcal{V}_t 2 1 t = t 0 ∑ T − 1 α t E ∥ ∇ J ( θ t ) ∥ 2 2 ≤ J m a x − E J ( θ t 0 ) + C V act t = t 0 ∑ T − 1 α t E V t
+ C F A a c t ε F A ∑ t = t 0 T − 1 α t + C l o c a c t ρ 2 ( k + 1 ) ∑ t = t 0 T − 1 α t \qquad+C_{\mathrm{FA}}^{\mathrm{act}}\varepsilon_{\mathrm{FA}}\sum_{t=t_0}^{T-1}\alpha_t+C_{\mathrm{loc}}^{\mathrm{act}}\rho^{2(k+1)}\sum_{t=t_0}^{T-1}\alpha_t + C FA act ε FA t = t 0 ∑ T − 1 α t + C loc act ρ 2 ( k + 1 ) t = t 0 ∑ T − 1 α t
+ C m i x , 0 a c t ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) ] + C m i x , V a c t ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) 2 V t ] \qquad+C_{\mathrm{mix},0}^{\mathrm{act}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)]+C_{\mathrm{mix},V}^{\mathrm{act}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)^2\mathcal{V}_t] + C mix , 0 act t = t 0 ∑ T − 1 α t E [ ε mix ( t )] + C mix , V act t = t 0 ∑ T − 1 α t E [ ε mix ( t ) 2 V t ]
+ C w i n , 0 a c t ∑ t = t 0 T − 1 α t E [ D θ , t 2 + D w , t 2 ] + C w i n , V a c t ∑ t = t 0 T − 1 α t E [ D θ , t 2 V t ] \qquad+C_{\mathrm{win},0}^{\mathrm{act}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[D_{\theta,t}^2+D_{w,t}^2]+C_{\mathrm{win},V}^{\mathrm{act}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[D_{\theta,t}^2\mathcal{V}_t] + C win , 0 act t = t 0 ∑ T − 1 α t E [ D θ , t 2 + D w , t 2 ] + C win , V act t = t 0 ∑ T − 1 α t E [ D θ , t 2 V t ]
+ ∑ t = t 0 T − 1 α t E [ R c o r r , t ] + C v a r a c t ∑ t = t 0 T − 1 α t 2 . (219) \qquad+\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[R_{\mathrm{corr},t}]+C_{\mathrm{var}}^{\mathrm{act}}\sum_{t=t_0}^{T-1}\alpha_t^2. \tag*{(219)} + t = t 0 ∑ T − 1 α t E [ R corr , t ] + C var act t = t 0 ∑ T − 1 α t 2 . (219)
Dividing by A t 0 , T / 2 A_{t_0,T}/2 A t 0 , T /2 gives (219). □
Auxiliary comparison facts. The following two facts are not used to prove the unregularized stationarity result above. They are kept here only as comparison tools for later regularized arguments.
Lemma 18 (Average-reward unilateral performance difference). Fix a product softmax policy π θ \pi_\theta π θ and an agent i i i . Let π i ′ \pi_i' π i ′ be any local policy in the closure of the local simplex and set π ~ = ( π i ′ , π θ − i ) \tilde{\pi}=(\pi_i',\pi_{\theta_{-i}}) π ~ = ( π i ′ , π θ − i ) . Suppose both π θ \pi_\theta π θ and π ~ \tilde{\pi} π ~ induce unique stationary distributions, denoted d θ d^\theta d θ and d ( π i ′ , θ − i ) d^{(\pi_i',\theta_{-i})} d ( π i ′ , θ − i ) . Define
A ˉ i θ ( s g , a i ) : = ∑ a − i π θ − i ( a − i ∣ s − i ) Q θ ( s g , a i , a − i ) − V θ ( s g ) , (220) \bar{A}_i^\theta(s_g,a_i):=\sum_{a_{-i}}\pi_{\theta_{-i}}(a_{-i}\mid s_{-i})Q^\theta(s_g,a_i,a_{-i})-V^\theta(s_g), \tag*{(220)} A ˉ i θ ( s g , a i ) := a − i ∑ π θ − i ( a − i ∣ s − i ) Q θ ( s g , a i , a − i ) − V θ ( s g ) , (220) where Q θ = ∑ j = 1 n Q j θ Q^\theta=\sum_{j=1}^nQ_j^\theta Q θ = ∑ j = 1 n Q j θ is the global differential action-value function for J J J . Then
J ( π i ′ , θ − i ) − J ( θ ) = ∑ s g d ( π i ′ , θ − i ) ( s g ) ∑ a i π i ′ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) . (221) J(\pi_i',\theta_{-i})-J(\theta)=\sum_{s_g}d^{(\pi_i',\theta_{-i})}(s_g)\sum_{a_i}\pi_i'(a_i\mid s_i)\bar{A}_i^\theta(s_g,a_i). \tag*{(221)} J ( π i ′ , θ − i ) − J ( θ ) = s g ∑ d ( π i ′ , θ − i ) ( s g ) a i ∑ π i ′ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) . (221)
Proof. Write d ~ = d ( π i ′ , θ − i ) \tilde{d}=d^{(\pi_i',\theta_{-i})} d ~ = d ( π i ′ , θ − i ) and π ~ ( a g ∣ s g ) = π i ′ ( a i ∣ s i ) π θ − i ( a − i ∣ s − i ) \tilde{\pi}(a_g\mid s_g)=\pi_i'(a_i\mid s_i)\pi_{\theta_{-i}}(a_{-i}\mid s_{-i}) π ~ ( a g ∣ s g ) = π i ′ ( a i ∣ s i ) π θ − i ( a − i ∣ s − i ) . Since d ~ \tilde{d} d ~ is stationary under π ~ \tilde{\pi} π ~ ,
J ( π i ′ , θ − i ) − J ( θ ) = ∑ s g d ~ ( s g ) ∑ a g π ~ ( a g ∣ s g ) ( r ( s g , a g ) − J ( θ ) ) . (222) J(\pi_i',\theta_{-i})-J(\theta)=\sum_{s_g}\tilde{d}(s_g)\sum_{a_g}\tilde{\pi}(a_g\mid s_g)\left(r(s_g,a_g)-J(\theta)\right). \tag*{(222)} J ( π i ′ , θ − i ) − J ( θ ) = s g ∑ d ~ ( s g ) a g ∑ π ~ ( a g ∣ s g ) ( r ( s g , a g ) − J ( θ ) ) . (222)
The Bellman relation
Q θ ( s g , a g ) = r ( s g , a g ) − J ( θ ) + ∑ s g ′ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) Q^\theta(s_g,a_g)=r(s_g,a_g)-J(\theta)+\sum_{s_g'}P(s_g'\mid s_g,a_g)V^\theta(s_g') Q θ ( s g , a g ) = r ( s g , a g ) − J ( θ ) + s g ′ ∑ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ )
gives
r ( s g , a g ) − J ( θ ) = Q θ ( s g , a g ) − ∑ s g ′ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) . r(s_g,a_g)-J(\theta)=Q^\theta(s_g,a_g)-\sum_{s_g'}P(s_g'\mid s_g,a_g)V^\theta(s_g'). r ( s g , a g ) − J ( θ ) = Q θ ( s g , a g ) − s g ′ ∑ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) .
Substitution and stationarity of d ~ \tilde{d} d ~ make the transition term equal to ∑ s g d ~ ( s g ) V θ ( s g ) \sum_{s_g}\tilde{d}(s_g)V^\theta(s_g) ∑ s g d ~ ( s g ) V θ ( s g ) . Thus
J ( π i ′ , θ − i ) − J ( θ ) = ∑ s g d ~ ( s g ) [ ∑ a g π ~ ( a g ∣ s g ) Q θ ( s g , a g ) − V θ ( s g ) ] (223) J(\pi_i',\theta_{-i})-J(\theta)=\sum_{s_g}\tilde{d}(s_g)\left[\sum_{a_g}\tilde{\pi}(a_g\mid s_g)Q^\theta(s_g,a_g)-V^\theta(s_g)\right] \tag*{(223)} J ( π i ′ , θ − i ) − J ( θ ) = s g ∑ d ~ ( s g ) a g ∑ π ~ ( a g ∣ s g ) Q θ ( s g , a g ) − V θ ( s g ) (223)
= ∑ s g d ~ ( s g ) ∑ a i π i ′ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) , (224) =\sum_{s_g}\tilde{d}(s_g)\sum_{a_i}\pi_i'(a_i\mid s_i)\bar{A}_i^\theta(s_g,a_i), \tag*{(224)} = s g ∑ d ~ ( s g ) a i ∑ π i ′ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) , (224)
which proves the claim. □
Lemma 19 (Nonuniform Nash-gap domination by the softmax gradient). Define
NashGap i ( θ ) : = sup π i ′ ∈ Π i J ( π i ′ , θ − i ) − J ( θ ) . (225) \operatorname{NashGap}_i(\theta) := \sup_{\pi_i^\prime\in\Pi_i} J(\pi_i^\prime,\theta_{-i})-J(\theta). \tag*{(225)} NashGap i ( θ ) := π i ′ ∈ Π i sup J ( π i ′ , θ − i ) − J ( θ ) . (225) Let π i ∗ ( θ − i ) \pi_i^*(\theta_{-i}) π i ∗ ( θ − i ) be a best response in Π i \Pi_i Π i and write d i ∗ ( s g ) : = d ( π i ∗ ( θ − i ) , θ − i ) ( s g ) d_i^*(s_g):=d^{(\pi_i^*(\theta_{-i}),\theta_{-i})}(s_g) d i ∗ ( s g ) := d ( π i ∗ ( θ − i ) , θ − i ) ( s g ) . Suppose there are a local function A ˉ i , l o c θ : S i × A i → R \bar{A}^{\theta}_{i,\mathrm{loc}}:S_i\times A_i\to\mathbb{R} A ˉ i , loc θ : S i × A i → R and a constant δ i a d v ( θ ) ≥ 0 \delta_i^{\mathrm{adv}}(\theta)\ge0 δ i adv ( θ ) ≥ 0 such that
sup s g , a i ∣ A ˉ i θ ( s g , a i ) − A ˉ i , l o c θ ( s i , a i ) ∣ ≤ δ i a d v ( θ ) . (226) \sup_{s_g,a_i}\left|\bar{A}^{\theta}_i(s_g,a_i)-\bar{A}^{\theta}_{i,\mathrm{loc}}(s_i,a_i)\right|\le\delta_i^{\mathrm{adv}}(\theta). \tag*{(226)} s g , a i sup A ˉ i θ ( s g , a i ) − A ˉ i , loc θ ( s i , a i ) ≤ δ i adv ( θ ) . (226) Define the coverage constants
ζ i ( θ ) : = min s g : d i ∗ ( s g ) > 0 d θ ( s g ) d i ∗ ( s g ) , (227) \zeta_i(\theta):=\min_{s_g:d_i^*(s_g)>0}\frac{d^\theta(s_g)}{d_i^*(s_g)}, \tag*{(227)} ζ i ( θ ) := s g : d i ∗ ( s g ) > 0 min d i ∗ ( s g ) d θ ( s g ) , (227) κ i ( θ ) : = min s g , a i : d i ∗ ( s g ) > 0 , π i ∗ ( a i ∣ s i ) > 0 π i θ ( a i ∣ s i ) π i ∗ ( a i ∣ s i ) , (228) \kappa_i(\theta):=\min_{\substack{s_g,a_i:d_i^*(s_g)>0,\\ \pi_i^*(a_i\mid s_i)>0}}\frac{\pi_i^\theta(a_i\mid s_i)}{\pi_i^*(a_i\mid s_i)}, \tag*{(228)} κ i ( θ ) := s g , a i : d i ∗ ( s g ) > 0 , π i ∗ ( a i ∣ s i ) > 0 min π i ∗ ( a i ∣ s i ) π i θ ( a i ∣ s i ) , (228) and let D θ : = ∑ i ∣ S i ∣ ∣ A i ∣ D_\theta:=\sum_i|S_i||A_i| D θ := ∑ i ∣ S i ∣∣ A i ∣ . Then
∑ i = 1 n ζ i ( θ ) κ i ( θ ) NashGap i ( θ ) ≤ D θ ∥ ∇ J ( θ ) ∥ 2 + 2 ∑ i = 1 n δ i a d v ( θ ) . (229) \sum_{i=1}^{n}\zeta_i(\theta)\kappa_i(\theta)\operatorname{NashGap}_i(\theta)\le\sqrt{D_\theta}\lVert\nabla J(\theta)\rVert_2+2\sum_{i=1}^{n}\delta_i^{\mathrm{adv}}(\theta). \tag*{(229)} i = 1 ∑ n ζ i ( θ ) κ i ( θ ) NashGap i ( θ ) ≤ D θ ∥ ∇ J ( θ ) ∥ 2 + 2 i = 1 ∑ n δ i adv ( θ ) . (229) Proof. Fix i i i . Lemma 18 applied to the best response gives
NashGap i ( θ ) = ∑ s g , a i d i ∗ ( s g ) π i ∗ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) . \operatorname{NashGap}_i(\theta)=\sum_{s_g,a_i}d_i^*(s_g)\pi_i^*(a_i\mid s_i)\bar{A}^{\theta}_i(s_g,a_i). NashGap i ( θ ) = s g , a i ∑ d i ∗ ( s g ) π i ∗ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) . Using (227) and ∣ ∑ x p x e x ∣ ≤ sup x ∣ e x ∣ \left|\sum_xp_xe_x\right|\le\sup_x|e_x| ∣ ∑ x p x e x ∣ ≤ sup x ∣ e x ∣ ,
NashGap i ( θ ) ≤ ∑ s g , a i d i ∗ ( s g ) π i ∗ ( a i ∣ s i ) ∣ A ˉ i , l o c θ ( s i , a i ) ∣ + δ i a d v ( θ ) . \operatorname{NashGap}_i(\theta)\le\sum_{s_g,a_i}d_i^*(s_g)\pi_i^*(a_i\mid s_i)\left|\bar{A}^{\theta}_{i,\mathrm{loc}}(s_i,a_i)\right|+\delta_i^{\mathrm{adv}}(\theta). NashGap i ( θ ) ≤ s g , a i ∑ d i ∗ ( s g ) π i ∗ ( a i ∣ s i ) A ˉ i , loc θ ( s i , a i ) + δ i adv ( θ ) . Multiplying by ζ i ( θ ) κ i ( θ ) \zeta_i(\theta)\kappa_i(\theta) ζ i ( θ ) κ i ( θ ) and using the definitions of the coverage ratios yields
ζ i ( θ ) κ i ( θ ) NashGap i ( θ ) ≤ ∑ s g , a i d θ ( s g ) π i θ ( a i ∣ s i ) ∣ A ˉ i , l o c θ ( s i , a i ) ∣ + δ i a d v ( θ ) . \zeta_i(\theta)\kappa_i(\theta)\operatorname{NashGap}_i(\theta)\le\sum_{s_g,a_i}d^\theta(s_g)\pi_i^\theta(a_i\mid s_i)\left|\bar{A}^{\theta}_{i,\mathrm{loc}}(s_i,a_i)\right|+\delta_i^{\mathrm{adv}}(\theta). ζ i ( θ ) κ i ( θ ) NashGap i ( θ ) ≤ s g , a i ∑ d θ ( s g ) π i θ ( a i ∣ s i ) A ˉ i , loc θ ( s i , a i ) + δ i adv ( θ ) . The softmax policy-gradient identity gives, coordinatewise,
∂ J ( θ ) ∂ θ i ( s i , a i ) = ∑ s − i d θ ( s g ) π i θ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) . \frac{\partial J(\theta)}{\partial\theta_i(s_i,a_i)}=\sum_{s_{-i}}d^\theta(s_g)\pi_i^\theta(a_i\mid s_i)\bar{A}^{\theta}_i(s_g,a_i). ∂ θ i ( s i , a i ) ∂ J ( θ ) = s − i ∑ d θ ( s g ) π i θ ( a i ∣ s i ) A ˉ i θ ( s g , a i ) . Replacing A ˉ i θ \bar{A}^{\theta}_i A ˉ i θ by A ˉ i , l o c θ \bar{A}^{\theta}_{i,\mathrm{loc}} A ˉ i , loc θ changes the ℓ 1 \ell_1 ℓ 1 norm of the vector of coordinates by at most δ i a d v ( θ ) \delta_i^{\mathrm{adv}}(\theta) δ i adv ( θ ) . Hence
ζ i ( θ ) κ i ( θ ) NashGap i ( θ ) ≤ ∥ ∇ θ i J ( θ ) ∥ 1 + 2 δ i a d v ( θ ) . \zeta_i(\theta)\kappa_i(\theta)\operatorname{NashGap}_i(\theta)\le\lVert\nabla_{\theta_i}J(\theta)\rVert_1+2\delta_i^{\mathrm{adv}}(\theta). ζ i ( θ ) κ i ( θ ) NashGap i ( θ ) ≤ ∥ ∇ θ i J ( θ ) ∥ 1 + 2 δ i adv ( θ ) . Summing over i i i and using ∥ ∇ J ( θ ) ∥ 1 ≤ D θ ∥ ∇ J ( θ ) ∥ 2 \lVert\nabla J(\theta)\rVert_1\le\sqrt{D_\theta}\lVert\nabla J(\theta)\rVert_2 ∥ ∇ J ( θ ) ∥ 1 ≤ D θ ∥ ∇ J ( θ ) ∥ 2 proves (230). □ \square □
Overall Convergence We now combine the moving-target critic recursion with the actor stationarity bound. The result is finite-time and is stated for the unregularized objective only in terms of policy-gradient stationarity. It does not assert global optimality.
Theorem 7 (Finite-time unregularized policy-gradient stationarity). Suppose Assumptions 1-4 hold, and use Lemma 6, (147), and (146). Define
λ χ : = Δ min χ 4 . (230) \lambda_\chi:=\frac{\Delta_{\min}^{\chi}}{4}. \tag*{(230)} λ χ := 4 Δ m i n χ . (230) Then the following two stepsize regimes give finite-time stationarity bounds.
Fixed stepsizes. Let α t = α ≤ 1 \alpha_t=\alpha\le1 α t = α ≤ 1 and β t = β > 0 \beta_t=\beta>0 β t = β > 0 on t = 0 , … , T − 1 t=0,\ldots,T-1 t = 0 , … , T − 1 . Use one fixed actor/critic proof window L ≥ 1 L\ge1 L ≥ 1 , assume the corresponding bounded-increment and fixed-window moving-target critic premises from Lemma 8, and define
G ‾ T : = 1 T ∑ t = 0 T − 1 E ∥ ∇ J ( θ t ) ∥ 2 2 . (231) \overline{G}_T:=\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}\|\nabla J(\theta_t)\|_2^2. \tag*{(231)} G T := T 1 t = 0 ∑ T − 1 E ∥∇ J ( θ t ) ∥ 2 2 . (231)
Then min 0 ≤ t < T E ∥ ∇ J ( θ t ) ∥ 2 2 ≤ G ‾ T \min_{0\le t<T}\mathbb{E}\|\nabla J(\theta_t)\|_2^2\le\overline{G}_T min 0 ≤ t < T E ∥∇ J ( θ t ) ∥ 2 2 ≤ G T . Moreover, with
δ α , β : = max { α , β } , L α , β : = ⌈ log ( 1 / δ α , β ) ∣ log ρ m i x ∣ ⌉ , (232) \delta_{\alpha,\beta}:=\max\{\alpha,\beta\},\qquad L_{\alpha,\beta}:=\left\lceil\frac{\log(1/\delta_{\alpha,\beta})}{|\log\rho_{\mathrm{mix}}|}\right\rceil, \tag*{(232)} δ α , β := max { α , β } , L α , β := ⌈ ∣ log ρ mix ∣ log ( 1/ δ α , β ) ⌉ , (232)
if 0 < δ α , β ≤ e − 1 0<\delta_{\alpha,\beta}\le e^{-1} 0 < δ α , β ≤ e − 1 , L = L α , β L=L_{\alpha,\beta} L = L α , β , and α L α , β ≤ 1 \alpha L_{\alpha,\beta}\le1 α L α , β ≤ 1 , β L α , β ≤ 1 \beta L_{\alpha,\beta}\le1 β L α , β ≤ 1 , then
G ‾ T = O ( 1 α T + 1 β T + β log ( 1 / δ α , β ) + α log 2 ( 1 / δ α , β ) + α 2 β 2 + ε F A 2 + ρ 2 ( k + 1 ) ) . (233) \overline{G}_T=O\left(\frac{1}{\alpha T}+\frac{1}{\beta T}+\beta\log(1/\delta_{\alpha,\beta})+\alpha\log^2(1/\delta_{\alpha,\beta})+\frac{\alpha^2}{\beta^2}+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right). \tag*{(233)} G T = O ( α T 1 + β T 1 + β log ( 1/ δ α , β ) + α log 2 ( 1/ δ α , β ) + β 2 α 2 + ε FA 2 + ρ 2 ( k + 1 ) ) . (233)
Diminishing stepsizes. For later use in the regularized analysis, fix exponents b , a b,a b , a satisfying
1 2 < b < 1 , 1 + b 2 < a < 1 , (234) \frac{1}{2}<b<1,\qquad\frac{1+b}{2}<a<1, \tag*{(234)} 2 1 < b < 1 , 2 1 + b < a < 1 , (234)
and set
β t : = β 0 ( t + 1 ) b , α t : = α 0 ( t + 1 ) a . (235) \beta_t:=\frac{\beta_0}{(t+1)^b},\qquad\alpha_t:=\frac{\alpha_0}{(t+1)^a}. \tag*{(235)} β t := ( t + 1 ) b β 0 , α t := ( t + 1 ) a α 0 . (235)
Use the logarithmic window
τ t : = ⌈ c τ log ( t + 1 ) ⌉ , c τ > b − log ρ m i x , (236) \tau_t:=\lceil c_\tau\log(t+1)\rceil,\qquad c_\tau>\frac{b}{-\log\rho_{\mathrm{mix}}}, \tag*{(236)} τ t := ⌈ c τ log ( t + 1 )⌉ , c τ > − log ρ mix b , (236)
Let t 0 t_0 t 0 be any finite burn-in time after which the hypotheses of Corollary 1 and the actor-side bounded-increment premises hold for (236)–(237). For T > t 0 T>t_0 T > t 0 , define
A t 0 , T : = ∑ t = t 0 T − 1 α t , G ‾ t 0 , T α : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E ∥ ∇ J ( θ t ) ∥ 2 2 . (237) A_{t_0,T}:=\sum_{t=t_0}^{T-1}\alpha_t,\qquad\overline{G}^{\alpha}_{t_0,T}:=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\|\nabla J(\theta_t)\|_2^2. \tag*{(237)} A t 0 , T := t = t 0 ∑ T − 1 α t , G t 0 , T α := A t 0 , T 1 t = t 0 ∑ T − 1 α t E ∥∇ J ( θ t ) ∥ 2 2 . (237)
Then
min t 0 ≤ t < T E ∥ ∇ J ( θ t ) ∥ 2 2 ≤ G ‾ t 0 , T α = O ( T − ( 1 − a ) + ε F A 2 + ρ 2 ( k + 1 ) ) , (238) \min_{t_0\le t<T}\mathbb{E}\|\nabla J(\theta_t)\|_2^2\le\overline{G}^{\alpha}_{t_0,T}=O\left(T^{-(1-a)}+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right), \tag*{(238)} t 0 ≤ t < T min E ∥∇ J ( θ t ) ∥ 2 2 ≤ G t 0 , T α = O ( T − ( 1 − a ) + ε FA 2 + ρ 2 ( k + 1 ) ) , (238)
In particular, taking b = 1 / 2 + c b=1/2+c b = 1/2 + c and a = 3 / 4 + c a=3/4+c a = 3/4 + c for any 0 < c < 1 / 4 0<c<1/4 0 < c < 1/4 gives O ( T − 1 / 4 + c + ε F A 2 + ρ 2 ( k + 1 ) ) O(T^{-1/4+c}+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}) O ( T − 1/4 + c + ε FA 2 + ρ 2 ( k + 1 ) ) .
The hidden constants in both big-O bounds are independent of T T T , k k k , ε F A \varepsilon_{\mathrm{FA}} ε FA , and in the fixed-stepsize case also of α , β \alpha,\beta α , β .
Proof.
Fixed stepsizes. Set
τ t : = min { t , L } , (239) \tau_t:=\min\{t,L\}, \tag*{(239)} τ t := min { t , L } , (239)
and interpret the moving-target critic recursion with the full fixed window, τ ( β ) = L \tau(\beta)=L τ ( β ) = L , once t ≥ L t\ge L t ≥ L . The actor increment bound below follows from Lemma 7, which uses Assumption 3 and (153); the critic increment bound is the fixed-window premise used in the overall combination step:
∥ θ t + 1 − θ t ∥ 2 ≤ C θ α , ∥ w i t + 1 − w i t ∥ 2 ≤ C w , i β , 0 ≤ t < T , i = 1 , … , n , (240) \|\theta_{t+1}-\theta_t\|_2\le C_\theta\alpha,\qquad\|w_i^{t+1}-w_i^t\|_2\le C_{w,i}\beta,\qquad0\le t<T,\quad i=1,\ldots,n, \tag*{(240)} ∥ θ t + 1 − θ t ∥ 2 ≤ C θ α , ∥ w i t + 1 − w i t ∥ 2 ≤ C w , i β , 0 ≤ t < T , i = 1 , … , n , (240)
and we write
C w : = ( ∑ i = 1 n C w , i 2 ) 1 / 2 . (241) C_w:=\left(\sum_{i=1}^{n}C_{w,i}^2\right)^{1/2}. \tag*{(241)} C w := ( i = 1 ∑ n C w , i 2 ) 1/2 . (241)
By Lemmas 8 and 6 under Assumptions 1, 2, 3, and the smallness rules (101), the fixed-window moving-target critic estimate used below is
E [ V t + 1 ] ≤ ( 1 − λ χ β ) E [ V t ] + C s q β 2 + C m o v β ε P , β , t m o v + C t a r C θ 2 α 2 β , L ≤ t < T . (242) \mathbb{E}[V_{t+1}] \le(1-\lambda_{\chi}\beta)\mathbb{E}[V_t] + C_{\mathrm{sq}}\beta^2 + C_{\mathrm{mov}}\beta\varepsilon^{\mathrm{mov}}_{P,\beta,t} + C_{\mathrm{tar}}C_{\theta}^{2}\frac{\alpha^2}{\beta}, \qquad L \le t < T. \tag*{(242)} E [ V t + 1 ] ≤ ( 1 − λ χ β ) E [ V t ] + C sq β 2 + C mov β ε P , β , t mov + C tar C θ 2 β α 2 , L ≤ t < T . (242)
Define the fixed-window actor- and critic-mixing envelopes
ϵ a c t ( L , T ) : = L T + m m i x ρ m i x L + 1 2 L K C θ α L ( L + 1 ) + L ν C θ α L , (243) \epsilon_{\mathrm{act}}(L,T) := \frac{L}{T} + m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{L} + \frac{1}{2}L_K C_{\theta}\alpha L(L+1) + L_{\nu}C_{\theta}\alpha L, \tag*{(243)} ϵ act ( L , T ) := T L + m mix ρ mix L + 2 1 L K C θ α L ( L + 1 ) + L ν C θ α L , (243)
ϵ c r i t ( L ) : = m m i x ρ m i x L − 1 + β L + C θ ( 1 + L ν ) α L + L K C θ α L 2 . (244) \epsilon_{\mathrm{crit}}(L) := m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{L-1} + \beta L + C_{\theta}(1+L_{\nu})\alpha L + L_K C_{\theta}\alpha L^2. \tag*{(244)} ϵ crit ( L ) := m mix ρ mix L − 1 + β L + C θ ( 1 + L ν ) α L + L K C θ α L 2 . (244)
Let v t : = E V t v_t := \mathbb{E}V_t v t := E V t . By Assumption 3, Lemma 6, bounded rewards, and the finite initialization of the average-reward estimates, there is a constant V max < ∞ V_{\max} < \infty V m a x < ∞ such that
v t ≤ V max , t ≥ 0. (245) v_t \le V_{\max}, \qquad t \ge0. \tag*{(245)} v t ≤ V m a x , t ≥ 0. (245)
Define also
V L , T : = L V max T + V max λ χ β T + C s q β λ χ + C m o v ϵ c r i t ( L ) λ χ + C t a r C θ 2 λ χ α 2 β 2 . (246) \mathcal{V}_{L,T} := \frac{L V_{\max}}{T} + \frac{V_{\max}}{\lambda_{\chi}\beta T} + \frac{C_{\mathrm{sq}}\beta}{\lambda_{\chi}} + \frac{C_{\mathrm{mov}}\epsilon_{\mathrm{crit}}(L)}{\lambda_{\chi}} + \frac{C_{\mathrm{tar}}C_{\theta}^{2}}{\lambda_{\chi}}\frac{\alpha^2}{\beta^2}. \tag*{(246)} V L , T := T L V m a x + λ χ β T V m a x + λ χ C sq β + λ χ C mov ϵ crit ( L ) + λ χ C tar C θ 2 β 2 α 2 . (246)
Define
d t : = C s q β 2 + C m o v β ε P , β , t m o v + C t a r C θ 2 α 2 β . (247) d_t := C_{\mathrm{sq}}\beta^2 + C_{\mathrm{mov}}\beta\varepsilon^{\mathrm{mov}}_{P,\beta,t} + C_{\mathrm{tar}}C_{\theta}^{2}\frac{\alpha^2}{\beta}. \tag*{(247)} d t := C sq β 2 + C mov β ε P , β , t mov + C tar C θ 2 β α 2 . (247)
The critic recursion premise (243) gives, for L ≤ t < T L \le t < T L ≤ t < T ,
v t + 1 ≤ ( 1 − λ χ β ) v t + d t . (248) v_{t+1} \le(1-\lambda_{\chi}\beta)v_t + d_t. \tag*{(248)} v t + 1 ≤ ( 1 − λ χ β ) v t + d t . (248)
Rearranging, λ χ β v t ≤ v t − v t + 1 + d t \lambda_{\chi}\beta v_t \le v_t-v_{t+1}+d_t λ χ β v t ≤ v t − v t + 1 + d t for L ≤ t < T L \le t < T L ≤ t < T . Splitting off the initial window and summing the recursion only from t = L t=L t = L to T − 1 T-1 T − 1 yields
1 T ∑ t = 0 T − 1 v t ≤ L V max T + V max λ χ β T + 1 λ χ β T ∑ t = L T − 1 d t , \frac{1}{T}\sum_{t=0}^{T-1}v_t \le\frac{L V_{\max}}{T} + \frac{V_{\max}}{\lambda_{\chi}\beta T} + \frac{1}{\lambda_{\chi}\beta T}\sum_{t=L}^{T-1}d_t, T 1 t = 0 ∑ T − 1 v t ≤ T L V m a x + λ χ β T V m a x + λ χ β T 1 t = L ∑ T − 1 d t ,
with the last sum interpreted as zero if T ≤ L T \le L T ≤ L . By the definition of d t d_t d t , this is
1 T ∑ t = 0 T − 1 E V t ≤ L V max T + V max λ χ β T + C s q β λ χ + C m o v λ χ 1 T ∑ t = L T − 1 ε P , β , t m o v + C t a r C θ 2 λ χ α 2 β 2 . (249) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}V_t \le\frac{L V_{\max}}{T} + \frac{V_{\max}}{\lambda_{\chi}\beta T} + \frac{C_{\mathrm{sq}}\beta}{\lambda_{\chi}} + \frac{C_{\mathrm{mov}}}{\lambda_{\chi}}\frac{1}{T}\sum_{t=L}^{T-1}\varepsilon^{\mathrm{mov}}_{P,\beta,t} + \frac{C_{\mathrm{tar}}C_{\theta}^{2}}{\lambda_{\chi}}\frac{\alpha^2}{\beta^2}. \tag*{(249)} T 1 t = 0 ∑ T − 1 E V t ≤ T L V m a x + λ χ β T V m a x + λ χ C sq β + λ χ C mov T 1 t = L ∑ T − 1 ε P , β , t mov + λ χ C tar C θ 2 β 2 α 2 . (249)
From the definition of the moving-target error in Lemma 8, with τ ( β ) = L \tau(\beta)=L τ ( β ) = L and A t β = ∑ ℓ = t − L t − 1 α ≤ α L A_t^\beta=\sum_{\ell=t-L}^{t-1}\alpha\le\alpha L A t β = ∑ ℓ = t − L t − 1 α ≤ α L ,
ε P , β , t m o v ≤ m m i x ρ m i x L − 1 + β L + C θ ( 1 + L ν ) α L + L K C θ α L 2 = ϵ c r i t ( L ) . (250) \varepsilon^{\mathrm{mov}}_{P,\beta,t} \le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{L-1} + \beta L + C_{\theta}(1+L_{\nu})\alpha L + L_K C_{\theta}\alpha L^2 = \epsilon_{\mathrm{crit}}(L). \tag*{(250)} ε P , β , t mov ≤ m mix ρ mix L − 1 + β L + C θ ( 1 + L ν ) α L + L K C θ α L 2 = ϵ crit ( L ) . (250)
Therefore (250) gives
1 T ∑ t = 0 T − 1 E V t ≤ V L , T . (251) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}V_t \le\mathcal{V}_{L,T}. \tag*{(251)} T 1 t = 0 ∑ T − 1 E V t ≤ V L , T . (251)
We next bound the actor-side averages in Proposition 3. If t < L t < L t < L , then ε m i x ( t ) ≤ 1 \varepsilon_{\mathrm{mix}}(t) \le1 ε mix ( t ) ≤ 1 by the clipped definition (166). If t ≥ L t \ge L t ≥ L , then Lemma 11, specifically (165), the increment bound (241), and the fixed-window mixing bound imply
ε m i x ( t ) ≤ m m i x ρ m i x L + L K ∑ ℓ = t − L t − 1 ∥ ϑ ℓ − θ t − L ∥ 2 + L ν C θ α L ≤ m m i x ρ m i x L + 1 2 L K C θ α L ( L + 1 ) + L ν C θ α L . (252) \begin{aligned}
\varepsilon_{\mathrm{mix}}(t) \le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{L} + L_K\sum_{\ell=t-L}^{t-1}\lVert\vartheta_{\ell}-\theta_{t-L}\rVert_2 + L_{\nu}C_{\theta}\alpha L \\
&\le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{L} + \frac{1}{2}L_K C_{\theta}\alpha L(L+1) + L_{\nu}C_{\theta}\alpha L. \tag*{(252)}
\end{aligned} ε mix ( t ) ≤ m mix ρ mix L + L K ℓ = t − L ∑ t − 1 ∥ ϑ ℓ − θ t − L ∥ 2 + L ν C θ α L ≤ m mix ρ mix L + 2 1 L K C θ α L ( L + 1 ) + L ν C θ α L . (252)
Hence
1 T ∑ t = 0 T − 1 E [ ε m i x ( t ) ] ≤ ϵ a c t ( L , T ) . (253) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)] \le\epsilon_{\mathrm{act}}(L,T). \tag*{(253)} T 1 t = 0 ∑ T − 1 E [ ε mix ( t )] ≤ ϵ act ( L , T ) . (253)
Since t τ = 0 t_{\tau}=0 t τ = 0 for t < L t<L t < L , and since (253) is at most ϵ a c t ( L , T ) \epsilon_{\mathrm{act}}(L,T) ϵ act ( L , T ) , we also have
1 T ∑ t = 0 T − 1 E [ ϵ m i x ( t ) 2 V t ] ≤ L T E V 0 + ϵ a c t ( L , T ) 2 V L , T . (254) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}\left[\epsilon_{\mathrm{mix}}(t)^2\mathcal{V}_t\right]\leq\frac{L}{T}\mathbb{E}\mathcal{V}_0+\epsilon_{\mathrm{act}}(L,T)^2\mathcal{V}_{L,T}. \tag*{(254)} T 1 t = 0 ∑ T − 1 E [ ϵ mix ( t ) 2 V t ] ≤ T L E V 0 + ϵ act ( L , T ) 2 V L , T . (254)
By the window-drift definitions in (143), the increment bounds give, pathwise,
D θ , t ≤ C θ α L , D w , t ≤ C w β L . (255) D_{\theta,t}\leq C_{\theta}\alpha L,\qquad D_{w,t}\leq C_{w}\beta L. \tag*{(255)} D θ , t ≤ C θ α L , D w , t ≤ C w β L . (255)
Combining (256) with (252) yields
1 T ∑ t = 0 T − 1 E [ D θ , t 2 + D w , t 2 ] ≤ L 2 ( C θ 2 α 2 + C w 2 β 2 ) , (256) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}\left[D_{\theta,t}^2+D_{w,t}^2\right]\leq L^2\left(C_{\theta}^2\alpha^2+C_{w}^2\beta^2\right), \tag*{(256)} T 1 t = 0 ∑ T − 1 E [ D θ , t 2 + D w , t 2 ] ≤ L 2 ( C θ 2 α 2 + C w 2 β 2 ) , (256)
1 T ∑ t = 0 T − 1 E [ D θ , t 2 V t ] ≤ C θ 2 α 2 L 2 V L , T . (257) \frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}\left[D_{\theta,t}^2\mathcal{V}_t\right]\leq C_{\theta}^2\alpha^2L^2\mathcal{V}_{L,T}. \tag*{(257)} T 1 t = 0 ∑ T − 1 E [ D θ , t 2 V t ] ≤ C θ 2 α 2 L 2 V L , T . (257)
Finally, by the delayed-correlation remainder from Lemma 15, namely (186), (256), and Jensen’s inequality,
1 T ∑ t = 0 T − 1 E [ R c o r r , t ] ≤ L ∇ J C θ α L ( B τ , 0 + B τ , w C w β L + B τ , V 1 T ∑ t = 0 T − 1 E V t ) ≤ L ∇ J C θ α L ( B τ , 0 + B τ , w C w β L + B τ , V V L , T ) . (258) \begin{aligned}
\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[R_{\mathrm{corr},t}]
\leq L\nabla_J C_{\theta}\alpha L\left(B_{\tau,0}+B_{\tau,w}C_w\beta L+B_{\tau,V}\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}\sqrt{\mathcal{V}_t}\right) \\
&\leq L\nabla_J C_{\theta}\alpha L\left(B_{\tau,0}+B_{\tau,w}C_w\beta L+B_{\tau,V}\sqrt{\mathcal{V}_{L,T}}\right). \tag*{(258)}
\end{aligned} T 1 t = 0 ∑ T − 1 E [ R corr , t ] ≤ L ∇ J C θ α L ( B τ , 0 + B τ , w C w β L + B τ , V T 1 t = 0 ∑ T − 1 E V t ) ≤ L ∇ J C θ α L ( B τ , 0 + B τ , w C w β L + B τ , V V L , T ) . (258)
Proposition 3 with t 0 = 0 t_0=0 t 0 = 0 and α t = α \alpha_t=\alpha α t = α gives A ‾ 0 , T = α T \overline{A}_{0,T}=\alpha T A 0 , T = α T and S ‾ 0 , T = α \overline{S}_{0,T}=\alpha S 0 , T = α . Therefore,
G ‾ T ≤ 2 ( J max − E J ( θ 0 ) ) α T + 2 C V a c t 1 T ∑ t = 0 T − 1 E V t + 2 C F A a c t ϵ F A 2 + 2 C l o c a c t ρ 2 ( k + 1 ) + 2 C m i x , 0 a c t 1 T ∑ t = 0 T − 1 E [ ϵ m i x ( t ) ] + 2 C m i x , V a c t 1 T ∑ t = 0 T − 1 E [ ϵ m i x ( t ) 2 V t ] + 2 C w i n , 0 a c t 1 T ∑ t = 0 T − 1 E [ D θ , t 2 + D w , t 2 ] + 2 C w i n , V a c t 1 T ∑ t = 0 T − 1 E [ D θ , t 2 V t ] + 2 T ∑ t = 0 T − 1 E [ R c o r r , t ] + 2 C v a r a c t α . (259) \begin{aligned}
\overline{G}_T\leq{}&
\frac{2(J_{\max}-\mathbb{E}J(\theta_0))}{\alpha T}
+2C_V^{\mathrm{act}}\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}\mathcal{V}_t\\
&+2C_{\mathrm{FA}}^{\mathrm{act}}\epsilon_{\mathrm{FA}}^2
+2C_{\mathrm{loc}}^{\mathrm{act}}\rho^{2(k+1)}
+2C_{\mathrm{mix},0}^{\mathrm{act}}\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[\epsilon_{\mathrm{mix}}(t)]\\
&+2C_{\mathrm{mix},V}^{\mathrm{act}}\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[\epsilon_{\mathrm{mix}}(t)^2\mathcal{V}_t]\\
&+2C_{\mathrm{win},0}^{\mathrm{act}}\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[D_{\theta,t}^2+D_{w,t}^2]
+2C_{\mathrm{win},V}^{\mathrm{act}}\frac{1}{T}\sum_{t=0}^{T-1}\mathbb{E}[D_{\theta,t}^2\mathcal{V}_t]\\
&+\frac{2}{T}\sum_{t=0}^{T-1}\mathbb{E}[R_{\mathrm{corr},t}]
+2C_{\mathrm{var}}^{\mathrm{act}}\alpha. \tag*{(259)}
\end{aligned} G T ≤ α T 2 ( J m a x − E J ( θ 0 )) + 2 C V act T 1 t = 0 ∑ T − 1 E V t + 2 C FA act ϵ FA 2 + 2 C loc act ρ 2 ( k + 1 ) + 2 C mix , 0 act T 1 t = 0 ∑ T − 1 E [ ϵ mix ( t )] + 2 C mix , V act T 1 t = 0 ∑ T − 1 E [ ϵ mix ( t ) 2 V t ] + 2 C win , 0 act T 1 t = 0 ∑ T − 1 E [ D θ , t 2 + D w , t 2 ] + 2 C win , V act T 1 t = 0 ∑ T − 1 E [ D θ , t 2 V t ] + T 2 t = 0 ∑ T − 1 E [ R corr , t ] + 2 C var act α . (259)
Substituting (252), (254), (255), (257), (258), and (259) into (260) gives the detailed fixed-window bound
G ‾ T ≤ 2 ( J max − E J ( θ 0 ) ) α T + 2 C V a c t V L , T + 2 C F A a c t ϵ F A 2 + 2 C l o c a c t ρ 2 ( k + 1 ) + 2 C m i x , 0 a c t ϵ a c t ( L , T ) + 2 C m i x , V a c t ( L T E V 0 + ϵ a c t ( L , T ) 2 V L , T ) + 2 C w i n , 0 a c t L 2 ( C θ 2 α 2 + C w 2 β 2 ) + 2 C w i n , V a c t C θ 2 α 2 L 2 V L , T + 2 L ∇ J C θ α L ( B τ , 0 + B τ , w C w β L ) + 2 L ∇ J C θ α L B τ , V V L , T + 2 C v a r a c t α . (260) \begin{aligned}
\overline{G}_T\leq{}&
\frac{2(J_{\max}-\mathbb{E}J(\theta_0))}{\alpha T}
+2C_V^{\mathrm{act}}\mathcal{V}_{L,T}\\
&+2C_{\mathrm{FA}}^{\mathrm{act}}\epsilon_{\mathrm{FA}}^2
+2C_{\mathrm{loc}}^{\mathrm{act}}\rho^{2(k+1)}
+2C_{\mathrm{mix},0}^{\mathrm{act}}\epsilon_{\mathrm{act}}(L,T)\\
&+2C_{\mathrm{mix},V}^{\mathrm{act}}\left(\frac{L}{T}\mathbb{E}\mathcal{V}_0+\epsilon_{\mathrm{act}}(L,T)^2\mathcal{V}_{L,T}\right)\\
&+2C_{\mathrm{win},0}^{\mathrm{act}}L^2(C_{\theta}^2\alpha^2+C_w^2\beta^2)
+2C_{\mathrm{win},V}^{\mathrm{act}}C_{\theta}^2\alpha^2L^2\mathcal{V}_{L,T}\\
&+2L\nabla_J C_{\theta}\alpha L(B_{\tau,0}+B_{\tau,w}C_w\beta L)\\
&+2L\nabla_J C_{\theta}\alpha L B_{\tau,V}\sqrt{\mathcal{V}_{L,T}}
+2C_{\mathrm{var}}^{\mathrm{act}}\alpha. \tag*{(260)}
\end{aligned} G T ≤ α T 2 ( J m a x − E J ( θ 0 )) + 2 C V act V L , T + 2 C FA act ϵ FA 2 + 2 C loc act ρ 2 ( k + 1 ) + 2 C mix , 0 act ϵ act ( L , T ) + 2 C mix , V act ( T L E V 0 + ϵ act ( L , T ) 2 V L , T ) + 2 C win , 0 act L 2 ( C θ 2 α 2 + C w 2 β 2 ) + 2 C win , V act C θ 2 α 2 L 2 V L , T + 2 L ∇ J C θ α L ( B τ , 0 + B τ , w C w β L ) + 2 L ∇ J C θ α L B τ , V V L , T + 2 C var act α . (260)
The fixed-step best-iterate claim follows because the minimum is at most the average.
It remains only to justify the displayed scaling. By definition of V L , T \mathcal{V}_{L,T} V L , T ,
V L , T = O ( L T + 1 β T + ϵ c r i t ( L ) + α 2 β 2 ) . \mathcal{V}_{L,T}=O\left(\frac{L}{T}+\frac{1}{\beta T}+\epsilon_{\mathrm{crit}}(L)+\frac{\alpha^2}{\beta^2}\right). V L , T = O ( T L + β T 1 + ϵ crit ( L ) + β 2 α 2 ) .
Under α L ≤ 1 \alpha L \le1 α L ≤ 1 and β L ≤ 1 \beta L \le1 β L ≤ 1 , the mixed-tracking, window-drift, delayed-correlation, and variance terms in (260) are no larger than
1 α T + 1 β T + L T + ϵ c r i t ( L ) + ϵ a c t ( L , T ) + α 2 β 2 + ϵ F A 2 + ρ 2 ( k + 1 ) \frac{1}{\alpha T}+\frac{1}{\beta T}+\frac{L}{T}+\epsilon_{\mathrm{crit}}(L)+\epsilon_{\mathrm{act}}(L,T)+\frac{\alpha^2}{\beta^2}+\epsilon_{\mathrm{FA}}^2+\rho^{2(k+1)} α T 1 + β T 1 + T L + ϵ crit ( L ) + ϵ act ( L , T ) + β 2 α 2 + ϵ FA 2 + ρ 2 ( k + 1 )
after increasing the hidden constant. Now set L = L α , β L=L_{\alpha,\beta} L = L α , β as in (232) . This choice gives L α , β = O ( log ( 1 / δ α , β ) ) L_{\alpha,\beta}=O(\log(1/\delta_{\alpha,\beta})) L α , β = O ( log ( 1/ δ α , β )) , ρ m i x L α , β ≤ δ α , β \rho_{\mathrm{mix}}^{L_{\alpha,\beta}}\le\delta_{\alpha,\beta} ρ mix L α , β ≤ δ α , β , and ρ m i x L α , β − 1 ≤ ρ m i x − 1 δ α , β \rho_{\mathrm{mix}}^{L_{\alpha,\beta}-1}\le\rho_{\mathrm{mix}}^{-1}\delta_{\alpha,\beta} ρ mix L α , β − 1 ≤ ρ mix − 1 δ α , β . Since δ α , β ≤ e − 1 \delta_{\alpha,\beta}\le e^{-1} δ α , β ≤ e − 1 , the two geometric-mixing tails are bounded, up to constants, by
β log ( 1 / δ α , β ) + α log 2 ( 1 / δ α , β ) . \beta\log(1/\delta_{\alpha,\beta})+\alpha\log^2(1/\delta_{\alpha,\beta}). β log ( 1/ δ α , β ) + α log 2 ( 1/ δ α , β ) .
Also, L α , β / T L_{\alpha,\beta}/T L α , β / T is bounded by a constant multiple of 1 / ( α T ) + 1 / ( β T ) 1/(\alpha T)+1/(\beta T) 1/ ( α T ) + 1/ ( β T ) . Substituting L = L α , β L=L_{\alpha,\beta} L = L α , β proves (233) .
Diminishing stepsizes. Since b < 1 b<1 b < 1 , the exponent condition (234) implies a > b a>b a > b . Also,
A t 0 , T = ∑ t = t 0 T − 1 α t = Θ ( T 1 − a ) . (261) A_{t_0,T}=\sum_{t=t_0}^{T-1}\alpha_t=\Theta(T^{1-a}). \tag*{(261)} A t 0 , T = t = t 0 ∑ T − 1 α t = Θ ( T 1 − a ) . (261)
The actor part of the following bounded-increment premise is the decaying-stepsize specialization of Lemma 7; the critic part is the corresponding post-burn-in premise required to couple Corollary 1 with the actor stationarity result:
∥ θ t + 1 − θ t ∥ 2 ≤ C θ α t , ∥ w i t + 1 − w i t ∥ 2 ≤ C w , i β t , t 0 ≤ t < T , i = 1 , … , n . (262) \lVert\theta_{t+1}-\theta_t\rVert_2\le C_\theta\alpha_t,\qquad\lVert w_i^{t+1}-w_i^t\rVert_2\le C_{w,i}\beta_t,\qquad t_0\le t<T,\quad i=1,\ldots,n. \tag*{(262)} ∥ θ t + 1 − θ t ∥ 2 ≤ C θ α t , ∥ w i t + 1 − w i t ∥ 2 ≤ C w , i β t , t 0 ≤ t < T , i = 1 , … , n . (262)
For t ≥ t 0 t\ge t_0 t ≥ t 0 , Corollary 1, whose assumptions are those of Lemma 8 with the decaying-step local smallness conditions, gives
v t + 1 ≤ ( 1 − λ χ β t ) v t + d t d e c , d t d e c : = C s q β t 2 + C m o v β t ϵ P , t m o v + C t a r C θ 2 α t 2 β t 2 . (263) v_{t+1}\le(1-\lambda_\chi\beta_t)v_t+d_t^{\mathrm{dec}},\qquad d_t^{\mathrm{dec}}:=C_{\mathrm{sq}}\beta_t^2+C_{\mathrm{mov}}\beta_t\epsilon_{P,t}^{\mathrm{mov}}+C_{\mathrm{tar}}C_\theta^2\frac{\alpha_t^2}{\beta_t^2}. \tag*{(263)} v t + 1 ≤ ( 1 − λ χ β t ) v t + d t dec , d t dec := C sq β t 2 + C mov β t ϵ P , t mov + C tar C θ 2 β t 2 α t 2 . (263)
Since τ t = O ( log ( t + 1 ) ) = o ( t ) \tau_t=O(\log(t+1))=o(t) τ t = O ( log ( t + 1 )) = o ( t ) , the stepsizes are comparable inside the window: β ℓ = O ( β t ) \beta_\ell=O(\beta_t) β ℓ = O ( β t ) and α ℓ = O ( α t ) \alpha_\ell=O(\alpha_t) α ℓ = O ( α t ) for ℓ ∈ { t − τ t , … , t − 1 } \ell\in\{t-\tau_t,\ldots,t-1\} ℓ ∈ { t − τ t , … , t − 1 } . The choice of c τ c_\tau c τ in (236) also gives ρ m i x = O ( β t ) \rho_{\mathrm{mix}}=O(\beta_t) ρ mix = O ( β t ) . Hence the moving-target error defined in Corollary 1 satisfies
ϵ P , t m o v = O ( β t log ( t + 1 ) + α t log 2 ( t + 1 ) ) . (264) \epsilon_{P,t}^{\mathrm{mov}}=O\left(\beta_t\log(t+1)+\alpha_t\log^2(t+1)\right). \tag*{(264)} ϵ P , t mov = O ( β t log ( t + 1 ) + α t log 2 ( t + 1 ) ) . (264)
Rearranging (263) yields λ χ β t v t ≤ v t − v t + 1 + d t d e c \lambda_\chi\beta_tv_t\le v_t-v_{t+1}+d_t^{\mathrm{dec}} λ χ β t v t ≤ v t − v t + 1 + d t dec . Let r t : = α t / β t r_t:=\alpha_t/\beta_t r t := α t / β t . Under (235) , r t = ( α 0 / β 0 ) ( t + 1 ) − ( a − b ) r_t=(\alpha_0/\beta_0)(t+1)^{-(a-b)} r t = ( α 0 / β 0 ) ( t + 1 ) − ( a − b ) is nonincreasing. Therefore,
λ χ ∑ t = t 0 T − 1 α t v t ≤ ∑ t = t 0 T − 1 r t ( v t − v t + 1 ) + ∑ t = t 0 T − 1 r t d t d e c ≤ r t 0 v t 0 + ∑ t = t 0 T − 1 ( C s q α t β t + C m o v α t ϵ P , t m o v + C t a r C θ 2 α t 3 β t 2 ) . (265) \begin{aligned}
\lambda_\chi\sum_{t=t_0}^{T-1}\alpha_tv_t\le\sum_{t=t_0}^{T-1}r_t(v_t-v_{t+1})+\sum_{t=t_0}^{T-1}r_td_t^{\mathrm{dec}} \\
&\le r_{t_0}v_{t_0}+\sum_{t=t_0}^{T-1}\left(C_{\mathrm{sq}}\alpha_t\beta_t+C_{\mathrm{mov}}\alpha_t\epsilon_{P,t}^{\mathrm{mov}}+C_{\mathrm{tar}}C_\theta^2\frac{\alpha_t^3}{\beta_t^2}\right). \tag*{(265)}
\end{aligned} λ χ t = t 0 ∑ T − 1 α t v t ≤ t = t 0 ∑ T − 1 r t ( v t − v t + 1 ) + t = t 0 ∑ T − 1 r t d t dec ≤ r t 0 v t 0 + t = t 0 ∑ T − 1 ( C sq α t β t + C mov α t ϵ P , t mov + C tar C θ 2 β t 2 α t 3 ) . (265)
Under the reference exponent region (234) , the last sum is finite uniformly in T T T . Indeed,
α t β t = O ( ( t + 1 ) − ( a + b ) ) , \alpha_t\beta_t=O\left((t+1)^{-(a+b)}\right), α t β t = O ( ( t + 1 ) − ( a + b ) ) ,
α t ϵ P , t m o v = O ( ( t + 1 ) − ( a + b ) log ( t + 1 ) ) + O ( ( t + 1 ) − 2 a log 2 ( t + 1 ) ) , \alpha_t\epsilon_{P,t}^{\mathrm{mov}}=O\left((t+1)^{-(a+b)}\log(t+1)\right)+O\left((t+1)^{-2a}\log^2(t+1)\right), α t ϵ P , t mov = O ( ( t + 1 ) − ( a + b ) log ( t + 1 ) ) + O ( ( t + 1 ) − 2 a log 2 ( t + 1 ) ) ,
α t 3 β t 2 = O ( ( t + 1 ) − ( 3 a − 2 b ) ) . \frac{\alpha_t^3}{\beta_t^2}=O\left((t+1)^{-(3a-2b)}\right). β t 2 α t 3 = O ( ( t + 1 ) − ( 3 a − 2 b ) ) .
These sequences are summable because b > 1 / 2 b>1/2 b > 1/2 , a > b a>b a > b , a > ( 1 + b ) / 2 a>(1+b)/2 a > ( 1 + b ) /2 , and b < 1 b<1 b < 1 imply a + b > 1 a+b>1 a + b > 1 , 2 a > 1 2a>1 2 a > 1 , and 3 a − 2 b > 1 3a-2b>1 3 a − 2 b > 1 .
The same window comparison gives (264) , and therefore
d t d e c = O ( β t 2 log ( t + 1 ) + α t β t log 2 ( t + 1 ) + α t 2 β t ) , d_t^{\mathrm{dec}}=O\left(\beta_t^2\log(t+1)+\alpha_t\beta_t\log^2(t+1)+\frac{\alpha_t^2}{\beta_t}\right), d t dec = O ( β t 2 log ( t + 1 ) + α t β t log 2 ( t + 1 ) + β t α t 2 ) ,
d t d e c β t = O ( β t log ( t + 1 ) + α t log 2 ( t + 1 ) + α t 2 β t 2 ) = o ( 1 ) . \frac{d_t^{\mathrm{dec}}}{\beta_t}=O\left(\beta_t\log(t+1)+\alpha_t\log^2(t+1)+\frac{\alpha_t^2}{\beta_t^2}\right)=o(1). β t d t dec = O ( β t log ( t + 1 ) + α t log 2 ( t + 1 ) + β t 2 α t 2 ) = o ( 1 ) .
Hence the critic recursion also yields sup t ≥ t 0 v t < ∞ \sup_{t \ge t_0} v_t < \infty sup t ≥ t 0 v t < ∞ . To see this, choose B < ∞ B < \infty B < ∞ and enlarge t 0 t_0 t 0 so that d t d e c ≤ ( λ χ / 2 ) β t B d_t^{\mathrm{dec}} \le(\lambda_\chi/2)\beta_t B d t dec ≤ ( λ χ /2 ) β t B for all t ≥ t 0 t \ge t_0 t ≥ t 0 . If v t > B v_t > B v t > B , then v t + 1 ≤ ( 1 − λ χ β t ) v t + ( λ χ / 2 ) β t B ≤ v t v_{t+1} \le(1-\lambda_\chi\beta_t)v_t + (\lambda_\chi/2)\beta_t B \le v_t v t + 1 ≤ ( 1 − λ χ β t ) v t + ( λ χ /2 ) β t B ≤ v t ; if v t ≤ B v_t \le B v t ≤ B , then v t + 1 ≤ B + sup ℓ ≥ t 0 d ℓ d e c v_{t+1} \le B + \sup_{\ell\ge t_0}d_\ell^{\mathrm{dec}} v t + 1 ≤ B + sup ℓ ≥ t 0 d ℓ dec . This gives a finite uniform bound after burn-in.
Since a > b a>b a > b , r t = α t / β t r_t=\alpha_t/\beta_t r t = α t / β t is nonincreasing, so the weighted critic inequality (266) applies. The summability estimates above and (262) give
1 A t 0 , T ∑ t = t 0 T − 1 α t E V t = O ( T − ( 1 − a ) ) . (266) \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}V_t=O\left(T^{-(1-a)}\right). \tag*{(266)} A t 0 , T 1 t = t 0 ∑ T − 1 α t E V t = O ( T − ( 1 − a ) ) . (266)
It remains to bound the actor-side averages in Proposition 3. By Lemma 11 and (165), with the common logarithmic window and the increment premise (263),
ε m i x ( t ) = O ( β t + α t log 2 ( t + 1 ) ) . (267) \varepsilon_{\mathrm{mix}}(t)=O\left(\beta_t+\alpha_t\log^2(t+1)\right). \tag*{(267)} ε mix ( t ) = O ( β t + α t log 2 ( t + 1 ) ) . (267)
and hence
1 A t 0 , T ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) ] = O ( T − ( 1 − a ) ) . \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)]=O\left(T^{-(1-a)}\right). A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ ε mix ( t )] = O ( T − ( 1 − a ) ) .
Since v t v_t v t is uniformly bounded and ε m i x ( t ) ≤ 1 \varepsilon_{\mathrm{mix}}(t)\le1 ε mix ( t ) ≤ 1 , the stronger finite-sum bound following from (268) also gives
1 A t 0 , T ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) 2 v t ] = O ( T − ( 1 − a ) ) . \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\left[\varepsilon_{\mathrm{mix}}(t)^2v_t\right]=O\left(T^{-(1-a)}\right). A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ ε mix ( t ) 2 v t ] = O ( T − ( 1 − a ) ) .
By the definitions of D θ , t D_{\theta,t} D θ , t and D w , t D_{w,t} D w , t in (143), the window-drift quantities obey
D θ , t = O ( α t log ( t + 1 ) ) , D w , t = O ( β t log ( t + 1 ) ) , D_{\theta,t}=O\left(\alpha_t\log(t+1)\right),\qquad D_{w,t}=O\left(\beta_t\log(t+1)\right), D θ , t = O ( α t log ( t + 1 ) ) , D w , t = O ( β t log ( t + 1 ) ) ,
so
D ‾ θ , t 0 , T 2 + D ‾ w , t 0 , T 2 + D ‾ θ , V , t 0 , T 2 = O ( T − ( 1 − a ) ) . \overline{D}_{\theta,t_0,T}^{\,2}+\overline{D}_{w,t_0,T}^{\,2}+\overline{D}_{\theta,V,t_0,T}^{\,2}=O\left(T^{-(1-a)}\right). D θ , t 0 , T 2 + D w , t 0 , T 2 + D θ , V , t 0 , T 2 = O ( T − ( 1 − a ) ) .
Finally, the delayed-correlation remainder from Lemma 15, namely (186), the preceding drift bounds, and the uniform boundedness of v t v_t v t imply
R ‾ c o r r , t 0 , T = O ( T − ( 1 − a ) ) , S ‾ t 0 , T = 1 A t 0 , T ∑ t = t 0 T − 1 α t 2 = O ( T − ( 1 − a ) ) . \overline{R}_{\mathrm{corr},t_0,T}=O\left(T^{-(1-a)}\right),\qquad\overline{S}_{t_0,T}=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t^2=O\left(T^{-(1-a)}\right). R corr , t 0 , T = O ( T − ( 1 − a ) ) , S t 0 , T = A t 0 , T 1 t = t 0 ∑ T − 1 α t 2 = O ( T − ( 1 − a ) ) .
Substituting these estimates and (267) into Proposition 3 gives
G ‾ t 0 , T α = O ( T − ( 1 − a ) + ε F A 2 + ρ 2 ( k + 1 ) ) . \overline{G}^{\alpha}_{t_0,T}=O\left(T^{-(1-a)}+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right). G t 0 , T α = O ( T − ( 1 − a ) + ε FA 2 + ρ 2 ( k + 1 ) ) .
This proves (239). The decaying-step best-iterate claim follows because a minimum is at most a positive weighted average.
Remark. With constant stepsizes, the bound controls the average squared gradient norm up to a nonzero error floor. Smaller stepsizes reduce the stepsize-dependent part of this floor. The diminishing schedules in (236) remove the stepsize-induced neighborhood: the remaining asymptotic floors in (239) are the feature-approximation error and the exponential-decay localization error. A sharper Poisson-equation or resolvent argument may replace the logarithmic stepsize factors in the proof by mixing-time constants, but that would require rewriting the Markovian-bias arguments in the actor and critic proofs rather than only the overall combination step.
Convergence Proof with Regularization
Algorithmic template. The fixed-state entropy-regularized method is the regularized actor-update branch of Algorithm 1; this branch adds only the analytic entropy-gradient term to the actor update and leaves the reward-only TD critic unchanged.
Proof roadmap. The regularized proof reuses the critic analysis from Subsection E.1, because fixed-state entropy modifies only the actor objective and leaves the reward-only TD target unchanged. Lemma 20 records the actor-side boundedness, Lipschitz, and localization consequences needed after adding entropy, and Lemma 21 identifies the exact local entropy-gradient blocks. Lemma 22, Lemma 23, and Lemma 24 then repeat the unregularized actor logic for the regularized direction: control gradient bias, control variance, and prove one-step ascent for J ι , ω J_{\iota,\omega} J ι , ω . Theorem 8 telescopes this drift into finite-time stationarity, Theorem 9 converts stationarity to a regularized value-gap bound under a PL condition, and Corollary 2 translates that bound back to the unregularized objective. The strong-entropy route in Subsection F.3 is the conditional argument showing that fixed-state entropy can turn the product-policy landscape into one satisfying a PL inequality when its negative curvature dominates the positive curvature of the unregularized objective on the explored region. Lemma 25 bounds the direct-policy curvature of J J J on Π 0 \Pi_0 Π 0 by L ‾ J \overline{L}_J L J . Lemma 26 combines this curvature bound with the entropy Hessian lower bound from the positive state-weight condition to prove direct-policy strong concavity whenever ι ω min > L ‾ J \iota\omega_{\min}>\overline{L}_J ι ω m i n > L J . Lemma 27 converts that direct-policy strong concavity into a PL inequality for the tangent direct-policy gradient G Π ( π ) G_{\Pi}(\pi) G Π ( π ) . Lemma 28 then transfers this direct-policy PL inequality to the softmax-logit gradient using the exploration lower bound δ \delta δ , which is the PL condition required by Theorem 9. Finally, Theorem 10 plugs this verified PL constant into the finite-time recursion to obtain the stated strong-entropy global convergence consequence.
Convergence of the Critic
The fixed-state entropy objective analyzed in this section does not change the reward process or the Poisson equation that the critic estimates. The regularized objective is obtained by adding to the actor objective a deterministic function of the current local policy tables. Consequently the critic continues to estimate the reward-only local action-value functions Q i θ Q_i^\theta Q i θ defined in the preliminaries, with the same TD target
r i ( s i ( t ) , a i ( t ) ) − μ i t + ψ i ( s i k ( t + 1 ) , a i k ( t + 1 ) ) ⊤ w i t − ψ i ( s i k ( t ) , a i k ( t ) ) ⊤ w i t . r_i(s_i(t),a_i(t))-\mu_i^t+\psi_i(s_i^k(t+1),a_i^k(t+1))^\top w_i^t-\psi_i(s_i^k(t),a_i^k(t))^\top w_i^t. r i ( s i ( t ) , a i ( t )) − μ i t + ψ i ( s i k ( t + 1 ) , a i k ( t + 1 ) ) ⊤ w i t − ψ i ( s i k ( t ) , a i k ( t ) ) ⊤ w i t .
No new critic convergence proof is needed for this fixed-state regularization. All critic tracking bounds from the unregularized proof, including the definition of V t V_t V t in (145), apply verbatim.
Convergence of the Actor
We now prove the actor convergence result for a fixed-state entropy-regularized objective. Fix a reference distribution ω ∈ Δ ( S q ) \omega\in\Delta(\mathcal{S}_q) ω ∈ Δ ( S q ) that is independent of the actor parameter, and write its local marginals as
ω i ( s i ) : = ∑ s − i ∈ S − i ω ( s i , s − i ) . (268) \omega_i(s_i):=\sum_{s_{-i}\in\mathcal{S}_{-i}}\omega(s_i,s_{-i}). \tag*{(268)} ω i ( s i ) := s − i ∈ S − i ∑ ω ( s i , s − i ) . (268)
For a local policy vector p ∈ Δ ( A i ) p\in\Delta(\mathcal{A}_i) p ∈ Δ ( A i ) , let
h i ( p ) : = − ∑ a i ∈ A i p ( a i ) log p ( a i ) . h_i(p):=-\sum_{a_i\in\mathcal{A}_i}p(a_i)\log p(a_i). h i ( p ) := − a i ∈ A i ∑ p ( a i ) log p ( a i ) .
The fixed-state entropy functional and the corresponding objective are
H ω ( θ ) : = ∑ i = 1 n ∑ s i ∈ S i ω i ( s i ) h i ( π θ i ( ⋅ ∣ s i ) ) , (269) \mathcal{H}_{\omega}(\theta):=\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\omega_i(s_i)h_i(\pi_{\theta_i}(\cdot\mid s_i)), \tag*{(269)} H ω ( θ ) := i = 1 ∑ n s i ∈ S i ∑ ω i ( s i ) h i ( π θ i ( ⋅ ∣ s i )) , (269)
J ι , ω ( θ ) : = J ( θ ) + ι H ω ( θ ) , ι ≥ 0. (270) J_{\iota,\omega}(\theta):=J(\theta)+\iota\mathcal{H}_{\omega}(\theta),\qquad\iota\ge0. \tag*{(270)} J ι , ω ( θ ) := J ( θ ) + ι H ω ( θ ) , ι ≥ 0. (270)
For each actor block define the exact fixed-state entropy-gradient vector
Γ i , ω ( θ i ) ( s i , a i ) : = ω i ( s i ) π θ i ( a i ∣ s i ) [ − log π θ i ( a i ∣ s i ) − h i ( π θ i ( ⋅ ∣ s i ) ) ] . (271) \Gamma_{i,\omega}(\theta_i)(s_i,a_i):=\omega_i(s_i)\pi_{\theta_i}(a_i\mid s_i)\left[-\log\pi_{\theta_i}(a_i\mid s_i)-h_i(\pi_{\theta_i}(\cdot\mid s_i))\right]. \tag*{(271)} Γ i , ω ( θ i ) ( s i , a i ) := ω i ( s i ) π θ i ( a i ∣ s i ) [ − log π θ i ( a i ∣ s i ) − h i ( π θ i ( ⋅ ∣ s i )) ] . (271)
This term is local to agent i i i once ω i \omega_i ω i is specified. The critic still estimates the unregularized reward critic. For the linear-function-approximation actor update, define
q ^ j t : = ψ j ( s j k ( t ) , a j k ( t ) ) ⊤ w j t , S i t : = ∇ θ i log π θ i ( a i ( t ) ∣ s i ( t ) ) . \widehat{q}_j^t:=\psi_j(s_j^k(t),a_j^k(t))^\top w_j^t,\qquad S_i^t:=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i(t)\mid s_i(t)). q j t := ψ j ( s j k ( t ) , a j k ( t ) ) ⊤ w j t , S i t := ∇ θ i log π θ i ( a i ( t ) ∣ s i ( t )) .
The fixed-state regularized actor increment is
θ i t + 1 = θ i t + α t g ^ ι , ω , i t , g ^ ι , ω , i t : = S i t ∑ j ∈ N i k q ^ j t + ι Γ i , ω ( θ i t ) . (272) \theta_i^{t+1}=\theta_i^t+\alpha_t\widehat{g}_{\iota,\omega,i}^t,\qquad\widehat{g}_{\iota,\omega,i}^t:=S_i^t\sum_{j\in N_i^k}\widehat{q}_j^t+\iota\Gamma_{i,\omega}(\theta_i^t). \tag*{(272)} θ i t + 1 = θ i t + α t g ι , ω , i t , g ι , ω , i t := S i t j ∈ N i k ∑ q j t + ι Γ i , ω ( θ i t ) . (272)
Let g ^ l , ω : = ( g ^ l , ω , 1 , … , g ^ l , ω , n ) \widehat{g}^{\,l,\omega}:=(\widehat{g}^{\,l,\omega,1},\ldots,\widehat{g}^{\,l,\omega,n}) g l , ω := ( g l , ω , 1 , … , g l , ω , n ) . The tabular critic version is obtained by replacing Q ^ j l \widehat{Q}^{\,l}_{j} Q j l by Q ^ j t ( s j k ( t ) , a j k ( t ) ) \widehat{Q}^{\,t}_{j}(s^{k}_{j}(t),a^{k}_{j}(t)) Q j t ( s j k ( t ) , a j k ( t )) .
The proof uses the same delayed-window notation and unregularized critic tracking quantities as the actor proof without regularization: X t = ( s g ( t ) , a g ( t ) ) X_t=(s_g(t),a_g(t)) X t = ( s g ( t ) , a g ( t )) , τ t ≤ t \tau_t\le t τ t ≤ t , t τ = t − τ t t_{\tau}=t-\tau_t t τ = t − τ t , D θ , t D_{\theta,t} D θ , t and D w , t D_{w,t} D w , t are defined in (142) , and V t \mathcal{V}_t V t is defined in (144) .
Lemma 20 (Fixed-state regularized actor-side consequences). Suppose Assumption 4 holds on the actor-parameter region considered in the proof. Under the standing finite-action product-softmax and bounded-reward setup, and using Assumption 3, Lemma 6, (146) , and (145) , the following regularized actor-side facts hold.
The unregularized localized actor direction formed from truncated critics has blockwise error
δ l o c ( k ) : = n 2 c ρ k + 1 = O ( ρ k + 1 ) . (273) \delta_{\mathrm{loc}}(k):=n\sqrt{2}\,c\rho^{k+1}=O(\rho^{k+1}). \tag*{(273)} δ loc ( k ) := n 2 c ρ k + 1 = O ( ρ k + 1 ) . (273) In particular, for every agent i i i ,
∥ E ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] − ∇ θ i J ( θ ) ∥ 2 ≤ δ l o c ( k ) . (274) \left\|\mathbb{E}_{\nu_\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\sum_{j\in N_i^k}\widetilde{Q}^{\,\theta}_{j}(s_j^k,a_j^k)\right]-\nabla_{\theta_i}J(\theta)\right\|_2\le\delta_{\mathrm{loc}}(k). \tag*{(274)} E ν θ ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ Q j θ ( s j k , a j k ) − ∇ θ i J ( θ ) 2 ≤ δ loc ( k ) . (274) The fixed-state entropy-gradient map is bounded and Lipschitz:
K i , ω Γ : = sup θ i ∥ Γ i , ω ( θ i ) ∥ 2 < ∞ , (275) K^\Gamma_{i,\omega}:=\sup_{\theta_i}\|\Gamma_{i,\omega}(\theta_i)\|_2<\infty, \tag*{(275)} K i , ω Γ := θ i sup ∥ Γ i , ω ( θ i ) ∥ 2 < ∞ , (275) L i , ω Γ : = sup θ i ≠ θ i ′ ∥ Γ i , ω ( θ i ) − Γ i , ω ( θ i ′ ) ∥ 2 ∥ θ i − θ i ′ ∥ 2 < ∞ . (276) L^\Gamma_{i,\omega}:=\sup_{\theta_i\ne\theta_i'}\frac{\|\Gamma_{i,\omega}(\theta_i)-\Gamma_{i,\omega}(\theta_i')\|_2}{\|\theta_i-\theta_i'\|_2}<\infty. \tag*{(276)} L i , ω Γ := θ i = θ i ′ sup ∥ θ i − θ i ′ ∥ 2 ∥ Γ i , ω ( θ i ) − Γ i , ω ( θ i ′ ) ∥ 2 < ∞. (276) The fixed-state regularized objective is L ∇ J i , ω L_{\nabla J_{i,\omega}} L ∇ J i , ω -smooth and bounded above by J i , ω , max < ∞ J_{i,\omega,\max}<\infty J i , ω , m a x < ∞ on the visited actor region:
J i , ω ( θ ′ ) ≥ J i , ω ( θ ) + ⟨ ∇ J i , ω ( θ ) , θ ′ − θ ⟩ − L ∇ J i , ω 2 ∥ θ ′ − θ ∥ 2 2 . (277) J_{i,\omega}(\theta')\ge J_{i,\omega}(\theta)+\langle\nabla J_{i,\omega}(\theta),\theta'-\theta\rangle-\frac{L_{\nabla J_{i,\omega}}}{2}\|\theta'-\theta\|_2^2. \tag*{(277)} J i , ω ( θ ′ ) ≥ J i , ω ( θ ) + ⟨ ∇ J i , ω ( θ ) , θ ′ − θ ⟩ − 2 L ∇ J i , ω ∥ θ ′ − θ ∥ 2 2 . (277) With finite action spaces and ∣ r i ∣ ≤ r max |r_i|\le r_{\max} ∣ r i ∣ ≤ r m a x , one may take
J i , ω , max = n r max + ι ∑ i = 1 n log ∣ A i ∣ . J_{i,\omega,\max}=nr_{\max}+\iota\sum_{i=1}^{n}\log|\mathcal{A}_i|. J i , ω , m a x = n r m a x + ι i = 1 ∑ n log ∣ A i ∣.
Proof. We first prove the localization statement. Define
g ~ i ( θ ) : = E ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] . \widetilde{g}_i(\theta):=\mathbb{E}_{\nu_\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\sum_{j\in N_i^k}\widetilde{Q}^{\,\theta}_{j}(s_j^k,a_j^k)\right]. g i ( θ ) := E ν θ ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ Q j θ ( s j k , a j k ) .
Lemma 13 , applied to the spatial-decay premise in Assumption 4 supplied by Theorem 1, gives
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n G i c ρ k + 1 . \|\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\|_2\le nG_i c\rho^{k+1}. ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n G i c ρ k + 1 .
Under tabular softmax, Lemma 9 gives G i = 2 G_i=\sqrt{2} G i = 2 , so
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n 2 c ρ k + 1 = δ l o c ( k ) , \|\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\|_2\le n\sqrt{2}\,c\rho^{k+1}=\delta_{\mathrm{loc}}(k), ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n 2 c ρ k + 1 = δ loc ( k ) ,
which, together with the definition (273) , proves (274) .
We next prove the entropy-gradient bounds. Fix an agent i i i and local state s i s_i s i . Let
m i : = ∣ A i ∣ , ω i , max : = max s i ∈ S i ω i ( s i ) , p a : = π θ i ( a ∣ s i ) . m_i:=|\mathcal{A}_i|,\qquad\omega_{i,\max}:=\max_{s_i\in\mathcal{S}_i}\omega_i(s_i),\qquad p_a:=\pi_{\theta_i}(a\mid s_i). m i := ∣ A i ∣ , ω i , m a x := s i ∈ S i max ω i ( s i ) , p a := π θ i ( a ∣ s i ) .
The local entropy satisfies
0 ≤ h i ( p ) ≤ log m i , 0 ≤ p a ( − log p a ) ≤ e − 1 , a ∈ A i , 0\le h_i(p)\le\log m_i,\qquad0\le p_a(-\log p_a)\le e^{-1},\qquad a\in\mathcal{A}_i, 0 ≤ h i ( p ) ≤ log m i , 0 ≤ p a ( − log p a ) ≤ e − 1 , a ∈ A i ,
with the convention 0 log 0 = 0 0 \log0 = 0 0 log 0 = 0 . Therefore each coordinate of Γ i , ω \Gamma_{i,\omega} Γ i , ω obeys
∣ Γ i , ω ( θ i ) ( s i , a ) ∣ = ω i ( s i ) p a ∣ − log p a − h i ( p ) ∣ ≤ ω i ( s i ) [ p a ( − log p a ) + p a h i ( p ) ] ≤ ω i , max ( e − 1 + log m i ) . (278) \begin{aligned}
\left|\Gamma_{i,\omega}(\theta_i)(s_i,a)\right| = \omega_i(s_i)p_a\left|-\log p_a-h_i(p)\right| \\
&\le\omega_i(s_i)\left[p_a(-\log p_a)+p_a h_i(p)\right] \\
&\le\omega_{i,\max}\left(e^{-1}+\log m_i\right). \tag*{(278)}
\end{aligned} ∣ Γ i , ω ( θ i ) ( s i , a ) ∣ = ω i ( s i ) p a ∣ − log p a − h i ( p ) ∣ ≤ ω i ( s i ) [ p a ( − log p a ) + p a h i ( p ) ] ≤ ω i , m a x ( e − 1 + log m i ) . (278)
Since there are ∣ S i ∣ m i \lvert S_i\rvert m_i ∣ S i ∣ m i coordinates in the i i i th actor block,
∥ Γ i , ω ( θ i ) ∥ 2 ≤ ∣ S i ∣ m i ω i , max ( e − 1 + log m i ) . (279) \left\|\Gamma_{i,\omega}(\theta_i)\right\|_2 \le\sqrt{\lvert S_i\rvert m_i}\,\omega_{i,\max}\left(e^{-1}+\log m_i\right). \tag*{(279)} ∥ Γ i , ω ( θ i ) ∥ 2 ≤ ∣ S i ∣ m i ω i , m a x ( e − 1 + log m i ) . (279)
Thus (276) holds, for example, with the right-hand side of (280).
It remains to show Lipschitz continuity of Γ i , ω \Gamma_{i,\omega} Γ i , ω . For a fixed state s i s_i s i , the softmax Jacobian is
∂ p b ∂ θ i ( s i , c ) = p b ( 1 { b = c } − p c ) , b , c ∈ A i . (280) \frac{\partial p_b}{\partial\theta_i(s_i,c)}=p_b\left(\mathbf{1}\{b=c\}-p_c\right),\qquad b,c\in A_i. \tag*{(280)} ∂ θ i ( s i , c ) ∂ p b = p b ( 1 { b = c } − p c ) , b , c ∈ A i . (280)
Define
z a : = − log p a − h i ( p ) , ϕ a : = p a z a . z_a:=-\log p_a-h_i(p),\qquad\phi_a:=p_a z_a. z a := − log p a − h i ( p ) , ϕ a := p a z a .
By the same calculation used in Lemma 21,
∂ h i ( p ) ∂ θ i ( s i , c ) = p c [ − log p c − h i ( p ) ] = ϕ c . (281) \frac{\partial h_i(p)}{\partial\theta_i(s_i,c)}
=p_c\left[-\log p_c-h_i(p)\right]=\phi_c. \tag*{(281)} ∂ θ i ( s i , c ) ∂ h i ( p ) = p c [ − log p c − h i ( p ) ] = ϕ c . (281)
Hence, for a , c ∈ A i a,c\in A_i a , c ∈ A i ,
∂ ∂ θ i ( s i , c ) Γ i , ω ( θ i ) ( s i , a ) = ω i ( s i ) ∂ ∂ θ i ( s i , c ) ( p a z a ) = ω i ( s i ) [ p a ( 1 { a = c } − p c ) z a + p a ( − ( 1 { a = c } − p c ) − ϕ c ) ] = ω i ( s i ) p a [ ( 1 { a = c } − p c ) ( z a − 1 ) − ϕ c ] . (282) \begin{aligned}
\frac{\partial}{\partial\theta_i(s_i,c)}\Gamma_{i,\omega}(\theta_i)(s_i,a)
&=\omega_i(s_i)\frac{\partial}{\partial\theta_i(s_i,c)}(p_a z_a)\\
&=\omega_i(s_i)\left[p_a\left(\mathbf{1}\{a=c\}-p_c\right)z_a+p_a\left(-\left(\mathbf{1}\{a=c\}-p_c\right)-\phi_c\right)\right]\\
&=\omega_i(s_i)p_a\left[\left(\mathbf{1}\{a=c\}-p_c\right)(z_a-1)-\phi_c\right]. \tag*{(282)}
\end{aligned} ∂ θ i ( s i , c ) ∂ Γ i , ω ( θ i ) ( s i , a ) = ω i ( s i ) ∂ θ i ( s i , c ) ∂ ( p a z a ) = ω i ( s i ) [ p a ( 1 { a = c } − p c ) z a + p a ( − ( 1 { a = c } − p c ) − ϕ c ) ] = ω i ( s i ) p a [ ( 1 { a = c } − p c ) ( z a − 1 ) − ϕ c ] . (282)
The elementary bounds above imply
p a ∣ z a ∣ ≤ p a ( − log p a ) + p a h i ( p ) ≤ e − 1 + log m i , p_a\lvert z_a\rvert\le p_a(-\log p_a)+p_a h_i(p)\le e^{-1}+\log m_i, p a ∣ z a ∣ ≤ p a ( − log p a ) + p a h i ( p ) ≤ e − 1 + log m i ,
∣ ϕ c ∣ ≤ e − 1 + log m i . (283) \lvert\phi_c\rvert\le e^{-1}+\log m_i. \tag*{(283)} ∣ ϕ c ∣ ≤ e − 1 + log m i . (283)
Since ∣ 1 { a = c } − p c ∣ ≤ 1 \lvert\mathbf{1}\{a=c\}-p_c\rvert\le1 ∣ 1 { a = c } − p c ∣ ≤ 1 and p a ≤ 1 p_a\le1 p a ≤ 1 ,
∣ ∂ ∂ θ i ( s i , c ) Γ i , ω ( θ i ) ( s i , a ) ∣ ≤ ω i , max [ p a ∣ z a ∣ + p a + p a ∣ ϕ c ∣ ] ≤ ω i , max ( 2 e − 1 + 2 log m i + 1 ) = : B i , ω Γ . (284) \begin{aligned}
\left|\frac{\partial}{\partial\theta_i(s_i,c)}\Gamma_{i,\omega}(\theta_i)(s_i,a)\right|
\le\omega_{i,\max}\left[p_a\lvert z_a\rvert+p_a+p_a\lvert\phi_c\rvert\right] \\
&\le\omega_{i,\max}\left(2e^{-1}+2\log m_i+1\right)=:B^\Gamma_{i,\omega}. \tag*{(284)}
\end{aligned} ∂ θ i ( s i , c ) ∂ Γ i , ω ( θ i ) ( s i , a ) ≤ ω i , m a x [ p a ∣ z a ∣ + p a + p a ∣ ϕ c ∣ ] ≤ ω i , m a x ( 2 e − 1 + 2 log m i + 1 ) =: B i , ω Γ . (284)
Derivatives across distinct local states are zero, because Γ i , ω ( θ i ) ( s i , ⋅ ) \Gamma_{i,\omega}(\theta_i)(s_i,\cdot) Γ i , ω ( θ i ) ( s i , ⋅ ) depends only on the logits θ i ( s i , ⋅ ) \theta_i(s_i,\cdot) θ i ( s i , ⋅ ) . Let d i θ : = ∣ S i ∣ m i d_i^\theta:=\lvert S_i\rvert m_i d i θ := ∣ S i ∣ m i . The Hessian matrix ∇ θ i Γ i , ω ( θ i ) \nabla_{\theta_i}\Gamma_{i,\omega}(\theta_i) ∇ θ i Γ i , ω ( θ i ) therefore has all entries bounded in absolute value by B i , ω Γ B^\Gamma_{i,\omega} B i , ω Γ , and hence
∥ ∇ θ i Γ i , ω ( θ i ) ∥ o p ≤ d i θ B i , ω Γ . (285) \left\|\nabla_{\theta_i}\Gamma_{i,\omega}(\theta_i)\right\|_{\mathrm{op}}\le d_i^\theta B^\Gamma_{i,\omega}. \tag*{(285)} ∥ ∇ θ i Γ i , ω ( θ i ) ∥ op ≤ d i θ B i , ω Γ . (285)
The mean-value theorem then gives, for any θ i , θ i ′ \theta_i,\theta_i' θ i , θ i ′ ,
∥ Γ i , ω ( θ i ) − Γ i , ω ( θ i ′ ) ∥ 2 ≤ sup ξ i ∥ ∇ θ i Γ i , ω ( ξ i ) ∥ o p ∥ θ i − θ i ′ ∥ 2 ≤ d i θ B i , ω Γ ∥ θ i − θ i ′ ∥ 2 . (286) \begin{aligned}
\left\|\Gamma_{i,\omega}(\theta_i)-\Gamma_{i,\omega}(\theta_i')\right\|_2
&\le\sup_{\xi_i}\left\|\nabla_{\theta_i}\Gamma_{i,\omega}(\xi_i)\right\|_{\mathrm{op}}\left\|\theta_i-\theta_i'\right\|_2\\
&\le d_i^\theta B^\Gamma_{i,\omega}\left\|\theta_i-\theta_i'\right\|_2. \tag*{(286)}
\end{aligned} ∥ Γ i , ω ( θ i ) − Γ i , ω ( θ i ′ ) ∥ 2 ≤ ξ i sup ∥ ∇ θ i Γ i , ω ( ξ i ) ∥ op ∥ θ i − θ i ′ ∥ 2 ≤ d i θ B i , ω Γ ∥ θ i − θ i ′ ∥ 2 . (286)
Thus (277) holds, for example, with L i , ω Γ = d i θ B i , ω Γ L^\Gamma_{i,\omega}=d_i^\theta B^\Gamma_{i,\omega} L i , ω Γ = d i θ B i , ω Γ .
Finally, we prove the regularized smoothness statement. By Lemma 14,
∥ ∇ J ( θ ) − ∇ J ( θ ′ ) ∥ 2 ≤ L ∇ J ∥ θ − θ ′ ∥ 2 , J ( θ ) ≤ n r max . \left\|\nabla J(\theta)-\nabla J(\theta')\right\|_2\le L_{\nabla J}\left\|\theta-\theta'\right\|_2,\qquad J(\theta)\le nr_{\max}. ∥ ∇ J ( θ ) − ∇ J ( θ ′ ) ∥ 2 ≤ L ∇ J ∥ θ − θ ′ ∥ 2 , J ( θ ) ≤ n r m a x .
Since
∇ θ i H ω ( θ ) = Γ i , ω ( θ i ) , \nabla_{\theta_i}H_\omega(\theta)=\Gamma_{i,\omega}(\theta_i), ∇ θ i H ω ( θ ) = Γ i , ω ( θ i ) ,
the blockwise Lipschitz bound gives
∥ ∇ H ω ( θ ) − ∇ H ω ( θ ′ ) ∥ 2 2 = ∑ i = 1 n ∥ Γ i , ω ( θ i ) − Γ i , ω ( θ i ′ ) ∥ 2 2 ≤ ( max i L i , ω Γ ) 2 ∥ θ − θ ′ ∥ 2 2 . (287) \lVert\nabla H_{\omega}(\theta)-\nabla H_{\omega}(\theta')\rVert_{2}^{2}
= \sum_{i=1}^{n}\lVert\Gamma_{i,\omega}(\theta_i)-\Gamma_{i,\omega}(\theta_i')\rVert_{2}^{2}
\le\left(\max_i L_{i,\omega}^{\Gamma}\right)^2\lVert\theta-\theta'\rVert_{2}^{2}. \tag*{(287)} ∥ ∇ H ω ( θ ) − ∇ H ω ( θ ′ ) ∥ 2 2 = i = 1 ∑ n ∥ Γ i , ω ( θ i ) − Γ i , ω ( θ i ′ ) ∥ 2 2 ≤ ( i max L i , ω Γ ) 2 ∥ θ − θ ′ ∥ 2 2 . (287)
Thus one may take
L ∇ H ω : = max 1 ≤ i ≤ n L i , ω Γ , L ∇ J ι , ω : = L ∇ J + ι L ∇ H ω . (288) L_{\nabla H_{\omega}}:=\max_{1\le i\le n}L_{i,\omega}^{\Gamma},\qquad
L_{\nabla J_{\iota,\omega}}:=L_{\nabla J}+\iota L_{\nabla H_{\omega}}. \tag*{(288)} L ∇ H ω := 1 ≤ i ≤ n max L i , ω Γ , L ∇ J ι , ω := L ∇ J + ι L ∇ H ω . (288)
The standard descent/ascent lemma for functions with Lipschitz gradient then yields
J ι , ω ( θ ′ ) ≥ J ι , ω ( θ ) + ⟨ ∇ J ι , ω ( θ ) , θ ′ − θ ⟩ − L ∇ J ι , ω 2 ∥ θ ′ − θ ∥ 2 2 . J_{\iota,\omega}(\theta')\ge J_{\iota,\omega}(\theta)+\langle\nabla J_{\iota,\omega}(\theta),\theta'-\theta\rangle-\frac{L_{\nabla J_{\iota,\omega}}}{2}\lVert\theta'-\theta\rVert_{2}^{2}. J ι , ω ( θ ′ ) ≥ J ι , ω ( θ ) + ⟨ ∇ J ι , ω ( θ ) , θ ′ − θ ⟩ − 2 L ∇ J ι , ω ∥ θ ′ − θ ∥ 2 2 .
Also,
J ι , ω ( θ ) = J ( θ ) + ι ∑ i = 1 n ∑ s i ∈ S i ω i ( s i ) h i ( π θ i ( ⋅ ∣ s i ) ) ≤ n r max + ι ∑ i = 1 n ∑ s i ∈ S i ω i ( s i ) log ∣ A i ∣ = n r max + ι ∑ i = 1 n log ∣ A i ∣ , (289) \begin{aligned}
J_{\iota,\omega}(\theta)
&=J(\theta)+\iota\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\omega_i(s_i)h_i(\pi_{\theta_i}(\cdot\mid s_i))\\
&\le nr_{\max}+\iota\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\omega_i(s_i)\log|\mathcal{A}_i|\\
&=nr_{\max}+\iota\sum_{i=1}^{n}\log|\mathcal{A}_i|, \tag*{(289)}
\end{aligned} J ι , ω ( θ ) = J ( θ ) + ι i = 1 ∑ n s i ∈ S i ∑ ω i ( s i ) h i ( π θ i ( ⋅ ∣ s i )) ≤ n r m a x + ι i = 1 ∑ n s i ∈ S i ∑ ω i ( s i ) log ∣ A i ∣ = n r m a x + ι i = 1 ∑ n log ∣ A i ∣ , (289)
because ∑ s i ω i ( s i ) = 1 \sum_{s_i}\omega_i(s_i)=1 ∑ s i ω i ( s i ) = 1 . This proves the claimed upper bound on J ι , ω , max J_{\iota,\omega,\max} J ι , ω , m a x .
Remark. Entropy regularization does not by itself imply a product-policy PL inequality in networked MARL. It can improve the geometry in some single-agent or tabular settings, but in the present product-policy multi-agent setting a PL or global-optimality conversion requires separate structural input, such as concentrability, a Nash-to-global comparison, or an entropy-dominance condition strong enough to rule out coordination traps. Large entropy weight can therefore change constants and may reduce the regularized optimization error under additional assumptions, but it also increases the bias between J ι , ω J_{\iota,\omega} J ι , ω and the original objective J J J . The main theorem below proves finite-time stationarity of J ι , ω J_{\iota,\omega} J ι , ω only. Subsection F.3 gives a sufficient entropy-dominance route under which this stationarity result can be converted into a product-policy global-optimality result.
Lemma 21 (Fixed-state entropy gradient decomposition). For every agent i i i ,
∇ θ i J ι , ω ( θ ) = ∇ θ i J ( θ ) + ι Γ i , ω ( θ i ) . (290) \nabla_{\theta_i}J_{\iota,\omega}(\theta)=\nabla_{\theta_i}J(\theta)+\iota\Gamma_{i,\omega}(\theta_i). \tag*{(290)} ∇ θ i J ι , ω ( θ ) = ∇ θ i J ( θ ) + ι Γ i , ω ( θ i ) . (290)
Proof. The reward term is the unregularized average-reward objective, so its gradient is ∇ θ i J ( θ ) \nabla_{\theta_i}J(\theta) ∇ θ i J ( θ ) . It remains to differentiate H ω H_{\omega} H ω . Fix ( i , s i ) (i,s_i) ( i , s i ) and write p a = π θ i ( a ∣ s i ) p_a=\pi_{\theta_i}(a\mid s_i) p a = π θ i ( a ∣ s i ) . For a softmax coordinate θ i ( s i , a ) \theta_i(s_i,a) θ i ( s i , a ) ,
∂ p b ∂ θ i ( s i , a ) = p b ( 1 { a = b } − p a ) . \frac{\partial p_b}{\partial\theta_i(s_i,a)}
=p_b(\mathbf{1}\{a=b\}-p_a). ∂ θ i ( s i , a ) ∂ p b = p b ( 1 { a = b } − p a ) .
Therefore
∂ ∂ θ i ( s i , a ) h i ( p ) = ∑ b ∈ A i ∂ p b ∂ θ i ( s i , a ) ( − log p b − 1 ) = p a [ − log p a − ∑ b ∈ A i p b ( − log p b ) ] , \begin{aligned}
\frac{\partial}{\partial\theta_i(s_i,a)}h_i(p)
&=\sum_{b\in\mathcal{A}_i}\frac{\partial p_b}{\partial\theta_i(s_i,a)}(-\log p_b-1)\\
&=p_a\left[-\log p_a-\sum_{b\in\mathcal{A}_i}p_b(-\log p_b)\right],
\end{aligned} ∂ θ i ( s i , a ) ∂ h i ( p ) = b ∈ A i ∑ ∂ θ i ( s i , a ) ∂ p b ( − log p b − 1 ) = p a [ − log p a − b ∈ A i ∑ p b ( − log p b ) ] ,
where the constant − 1 -1 − 1 vanishes because ∑ b ∂ p b / ∂ θ i ( s i , a ) = 0 \sum_b\partial p_b/\partial\theta_i(s_i,a)=0 ∑ b ∂ p b / ∂ θ i ( s i , a ) = 0 . Multiplying by ω i ( s i ) \omega_i(s_i) ω i ( s i ) gives (272), and summing over local states gives (291).
Lemma 22 (Fixed-state regularized actor gradient error bound). Suppose Lemma 20 applies and Assumption 2 holds. Define, for each actor block i i i ,
A i , ι , ω t r : = G i ψ ˉ H i , A i , ι , ω F A : = G i H i , A i , ι , ω l o c : = 1 , A i , ι , ω m i x , 0 : = G i ψ ˉ B i W , A i , ι , ω m i x , V : = G i ψ ˉ H i , A i , ι , ω w i n , 0 , θ : = 2 L S , i ψ ˉ B i W , A i , ι , ω w i n , V , θ : = 2 L S , i ψ ˉ H i , A i , ι , ω w i n , w : = 2 G i ψ ˉ H i . (291) \begin{aligned}
A^{\mathrm{tr}}_{i,\iota,\omega} &:= G_i\bar{\psi}\sqrt{H_i}, &
A^{\mathrm{FA}}_{i,\iota,\omega} &:= G_iH_i, &
A^{\mathrm{loc}}_{i,\iota,\omega} &:= 1,\\
A^{\mathrm{mix},0}_{i,\iota,\omega} &:= G_i\bar{\psi}B_i^W, &
A^{\mathrm{mix},V}_{i,\iota,\omega} &:= G_i\bar{\psi}\sqrt{H_i},\\
A^{\mathrm{win},0,\theta}_{i,\iota,\omega} &:= 2L_{S,i}\bar{\psi}B_i^W, &
A^{\mathrm{win},V,\theta}_{i,\iota,\omega} &:= 2L_{S,i}\bar{\psi}\sqrt{H_i},\\
A^{\mathrm{win},w}_{i,\iota,\omega} &:= 2G_i\bar{\psi}\sqrt{H_i}. \tag*{(291)}
\end{aligned} A i , ι , ω tr A i , ι , ω mix , 0 A i , ι , ω win , 0 , θ A i , ι , ω win , w := G i ψ ˉ H i , := G i ψ ˉ B i W , := 2 L S , i ψ ˉ B i W , := 2 G i ψ ˉ H i . A i , ι , ω FA A i , ι , ω mix , V A i , ι , ω win , V , θ := G i H i , := G i ψ ˉ H i , := 2 L S , i ψ ˉ H i , A i , ι , ω loc := 1 , (291) Define the vector constants
C ι , ω , t r : = ( ∑ i = 1 n ( A i , ι , ω t r ) 2 ) 1 / 2 , C ι , ω , F A : = ( ∑ i = 1 n ( A i , ι , ω F A ) 2 ) 1 / 2 , C_{\iota,\omega,\mathrm{tr}} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{tr}}_{i,\iota,\omega}\right)^2\right)^{1/2}, \qquad
C_{\iota,\omega,\mathrm{FA}} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{FA}}_{i,\iota,\omega}\right)^2\right)^{1/2}, C ι , ω , tr := ( i = 1 ∑ n ( A i , ι , ω tr ) 2 ) 1/2 , C ι , ω , FA := ( i = 1 ∑ n ( A i , ι , ω FA ) 2 ) 1/2 , C ι , ω , l o c : = ( ∑ i = 1 n ( A i , ι , ω l o c ) 2 ) 1 / 2 = n , C ι , ω , m i x , 0 : = ( ∑ i = 1 n ( A i , ι , ω m i x , 0 ) 2 ) 1 / 2 , C_{\iota,\omega,\mathrm{loc}} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{loc}}_{i,\iota,\omega}\right)^2\right)^{1/2}=\sqrt{n}, \qquad
C_{\iota,\omega,\mathrm{mix},0} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{mix},0}_{i,\iota,\omega}\right)^2\right)^{1/2}, C ι , ω , loc := ( i = 1 ∑ n ( A i , ι , ω loc ) 2 ) 1/2 = n , C ι , ω , mix , 0 := ( i = 1 ∑ n ( A i , ι , ω mix , 0 ) 2 ) 1/2 , C ι , ω , m i x , V : = ( ∑ i = 1 n ( A i , ι , ω m i x , V ) 2 ) 1 / 2 , C ι , ω , w i n , 0 θ : = ( ∑ i = 1 n ( A i , ι , ω w i n , 0 , θ ) 2 ) 1 / 2 , C_{\iota,\omega,\mathrm{mix},V} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{mix},V}_{i,\iota,\omega}\right)^2\right)^{1/2}, \qquad
C^{\theta}_{\iota,\omega,\mathrm{win},0} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{win},0,\theta}_{i,\iota,\omega}\right)^2\right)^{1/2}, C ι , ω , mix , V := ( i = 1 ∑ n ( A i , ι , ω mix , V ) 2 ) 1/2 , C ι , ω , win , 0 θ := ( i = 1 ∑ n ( A i , ι , ω win , 0 , θ ) 2 ) 1/2 , C ι , ω , w i n , V θ : = ( ∑ i = 1 n ( A i , ι , ω w i n , V , θ ) 2 ) 1 / 2 , C ι , ω , w i n w : = ( ∑ i = 1 n ( A i , ι , ω w i n , w ) 2 ) 1 / 2 . (292) C^{\theta}_{\iota,\omega,\mathrm{win},V} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{win},V,\theta}_{i,\iota,\omega}\right)^2\right)^{1/2}, \qquad
C^{w}_{\iota,\omega,\mathrm{win}} := \left(\sum_{i=1}^{n}\left(A^{\mathrm{win},w}_{i,\iota,\omega}\right)^2\right)^{1/2}. \tag*{(292)} C ι , ω , win , V θ := ( i = 1 ∑ n ( A i , ι , ω win , V , θ ) 2 ) 1/2 , C ι , ω , win w := ( i = 1 ∑ n ( A i , ι , ω win , w ) 2 ) 1/2 . (292) Then, for every t t t ,
∥ E [ g ^ ι , ω t ∣ H t τ ] − ∇ J ι , ω ( θ t ) ∥ 2 ≤ C ι , ω , t r V t + C ι , ω , F A ε F A + C ι , ω , l o c δ l o c ( k ) + C ι , ω , m i x , 0 ε m i x ( t ) + C ι , ω , m i x , V ε m i x ( t ) V t τ + C ι , ω , w i n , 0 θ D θ , t + C ι , ω , w i n , V θ D θ , t V t + C ι , ω , w i n w D w , t . (293) \left\|\mathbb{E}[\widehat{g}_{\iota,\omega}^{t}\mid\mathcal{H}_{t_\tau}]-\nabla J_{\iota,\omega}(\theta_t)\right\|_2
\le C_{\iota,\omega,\mathrm{tr}}\sqrt{V_t}+C_{\iota,\omega,\mathrm{FA}}\varepsilon_{\mathrm{FA}}+C_{\iota,\omega,\mathrm{loc}}\delta_{\mathrm{loc}}(k)+C_{\iota,\omega,\mathrm{mix},0}\varepsilon_{\mathrm{mix}}(t)
+C_{\iota,\omega,\mathrm{mix},V}\varepsilon_{\mathrm{mix}}(t)\sqrt{V_{t_\tau}}+C^{\theta}_{\iota,\omega,\mathrm{win},0}D_{\theta,t}+C^{\theta}_{\iota,\omega,\mathrm{win},V}D_{\theta,t}\sqrt{V_t}+C^{w}_{\iota,\omega,\mathrm{win}}D_{w,t}. \tag*{(293)} E [ g ι , ω t ∣ H t τ ] − ∇ J ι , ω ( θ t ) 2 ≤ C ι , ω , tr V t + C ι , ω , FA ε FA + C ι , ω , loc δ loc ( k ) + C ι , ω , mix , 0 ε mix ( t ) + C ι , ω , mix , V ε mix ( t ) V t τ + C ι , ω , win , 0 θ D θ , t + C ι , ω , win , V θ D θ , t V t + C ι , ω , win w D w , t . (293) Proof. Fix t t t and write θ = θ t \theta=\theta_t θ = θ t . For a stationary sample ( s g , a g ) ∼ ν θ (s_g,a_g)\sim\nu^\theta ( s g , a g ) ∼ ν θ , define
S i : = ∇ θ i log π θ i ( a i ∣ s i ) , ψ j : = ψ j ( s j k , a j k ) . S_i:=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i), \qquad\psi_j:=\psi_j(s_j^k,a_j^k). S i := ∇ θ i log π θ i ( a i ∣ s i ) , ψ j := ψ j ( s j k , a j k ) . Let Γ i θ : = Γ i , ω ( θ i ) \Gamma_i^\theta:=\Gamma_{i,\omega}(\theta_i) Γ i θ := Γ i , ω ( θ i ) . The same exact vector ι Γ i θ \iota\Gamma_i^\theta ι Γ i θ appears in the actor estimator and in ∇ θ i J ι , ω ( θ ) \nabla_{\theta_i}J_{\iota,\omega}(\theta) ∇ θ i J ι , ω ( θ ) , so the entropy term cancels in the bias analysis. Only the reward-critic component needs sampling, feature-approximation, and localization control. Introduce the current stationary directions
h i , 0 : = E [ g ^ ι , ω , i t ∣ H t τ ] , h_{i,0}:=\mathbb{E}[\widehat{g}_{\iota,\omega,i}^{t}\mid\mathcal{H}_{t_\tau}], h i , 0 := E [ g ι , ω , i t ∣ H t τ ] , h i , 1 : = E ν θ [ S i ∑ j ∈ N i k ψ j T w j t ] + ι Γ i θ , h_{i,1}:=\mathbb{E}_{\nu^\theta}\left[S_i\sum_{j\in N_i^k}\psi_j^\mathsf{T}w_j^t\right]+\iota\Gamma_i^\theta, h i , 1 := E ν θ S i j ∈ N i k ∑ ψ j T w j t + ι Γ i θ , h i , 2 : = E ν θ [ S i ∑ j ∈ N i k ψ j T w j ∗ ( θ ) ] + ι Γ i θ , h_{i,2}:=\mathbb{E}_{\nu^\theta}\left[S_i\sum_{j\in N_i^k}\psi_j^\mathsf{T}w_j^*(\theta)\right]+\iota\Gamma_i^\theta, h i , 2 := E ν θ S i j ∈ N i k ∑ ψ j T w j ∗ ( θ ) + ι Γ i θ , h i , 3 : = E ν θ [ S i ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] + ι Γ i θ . (294) h_{i,3}:=\mathbb{E}_{\nu^\theta}\left[S_i\sum_{j\in N_i^k}\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right]+\iota\Gamma_i^\theta. \tag*{(294)} h i , 3 := E ν θ S i j ∈ N i k ∑ Q j θ ( s j k , a j k ) + ι Γ i θ . (294) By Lemma 21 and (274) , h i , 3 h_{i,3} h i , 3 is within δ l o c ( k ) \delta_{\mathrm{loc}}(k) δ loc ( k ) of ∇ θ i J ι , ω ( θ ) \nabla_{\theta_i}J_{\iota,\omega}(\theta) ∇ θ i J ι , ω ( θ ) .
Define the current and delayed frozen test functions
f i , ι , ω ( x ) : = ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k ψ j ( s j k , a j k ) T w j t , f_{i,\iota,\omega}(x):=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\sum_{j\in N_i^k}\psi_j(s_j^k,a_j^k)^\mathsf{T}w_j^t, f i , ι , ω ( x ) := ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ ψ j ( s j k , a j k ) T w j t , f i , ι , ω f r ( x ) : = ∇ θ i τ log π θ i τ ( a i ∣ s i ) ∑ j ∈ N i k ψ j ( s j k , a j k ) T w j t τ . (295) f^{\mathrm{fr}}_{i,\iota,\omega}(x):=\nabla_{\theta_{i}^{\tau}}\log\pi_{\theta_i^\tau}(a_i\mid s_i)\sum_{j\in N_i^k}\psi_j(s_j^k,a_j^k)^\mathsf{T}w_j^{t_\tau}. \tag*{(295)} f i , ι , ω fr ( x ) := ∇ θ i τ log π θ i τ ( a i ∣ s i ) j ∈ N i k ∑ ψ j ( s j k , a j k ) T w j t τ . (295)
The current test function satisfies
∥ f i , ι , ω ∥ ∞ ≤ G i ψ ˉ ( B i W + H i V t ) , (296) \lVert f_{i,\iota,\omega}\rVert_{\infty} \le G_i\bar{\psi}\left(B_i^W+\sqrt{H_i}\sqrt{\mathcal{V}_t}\right), \tag*{(296)} ∥ f i , ι , ω ∥ ∞ ≤ G i ψ ˉ ( B i W + H i V t ) , (296)
and the delayed frozen test function satisfies
∥ f i , ι , ω f r ∥ ∞ ≤ G i ψ ˉ ( B i W + H i V t − τ ) . (297) \lVert f^{\mathrm{fr}}_{i,\iota,\omega}\rVert_{\infty} \le G_i\bar{\psi}\left(B_i^W+\sqrt{H_i}\sqrt{\mathcal{V}_{t-\tau}}\right). \tag*{(297)} ∥ f i , ι , ω fr ∥ ∞ ≤ G i ψ ˉ ( B i W + H i V t − τ ) . (297)
Moreover, for every x = ( s g , a g ) x=(s_g,a_g) x = ( s g , a g ) ,
∥ f i , ι , ω ( x ) − f i , ι , ω f r ( x ) ∥ 2 ≤ L S , i D θ , t ψ ˉ ( B i W + H i V t ) + G i ψ ˉ ∑ j ∈ N i k ∥ w j t − w j t − τ ∥ 2 ≤ 1 2 A i , ι , ω w i n , 0 , θ D θ , t + 1 2 A i , ι , ω w i n , V , θ D θ , t V t + 1 2 A i , ι , ω w i n , w D w , t . (298) \begin{aligned}
\lVert f_{i,\iota,\omega}(x)-f^{\mathrm{fr}}_{i,\iota,\omega}(x)\rVert_2
&\le L_{S,i}D_{\theta,t}\bar{\psi}\left(B_i^W+\sqrt{H_i}\sqrt{\mathcal{V}_t}\right) \\
&\quad+G_i\bar{\psi}\sum_{j\in N_i^k}\lVert w_j^t-w_j^{t-\tau}\rVert_2 \\
&\le\frac{1}{2}A^{\mathrm{win},0,\theta}_{i,\iota,\omega}D_{\theta,t}
+\frac{1}{2}A^{\mathrm{win},V,\theta}_{i,\iota,\omega}D_{\theta,t}\sqrt{\mathcal{V}_t}
+\frac{1}{2}A^{\mathrm{win},w}_{i,\iota,\omega}D_{w,t}. \tag*{(298)}
\end{aligned} ∥ f i , ι , ω ( x ) − f i , ι , ω fr ( x ) ∥ 2 ≤ L S , i D θ , t ψ ˉ ( B i W + H i V t ) + G i ψ ˉ j ∈ N i k ∑ ∥ w j t − w j t − τ ∥ 2 ≤ 2 1 A i , ι , ω win , 0 , θ D θ , t + 2 1 A i , ι , ω win , V , θ D θ , t V t + 2 1 A i , ι , ω win , w D w , t . (298)
Add and subtract the delayed frozen conditional and stationary expectations:
h i , 0 − h i , 1 = E [ ( f i , ι , ω − f i , ι , ω f r ) ( X t ) ∣ H t τ ] + ( E [ f i , ι , ω f r ( X t ) ∣ H t τ ] − E ν θ [ f i , ι , ω f r ( X ) ] ) + E ν θ [ ( f i , ι , ω f r − f i , ι , ω ) ( X ) ] . (299) \begin{aligned}
h_{i,0}-h_{i,1}
&=\mathbb{E}\left[(f_{i,\iota,\omega}-f^{\mathrm{fr}}_{i,\iota,\omega})(X_t)\mid\mathcal{H}_t^\tau\right] \\
&\quad+\left(\mathbb{E}\left[f^{\mathrm{fr}}_{i,\iota,\omega}(X_t)\mid\mathcal{H}_t^\tau\right]-\mathbb{E}_{\nu_\theta}\left[f^{\mathrm{fr}}_{i,\iota,\omega}(X)\right]\right) \\
&\quad+\mathbb{E}_{\nu_\theta}\left[(f^{\mathrm{fr}}_{i,\iota,\omega}-f_{i,\iota,\omega})(X)\right]. \tag*{(299)}
\end{aligned} h i , 0 − h i , 1 = E [ ( f i , ι , ω − f i , ι , ω fr ) ( X t ) ∣ H t τ ] + ( E [ f i , ι , ω fr ( X t ) ∣ H t τ ] − E ν θ [ f i , ι , ω fr ( X ) ] ) + E ν θ [ ( f i , ι , ω fr − f i , ι , ω ) ( X ) ] . (299)
The first and third terms are bounded by twice the supremum in (298) . For the middle term, Lemma 11 applies to the H t τ \mathcal{H}_t^\tau H t τ -measurable test function f i , ι , ω f r f^{\mathrm{fr}}_{i,\iota,\omega} f i , ι , ω fr with the envelope in (298). Therefore
∥ h i , 0 − h i , 1 ∥ 2 ≤ A i , ι , ω m i x , 0 ϵ m i x ( t ) + A i , ι , ω m i x , V ϵ m i x ( t ) V t + A i , ι , ω w i n , 0 , θ D θ , t + A i , ι , ω w i n , V , θ D θ , t V t + A i , ι , ω w i n , w D w , t . (300) \lVert h_{i,0}-h_{i,1}\rVert_2
\le A^{\mathrm{mix},0}_{i,\iota,\omega}\epsilon_{\mathrm{mix}}(t)
+A^{\mathrm{mix},V}_{i,\iota,\omega}\epsilon_{\mathrm{mix}}(t)\sqrt{\mathcal{V}_t}
+A^{\mathrm{win},0,\theta}_{i,\iota,\omega}D_{\theta,t}
+A^{\mathrm{win},V,\theta}_{i,\iota,\omega}D_{\theta,t}\sqrt{\mathcal{V}_t}
+A^{\mathrm{win},w}_{i,\iota,\omega}D_{w,t}. \tag*{(300)} ∥ h i , 0 − h i , 1 ∥ 2 ≤ A i , ι , ω mix , 0 ϵ mix ( t ) + A i , ι , ω mix , V ϵ mix ( t ) V t + A i , ι , ω win , 0 , θ D θ , t + A i , ι , ω win , V , θ D θ , t V t + A i , ι , ω win , w D w , t . (300)
The critic tracking term is
∥ h i , 1 − h i , 2 ∥ 2 ≤ G i ψ ˉ ∑ j ∈ N i k ∥ w j t − w j ⋆ ( θ ) ∥ 2 ≤ G i ψ ˉ H i V t . (301) \lVert h_{i,1}-h_{i,2}\rVert_2
\le G_i\bar{\psi}\sum_{j\in N_i^k}\lVert w_j^t-w_j^\star(\theta)\rVert_2
\le G_i\bar{\psi}\sqrt{H_i}\sqrt{\mathcal{V}_t}. \tag*{(301)} ∥ h i , 1 − h i , 2 ∥ 2 ≤ G i ψ ˉ j ∈ N i k ∑ ∥ w j t − w j ⋆ ( θ ) ∥ 2 ≤ G i ψ ˉ H i V t . (301)
The feature approximation term satisfies
∥ h i , 2 − h i , 3 ∥ 2 ≤ G i H i ϵ F A . (302) \lVert h_{i,2}-h_{i,3}\rVert_2\le G_iH_i\epsilon_{\mathrm{FA}}. \tag*{(302)} ∥ h i , 2 − h i , 3 ∥ 2 ≤ G i H i ϵ FA . (302)
By (274) and Lemma 21,
∥ h i , 3 − ∇ θ i J ι , ω ( θ ) ∥ 2 ≤ δ l o c ( k ) . (303) \lVert h_{i,3}-\nabla_{\theta_i}J_{\iota,\omega}(\theta)\rVert_2\le\delta_{\mathrm{loc}}(k). \tag*{(303)} ∥ h i , 3 − ∇ θ i J ι , ω ( θ ) ∥ 2 ≤ δ loc ( k ) . (303)
Combining (300) –(303) gives the blockwise estimate. Taking the Euclidean norm over actor blocks and applying Minkowski’s inequality yields (294).
Lemma 23 (Fixed-state regularized actor estimator second moment). Suppose Assumption 3 and Lemma 6 hold, with B i W B_i^W B i W defined in (147), and suppose the entropy-gradient bound (276) holds. Define
σ ι , ω , a , 0 2 : = 3 ∑ i = 1 n ( G i 2 ψ ˉ 2 ( B i W ) 2 + ι 2 ( K i , ω Γ ) 2 ) , σ ι , ω , a , V 2 : = 3 ψ ˉ 2 ∑ i = 1 n G i 2 H i . (304) \sigma_{\iota,\omega,a,0}^2:=3\sum_{i=1}^{n}\left(G_i^2\bar{\psi}^2(B_i^W)^2+\iota^2(K^\Gamma_{i,\omega})^2\right),\qquad
\sigma_{\iota,\omega,a,V}^2:=3\bar{\psi}^2\sum_{i=1}^{n}G_i^2H_i. \tag*{(304)} σ ι , ω , a , 0 2 := 3 i = 1 ∑ n ( G i 2 ψ ˉ 2 ( B i W ) 2 + ι 2 ( K i , ω Γ ) 2 ) , σ ι , ω , a , V 2 := 3 ψ ˉ 2 i = 1 ∑ n G i 2 H i . (304) Then
E [ ∥ g ^ ι , ω t ∥ 2 2 ∣ H t ] ≤ σ ι , ω , a , 0 2 + σ ι , ω , a , V 2 V t . (305) \mathbb{E}\left[\lVert\widehat{g}_{\iota,\omega}^t\rVert_2^2\mid\mathcal{H}_t\right]
\le\sigma_{\iota,\omega,a,0}^2+\sigma_{\iota,\omega,a,V}^2\mathcal{V}_t. \tag*{(305)} E [ ∥ g ι , ω t ∥ 2 2 ∣ H t ] ≤ σ ι , ω , a , 0 2 + σ ι , ω , a , V 2 V t . (305) Proof. From (273) and (297),
∥ q ^ i , ω t ∥ 2 ≤ G i ψ ˉ B i W + G i ψ ˉ H i V t + ι K i , ω Γ . \lVert\widehat{q}_{i,\omega}^t\rVert_2
\le G_i\bar{\psi}B_i^W+G_i\bar{\psi}\sqrt{H_i}\sqrt{\mathcal{V}_t}+\iota K^\Gamma_{i,\omega}. ∥ q i , ω t ∥ 2 ≤ G i ψ ˉ B i W + G i ψ ˉ H i V t + ι K i , ω Γ . Using ( a + b + c ) 2 ≤ 3 ( a 2 + b 2 + c 2 ) (a+b+c)^2\le3(a^2+b^2+c^2) ( a + b + c ) 2 ≤ 3 ( a 2 + b 2 + c 2 ) and summing over i i i proves (306).
Lemma 24 (Fixed-state regularized actor drift inequality). Suppose the hypotheses of Lemmas 22 and 23 hold and α t ≤ 1 \alpha_t \le1 α t ≤ 1 . Define
C ι , ω , V a c t : = 4 C ι , ω , t r 2 + L ∇ J ι , ω 2 σ ι , ω , a , V 2 , C ι , ω , F A a c t : = 4 C ι , ω , F A 2 , C ι , ω , l o c a c t : = 4 C ι , ω , l o c 2 , C ι , ω , m i x , 0 a c t : = 4 C ι , ω , m i x , 0 2 , C ι , ω , m i x , V a c t : = 4 C ι , ω , m i x , V 2 , C ι , ω , w i n , 0 a c t : = 4 max { ( C ι , ω , w i n , 0 θ ) 2 , ( C ι , ω , w i n w ) 2 } , C ι , ω , w i n , V a c t : = 4 ( C ι , ω , w i n , V θ ) 2 , C ι , ω , v a r a c t : = L ∇ J ι , ω 2 σ ι , ω , a , 0 2 . (306) \begin{aligned}
C^{\mathrm{act}}_{\iota,\omega,V} &:= 4C_{\iota,\omega,\mathrm{tr}}^2 + \frac{L_{\nabla J_{\iota,\omega}}}{2}\sigma_{\iota,\omega,a,V}^2,\\
C^{\mathrm{act}}_{\iota,\omega,\mathrm{FA}} &:= 4C_{\iota,\omega,\mathrm{FA}}^2,\qquad
C^{\mathrm{act}}_{\iota,\omega,\mathrm{loc}} := 4C_{\iota,\omega,\mathrm{loc}}^2,\\
C^{\mathrm{act}}_{\iota,\omega,\mathrm{mix},0} &:= 4C_{\iota,\omega,\mathrm{mix},0}^2,\qquad
C^{\mathrm{act}}_{\iota,\omega,\mathrm{mix},V} := 4C_{\iota,\omega,\mathrm{mix},V}^2,\\
C^{\mathrm{act}}_{\iota,\omega,\mathrm{win},0} &:= 4\max\left\{(C^\theta_{\iota,\omega,\mathrm{win},0})^2,(C^w_{\iota,\omega,\mathrm{win}})^2\right\},\\
C^{\mathrm{act}}_{\iota,\omega,\mathrm{win},V} &:= 4(C^\theta_{\iota,\omega,\mathrm{win},V})^2,\qquad
C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}} := \frac{L_{\nabla J_{\iota,\omega}}}{2}\sigma_{\iota,\omega,a,0}^2. \tag*{(306)}
\end{aligned} C ι , ω , V act C ι , ω , FA act C ι , ω , mix , 0 act C ι , ω , win , 0 act C ι , ω , win , V act := 4 C ι , ω , tr 2 + 2 L ∇ J ι , ω σ ι , ω , a , V 2 , := 4 C ι , ω , FA 2 , C ι , ω , loc act := 4 C ι , ω , loc 2 , := 4 C ι , ω , mix , 0 2 , C ι , ω , mix , V act := 4 C ι , ω , mix , V 2 , := 4 max { ( C ι , ω , win , 0 θ ) 2 , ( C ι , ω , win w ) 2 } , := 4 ( C ι , ω , win , V θ ) 2 , C ι , ω , var act := 2 L ∇ J ι , ω σ ι , ω , a , 0 2 . (306) Define the fixed-state regularized one-step error aggregate
R ι , ω , t : = C ι , ω , V a c t V t + C ι , ω , F A a c t ε F A 2 + C ι , ω , l o c a c t δ l o c ( k ) 2 + C ι , ω , m i x , 0 a c t ε m i x ( t ) + C ι , ω , m i x , V a c t ε m i x ( t ) 2 V t τ + C ι , ω , w i n , 0 a c t ( D 0 , t θ + D w , t w ) + C ι , ω , w i n , V a c t D 2 , t θ V t . (307) \mathcal{R}_{\iota,\omega,t} := C^{\mathrm{act}}_{\iota,\omega,V}\mathcal{V}_t + C^{\mathrm{act}}_{\iota,\omega,\mathrm{FA}}\varepsilon_{\mathrm{FA}}^2 + C^{\mathrm{act}}_{\iota,\omega,\mathrm{loc}}\delta_{\mathrm{loc}}(k)^2 + C^{\mathrm{act}}_{\iota,\omega,\mathrm{mix},0}\varepsilon_{\mathrm{mix}}(t) + C^{\mathrm{act}}_{\iota,\omega,\mathrm{mix},V}\varepsilon_{\mathrm{mix}}(t)^2\mathcal{V}_t\tau+ C^{\mathrm{act}}_{\iota,\omega,\mathrm{win},0}\left(D^\theta_{0,t}+D^w_{w,t}\right) + C^{\mathrm{act}}_{\iota,\omega,\mathrm{win},V}D^\theta_{2,t}\mathcal{V}_t. \tag*{(307)} R ι , ω , t := C ι , ω , V act V t + C ι , ω , FA act ε FA 2 + C ι , ω , loc act δ loc ( k ) 2 + C ι , ω , mix , 0 act ε mix ( t ) + C ι , ω , mix , V act ε mix ( t ) 2 V t τ + C ι , ω , win , 0 act ( D 0 , t θ + D w , t w ) + C ι , ω , win , V act D 2 , t θ V t . (307) Then
E [ J ι , ω ( θ t + 1 ) ∣ H t , τ ] ≥ J ι , ω ( θ t ) + α t 2 ∥ ∇ J ι , ω ( θ t ) ∥ 2 2 − α t R ι , ω , t − C ι , ω , v a r a c t α t 2 . (308) \mathbb{E}[J_{\iota,\omega}(\theta_{t+1})\mid\mathcal{H}_{t,\tau}] \ge J_{\iota,\omega}(\theta_t) + \frac{\alpha_t}{2}\lVert\nabla J_{\iota,\omega}(\theta_t)\rVert_2^2 - \alpha_t\mathcal{R}_{\iota,\omega,t} - C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}}\alpha_t^2. \tag*{(308)} E [ J ι , ω ( θ t + 1 ) ∣ H t , τ ] ≥ J ι , ω ( θ t ) + 2 α t ∥ ∇ J ι , ω ( θ t ) ∥ 2 2 − α t R ι , ω , t − C ι , ω , var act α t 2 . (308)
Proof. Write
g ι , ω , t : = ∇ J ι , ω ( θ t ) , b ι , ω , t : = E [ g ^ ι , ω ∣ H t , τ ] − g ι , ω , t , ξ ι , ω , t + 1 : = g ^ ι , ω − E [ g ^ ι , ω ∣ H t , τ ] . g_{\iota,\omega,t}:=\nabla J_{\iota,\omega}(\theta_t),\qquad
b_{\iota,\omega,t}:=\mathbb{E}[\widehat{g}_{\iota,\omega}\mid\mathcal{H}_{t,\tau}]-g_{\iota,\omega,t},\qquad
\xi_{\iota,\omega,t+1}:=\widehat{g}_{\iota,\omega}-\mathbb{E}[\widehat{g}_{\iota,\omega}\mid\mathcal{H}_{t,\tau}]. g ι , ω , t := ∇ J ι , ω ( θ t ) , b ι , ω , t := E [ g ι , ω ∣ H t , τ ] − g ι , ω , t , ξ ι , ω , t + 1 := g ι , ω − E [ g ι , ω ∣ H t , τ ] .
Then E [ ξ ι , ω , t + 1 ∣ H t , τ ] = 0 \mathbb{E}[\xi_{\iota,\omega,t+1}\mid\mathcal{H}_{t,\tau}]=0 E [ ξ ι , ω , t + 1 ∣ H t , τ ] = 0 and g ^ ι , ω = g ι , ω , t + b ι , ω , t + ξ ι , ω , t + 1 \widehat{g}_{\iota,\omega}=g_{\iota,\omega,t}+b_{\iota,\omega,t}+\xi_{\iota,\omega,t+1} g ι , ω = g ι , ω , t + b ι , ω , t + ξ ι , ω , t + 1 . By (277) ,
E [ J ι , ω ( θ t + 1 ) − J ι , ω ( θ t ) ∣ H t , τ ] ≥ α t ∥ g ι , ω , t ∥ 2 2 + α t ⟨ g ι , ω , t , b ι , ω , t ⟩ − L ∇ J ι , ω 2 α t 2 E [ ∥ g ^ ι , ω ∥ 2 2 ∣ H t , τ ] . (309) \mathbb{E}[J_{\iota,\omega}(\theta_{t+1})-J_{\iota,\omega}(\theta_t)\mid\mathcal{H}_{t,\tau}] \ge\alpha_t\lVert g_{\iota,\omega,t}\rVert_2^2+\alpha_t\langle g_{\iota,\omega,t},b_{\iota,\omega,t}\rangle-\frac{L_{\nabla J_{\iota,\omega}}}{2}\alpha_t^2\mathbb{E}[\lVert\widehat{g}_{\iota,\omega}\rVert_2^2\mid\mathcal{H}_{t,\tau}]. \tag*{(309)} E [ J ι , ω ( θ t + 1 ) − J ι , ω ( θ t ) ∣ H t , τ ] ≥ α t ∥ g ι , ω , t ∥ 2 2 + α t ⟨ g ι , ω , t , b ι , ω , t ⟩ − 2 L ∇ J ι , ω α t 2 E [∥ g ι , ω ∥ 2 2 ∣ H t , τ ] . (309)
Young’s inequality gives ⟨ g ι , ω , t , b ι , ω , t ⟩ ≥ − 1 2 ∥ g ι , ω , t ∥ 2 2 − 1 2 ∥ b ι , ω , t ∥ 2 2 \langle g_{\iota,\omega,t},b_{\iota,\omega,t}\rangle\ge-\frac{1}{2}\lVert g_{\iota,\omega,t}\rVert_2^2-\frac{1}{2}\lVert b_{\iota,\omega,t}\rVert_2^2 ⟨ g ι , ω , t , b ι , ω , t ⟩ ≥ − 2 1 ∥ g ι , ω , t ∥ 2 2 − 2 1 ∥ b ι , ω , t ∥ 2 2 . Lemma 22 and ( x 1 + ⋯ + x 8 ) 2 ≤ 8 ∑ ℓ = 1 8 x ℓ 2 (x_1+\cdots+x_8)^2\le8\sum_{\ell=1}^{8}x_\ell^2 ( x 1 + ⋯ + x 8 ) 2 ≤ 8 ∑ ℓ = 1 8 x ℓ 2 imply
∥ b ι , ω , t ∥ 2 2 ≤ 8 C ι , ω , t r 2 V t + 8 C ι , ω , F A 2 ε F A 2 + 8 C ι , ω , l o c 2 δ l o c ( k ) 2 + 8 C ι , ω , m i x , 0 2 ε m i x ( t ) 2 + 8 C ι , ω , m i x , V 2 ε m i x ( t ) 2 V t τ + 8 ( C ι , ω , w i n , 0 θ ) 2 D 0 , t θ + 8 ( C ι , ω , w i n , V θ ) 2 D 2 , t θ V t + 8 ( C ι , ω , w i n w ) 2 D w , t w . (310) \begin{aligned}
\lVert b_{\iota,\omega,t}\rVert_2^2 \le{}& 8C_{\iota,\omega,\mathrm{tr}}^2\mathcal{V}_t+8C_{\iota,\omega,\mathrm{FA}}^2\varepsilon_{\mathrm{FA}}^2+8C_{\iota,\omega,\mathrm{loc}}^2\delta_{\mathrm{loc}}(k)^2+8C_{\iota,\omega,\mathrm{mix},0}^2\varepsilon_{\mathrm{mix}}(t)^2\\
&+8C_{\iota,\omega,\mathrm{mix},V}^2\varepsilon_{\mathrm{mix}}(t)^2\mathcal{V}_t\tau+8(C^\theta_{\iota,\omega,\mathrm{win},0})^2D^\theta_{0,t}\\
&+8(C^\theta_{\iota,\omega,\mathrm{win},V})^2D^\theta_{2,t}\mathcal{V}_t+8(C^w_{\iota,\omega,\mathrm{win}})^2D^w_{w,t}. \tag*{(310)}
\end{aligned} ∥ b ι , ω , t ∥ 2 2 ≤ 8 C ι , ω , tr 2 V t + 8 C ι , ω , FA 2 ε FA 2 + 8 C ι , ω , loc 2 δ loc ( k ) 2 + 8 C ι , ω , mix , 0 2 ε mix ( t ) 2 + 8 C ι , ω , mix , V 2 ε mix ( t ) 2 V t τ + 8 ( C ι , ω , win , 0 θ ) 2 D 0 , t θ + 8 ( C ι , ω , win , V θ ) 2 D 2 , t θ V t + 8 ( C ι , ω , win w ) 2 D w , t w . (310)
Since 0 ≤ ε m i x ( t ) ≤ 1 0\le\varepsilon_{\mathrm{mix}}(t)\le1 0 ≤ ε mix ( t ) ≤ 1 , the scalar mixing term satisfies ε m i x ( t ) 2 ≤ ε m i x ( t ) \varepsilon_{\mathrm{mix}}(t)^2\le\varepsilon_{\mathrm{mix}}(t) ε mix ( t ) 2 ≤ ε mix ( t ) . Using Lemma 23 in (310), and using α t ≤ 1 \alpha_t\le1 α t ≤ 1 to absorb α t 2 V t \alpha_t^2\mathcal{V}_t α t 2 V t into α t V t \alpha_t\mathcal{V}_t α t V t , gives (309) with the constants in (307).
Theorem 8 (Finite-time fixed-state regularized policy-gradient stationarity). Suppose Assumptions 1-4 hold, use Lemma 6, (147), and (146), and suppose α t ≤ 1 \alpha_t\le1 α t ≤ 1 for all t t t in the horizon. For integers 0 ≤ t 0 < T 0\le t_0<T 0 ≤ t 0 < T , define
A t 0 , T : = ∑ t = t 0 T − 1 α t , G ‾ ι , ω , t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E ∥ ∇ J ι , ω ( θ t ) ∥ 2 2 . (311) A_{t_0,T}:=\sum_{t=t_0}^{T-1}\alpha_t,\qquad
\overline{G}_{\iota,\omega,t_0,T}:=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\lVert\nabla J_{\iota,\omega}(\theta_t)\rVert_2^2. \tag*{(311)} A t 0 , T := t = t 0 ∑ T − 1 α t , G ι , ω , t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E ∥ ∇ J ι , ω ( θ t ) ∥ 2 2 . (311) Define the averaged error terms
V ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E V t , \overline{\mathcal{V}}_{t_0,T}:=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\mathcal{V}_t, V t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E V t , M ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t ε m i x ( t ) , \overline{M}_{t_0,T}:=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\varepsilon_{\mathrm{mix}}(t), M t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t ε mix ( t ) , M ‾ V , t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ ε m i x ( t ) 2 V t τ ] , \overline{M}_{V,t_0,T}:=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[\varepsilon_{\mathrm{mix}}(t)^2\mathcal{V}_t\tau], M V , t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ ε mix ( t ) 2 V t τ ] , S ‾ t 0 , T : = 1 A t 0 , T ∑ t = t 0 T − 1 α t 2 . (312) \overline{S}_{t_0,T}:=\frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t^2. \tag*{(312)} S t 0 , T := A t 0 , T 1 t = t 0 ∑ T − 1 α t 2 . (312)
D ‾ θ , t 0 , T 2 : = 1 A t 0 , T ∑ t = t 0 T − 1 α t D θ , t 2 , D ‾ w , t 0 , T 2 : = 1 A t 0 , T ∑ t = t 0 T − 1 α t D w , t 2 , (313) \overline{D}^{2}_{\theta,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t D_{\theta,t}^{2}, \qquad
\overline{D}^{2}_{w,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t D_{w,t}^{2}, \tag*{(313)} D θ , t 0 , T 2 := A t 0 , T 1 t = t 0 ∑ T − 1 α t D θ , t 2 , D w , t 0 , T 2 := A t 0 , T 1 t = t 0 ∑ T − 1 α t D w , t 2 , (313)
D ‾ θ , V , t 0 , T 2 : = 1 A t 0 , T ∑ t = t 0 T − 1 α t E [ D θ , t V t ] . (314) \overline{D}^{2}_{\theta,V,t_0,T} := \frac{1}{A_{t_0,T}}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}[D_{\theta,t}V_t]. \tag*{(314)} D θ , V , t 0 , T 2 := A t 0 , T 1 t = t 0 ∑ T − 1 α t E [ D θ , t V t ] . (314)
Then
G ‾ ι , ω , t 0 , T ≤ 2 ( J ι , ω , max − E J ι , ω ( θ t 0 ) ) A t 0 , T + 2 C ι , ω , V a c t V ‾ t 0 , T + 2 C ι , ω , F A a c t ε F A 2 + 2 C ι , ω , l o c a c t δ l o c ( k ) 2 + 2 C ι , ω , m i x , 0 a c t M ‾ t 0 , T + 2 C ι , ω , m i x , V a c t M ‾ V , t 0 , T + 2 C ι , ω , w i n , 0 a c t ( D ‾ θ , t 0 , T 2 + D ‾ w , t 0 , T 2 ) + 2 C ι , ω , w i n , V a c t D ‾ θ , V , t 0 , T 2 + 2 C ι , ω , v a r a c t S ‾ t 0 , T . (315) \overline{G}_{\iota,\omega,t_0,T} \leq\frac{2\left(J_{\iota,\omega,\max}-\mathbb{E}J_{\iota,\omega}(\theta_{t_0})\right)}{A_{t_0,T}} + 2C^{\mathrm{act}}_{\iota,\omega,V}\overline{V}_{t_0,T} + 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{FA}}\varepsilon_{\mathrm{FA}}^{2}
+ 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{loc}}\delta_{\mathrm{loc}}(k)^{2} + 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{mix},0}\overline{M}_{t_0,T} + 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{mix},V}\overline{M}_{V,t_0,T}
+ 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{win},0}\left(\overline{D}^{2}_{\theta,t_0,T}+\overline{D}^{2}_{w,t_0,T}\right) + 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{win},V}\overline{D}^{2}_{\theta,V,t_0,T} + 2C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}}\overline{S}_{t_0,T}. \tag*{(315)} G ι , ω , t 0 , T ≤ A t 0 , T 2 ( J ι , ω , m a x − E J ι , ω ( θ t 0 ) ) + 2 C ι , ω , V act V t 0 , T + 2 C ι , ω , FA act ε FA 2 + 2 C ι , ω , loc act δ loc ( k ) 2 + 2 C ι , ω , mix , 0 act M t 0 , T + 2 C ι , ω , mix , V act M V , t 0 , T + 2 C ι , ω , win , 0 act ( D θ , t 0 , T 2 + D w , t 0 , T 2 ) + 2 C ι , ω , win , V act D θ , V , t 0 , T 2 + 2 C ι , ω , var act S t 0 , T . (315)
Consequently,
min t 0 ≤ t ≤ T − 1 E ∥ ∇ J ι , ω ( θ t ) ∥ 2 ≤ G ‾ ι , ω , t 0 , T , (316) \min_{t_0\leq t\leq T-1}\mathbb{E}\lVert\nabla J_{\iota,\omega}(\theta_t)\rVert^{2}\leq\overline{G}_{\iota,\omega,t_0,T}, \tag*{(316)} t 0 ≤ t ≤ T − 1 min E ∥ ∇ J ι , ω ( θ t ) ∥ 2 ≤ G ι , ω , t 0 , T , (316)
with G ‾ ι , ω , t 0 , T \overline{G}_{\iota,\omega,t_0,T} G ι , ω , t 0 , T bounded by the right-hand side of (315) .
Proof. Take total expectation in Lemma 24 , sum from t = t 0 t=t_0 t = t 0 to T − 1 T-1 T − 1 , and rearrange. Since J ι , ω ( θ T ) ≤ J ι , ω , max J_{\iota,\omega}(\theta_T)\leq J_{\iota,\omega,\max} J ι , ω ( θ T ) ≤ J ι , ω , m a x ,
1 2 ∑ t = t 0 T − 1 α t E ∥ ∇ J ι , ω ( θ t ) ∥ 2 ≤ J ι , ω , max − E J ι , ω ( θ t 0 ) + ∑ t = t 0 T − 1 α t E R ι , ω , t + C ι , ω , v a r a c t ∑ t = t 0 T − 1 α t 2 . \frac{1}{2}\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\lVert\nabla J_{\iota,\omega}(\theta_t)\rVert^{2}
\leq J_{\iota,\omega,\max}-\mathbb{E}J_{\iota,\omega}(\theta_{t_0})+\sum_{t=t_0}^{T-1}\alpha_t\mathbb{E}\mathcal{R}_{\iota,\omega,t}+C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}}\sum_{t=t_0}^{T-1}\alpha_t^{2}. 2 1 t = t 0 ∑ T − 1 α t E ∥ ∇ J ι , ω ( θ t ) ∥ 2 ≤ J ι , ω , m a x − E J ι , ω ( θ t 0 ) + t = t 0 ∑ T − 1 α t E R ι , ω , t + C ι , ω , var act t = t 0 ∑ T − 1 α t 2 .
Expanding R ι , ω , t \mathcal{R}_{\iota,\omega,t} R ι , ω , t with (308) and dividing by A t 0 , T / 2 A_{t_0,T}/2 A t 0 , T /2 gives (315) . The best-iterate bound follows because the minimum is at most the weighted average.
Theorem 9
Theorem 9 (Optional PL conversion for the fixed-state regularized objective). In addition to the assumptions of Theorem 8, suppose the product-policy fixed-state entropy PL inequality
∥ ∇ J ι , ω ( θ ) ∥ 2 ≥ μ ι , ω ( J ι , ω ⋆ − J ι , ω ( θ ) ) , μ ι , ω > 0 , (317) \lVert\nabla J_{\iota,\omega}(\theta)\rVert^{2}\geq\mu_{\iota,\omega}\left(J^{\star}_{\iota,\omega}-J_{\iota,\omega}(\theta)\right), \qquad\mu_{\iota,\omega}>0, \tag*{(317)} ∥ ∇ J ι , ω ( θ ) ∥ 2 ≥ μ ι , ω ( J ι , ω ⋆ − J ι , ω ( θ ) ) , μ ι , ω > 0 , (317)
holds on the considered actor-parameter region, where J ι , ω ⋆ : = sup θ ∈ Θ p r o d J ι , ω ( θ ) J^{\star}_{\iota,\omega}:=\sup_{\theta\in\Theta_{\mathrm{prod}}}J_{\iota,\omega}(\theta) J ι , ω ⋆ := sup θ ∈ Θ prod J ι , ω ( θ ) . Subsection F.3 gives one set of sufficient conditions for (317) . Suppose also 0 < α t ≤ 2 / μ ι , ω 0<\alpha_t\leq2/\mu_{\iota,\omega} 0 < α t ≤ 2/ μ ι , ω . Let Δ ι , ω , t : = J ι , ω ⋆ − J ι , ω ( θ t ) \Delta_{\iota,\omega,t}:=J^{\star}_{\iota,\omega}-J_{\iota,\omega}(\theta_t) Δ ι , ω , t := J ι , ω ⋆ − J ι , ω ( θ t ) and m t : = E [ Δ ι , ω , t ] m_t:=\mathbb{E}[\Delta_{\iota,\omega,t}] m t := E [ Δ ι , ω , t ] . Then
m T ≤ P ι , ω , t 0 , T m t 0 + ∑ ℓ = t 0 T − 1 α ℓ ( ∏ r = ℓ + 1 T − 1 ( 1 − μ ι , ω α r 2 ) ) E [ R ι , ω , ℓ + C ι , ω , v a r a c t α ℓ ] , (318) m_T\leq P_{\iota,\omega,t_0,T}m_{t_0}+\sum_{\ell=t_0}^{T-1}\alpha_\ell\left(\prod_{r=\ell+1}^{T-1}\left(1-\frac{\mu_{\iota,\omega}\alpha_r}{2}\right)\right)\mathbb{E}\left[\mathcal{R}_{\iota,\omega,\ell}+C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}}\alpha_\ell\right], \tag*{(318)} m T ≤ P ι , ω , t 0 , T m t 0 + ℓ = t 0 ∑ T − 1 α ℓ ( r = ℓ + 1 ∏ T − 1 ( 1 − 2 μ ι , ω α r ) ) E [ R ι , ω , ℓ + C ι , ω , var act α ℓ ] , (318)
where
P ι , ω , t 0 , T : = ∏ ℓ = t 0 T − 1 ( 1 − μ ι , ω α ℓ 2 ) . P_{\iota,\omega,t_0,T}:=\prod_{\ell=t_0}^{T-1}\left(1-\frac{\mu_{\iota,\omega}\alpha_\ell}{2}\right). P ι , ω , t 0 , T := ℓ = t 0 ∏ T − 1 ( 1 − 2 μ ι , ω α ℓ ) .
In particular, if E [ R ι , ω , t + C ι , ω , v a r a c t α t ] ≤ R ‾ ι , ω \mathbb{E}[\mathcal{R}_{\iota,\omega,t}+C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}}\alpha_t]\leq\overline{R}_{\iota,\omega} E [ R ι , ω , t + C ι , ω , var act α t ] ≤ R ι , ω for all t t t , then
m T ≤ P ι , ω , t 0 , T m t 0 + 2 R ‾ ι , ω μ ι , ω ( 1 − P ι , ω , t 0 , T ) . (319) m_T\leq P_{\iota,\omega,t_0,T}m_{t_0}+\frac{2\overline{R}_{\iota,\omega}}{\mu_{\iota,\omega}}\left(1-P_{\iota,\omega,t_0,T}\right). \tag*{(319)} m T ≤ P ι , ω , t 0 , T m t 0 + μ ι , ω 2 R ι , ω ( 1 − P ι , ω , t 0 , T ) . (319)
Proof. Lemma 24 and (317) imply
E [ Δ ι , ω , t + 1 ∣ H t τ ] ≤ ( 1 − μ ι , ω α t 2 ) Δ ι , ω , t + α t R ι , ω , t + C ι , ω , v a r a c t α t 2 . (320) \mathbb{E}[\Delta_{\iota,\omega,t+1}\mid\mathcal{H}_{t}^{\tau}]\leq\left(1-\frac{\mu_{\iota,\omega}\alpha_t}{2}\right)\Delta_{\iota,\omega,t}+\alpha_t\mathcal{R}_{\iota,\omega,t}+C^{\mathrm{act}}_{\iota,\omega,\mathrm{var}}\alpha_t^{2}. \tag*{(320)} E [ Δ ι , ω , t + 1 ∣ H t τ ] ≤ ( 1 − 2 μ ι , ω α t ) Δ ι , ω , t + α t R ι , ω , t + C ι , ω , var act α t 2 . (320)
Taking total expectation and iterating the affine recursion gives (318) . The error-floor bound follows from
∑ ℓ = t 0 T − 1 α ℓ ∏ r = ℓ + 1 T − 1 ( 1 − μ ι , ω α r 2 ) ≤ 2 μ ι , ω ( 1 − P ι , ω , t 0 , T ) . \sum_{\ell=t_0}^{T-1}\alpha_\ell\prod_{r=\ell+1}^{T-1}\left(1-\frac{\mu_{\iota,\omega}\alpha_r}{2}\right)\leq\frac{2}{\mu_{\iota,\omega}}\left(1-P_{\iota,\omega,t_0,T}\right). ℓ = t 0 ∑ T − 1 α ℓ r = ℓ + 1 ∏ T − 1 ( 1 − 2 μ ι , ω α r ) ≤ μ ι , ω 2 ( 1 − P ι , ω , t 0 , T ) .
Corollary 2 (Optional conversion to the unregularized objective). Let J ⋆ : = sup θ ∈ Θ p r o d J ( θ ) J^\star:= \sup_{\theta\in\Theta_{\mathrm{prod}}} J(\theta) J ⋆ := sup θ ∈ Θ prod J ( θ ) and H ω , max : = ∑ i log ∣ A i ∣ H_{\omega,\max} := \sum_i \log|\mathcal{A}_i| H ω , m a x := ∑ i log ∣ A i ∣ . Under the optional PL conversion theorem, the regularized optimality-gap bound implies
E [ J ⋆ − J ( θ T ) ] ≤ m T + ι H ω , max . \mathbb{E}[J^\star-J(\theta_T)] \le m_T+\iota H_{\omega,\max}. E [ J ⋆ − J ( θ T )] ≤ m T + ι H ω , m a x .
Proof. For every product policy, 0 ≤ H ω ( θ ) ≤ H ω , max 0 \le H_\omega(\theta) \le H_{\omega,\max} 0 ≤ H ω ( θ ) ≤ H ω , m a x and J ι , ω ( θ ) = J ( θ ) + ι H ω ( θ ) J_{\iota,\omega}(\theta)=J(\theta)+\iota H_\omega(\theta) J ι , ω ( θ ) = J ( θ ) + ι H ω ( θ ) . Hence J ⋆ ≤ J ι , ω ⋆ J^\star\le J^\star_{\iota,\omega} J ⋆ ≤ J ι , ω ⋆ and − J ( θ T ) ≤ − J ι , ω ( θ T ) + ι H ω , max -J(\theta_T)\le-J_{\iota,\omega}(\theta_T)+\iota H_{\omega,\max} − J ( θ T ) ≤ − J ι , ω ( θ T ) + ι H ω , m a x . Adding the two inequalities and taking expectations proves the claim.
A Strong-Entropy Route to the Product-Policy PL Inequality
The fixed-state regularized actor theorem above gives finite-time control of ∥ ∇ J ι , ω ( θ ) ∥ 2 \lVert\nabla J_{\iota,\omega}(\theta)\rVert_2 ∥ ∇ J ι , ω ( θ ) ∥ 2 . To turn this stationarity statement into a global-optimality statement, one needs a product-policy PL inequality of the form (317) . This subsection gives a self-contained sufficient route. The result is deliberately conditional: entropy regularization alone does not imply a PL inequality in networked MARL.
Direct product-policy variables. Let Π \Pi Π denote the direct product-policy class
Π : = { π = ∏ i = 1 n π i : π i ( ⋅ ∣ s i ) ∈ Δ ( A i ) for all i , s i } . (321) \Pi:= \left\{\pi=\prod_{i=1}^{n}\pi_i:\ \pi_i(\cdot\mid s_i)\in\Delta(\mathcal{A}_i)\ \text{for all }i,s_i\right\}. \tag*{(321)} Π := { π = i = 1 ∏ n π i : π i ( ⋅ ∣ s i ) ∈ Δ ( A i ) for all i , s i } . (321)
In this subsection J ( π ) J(\pi) J ( π ) and J ι , ω ( π ) J_{\iota,\omega}(\pi) J ι , ω ( π ) denote the objectives viewed as functions of the stacked local policy tables { π i ( a i ∣ s i ) } i , s i , a i \{\pi_i(a_i\mid s_i)\}_{i,s_i,a_i} { π i ( a i ∣ s i ) } i , s i , a i . Define
H ω ( π ) : = ∑ i = 1 n ∑ s i ∈ S i ω i ( s i ) h i ( π i ( ⋅ ∣ s i ) ) , J ι , ω ( π ) : = J ( π ) + ι H ω ( π ) . (322) H_\omega(\pi):=\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\omega_i(s_i)h_i(\pi_i(\cdot\mid s_i)),\qquad J_{\iota,\omega}(\pi):=J(\pi)+\iota H_\omega(\pi). \tag*{(322)} H ω ( π ) := i = 1 ∑ n s i ∈ S i ∑ ω i ( s i ) h i ( π i ( ⋅ ∣ s i )) , J ι , ω ( π ) := J ( π ) + ι H ω ( π ) . (322)
The feasible equality tangent space is
T π Π : = { u : ∑ a i ∈ A i u i ( s i , a i ) = 0 for all i , s i } . (323) T_\pi\Pi:=\left\{u:\ \sum_{a_i\in\mathcal{A}_i}u_i(s_i,a_i)=0\ \text{for all }i,s_i\right\}. \tag*{(323)} T π Π := { u : a i ∈ A i ∑ u i ( s i , a i ) = 0 for all i , s i } . (323)
Define the lower-bounded product-policy region
Π 0 : = { π ∈ Π : π i ( a i ∣ s i ) ≥ δ for all i , s i , a i } . \Pi_0:=\{\pi\in\Pi:\pi_i(a_i\mid s_i)\ge\delta\ \text{for all }i,s_i,a_i\}. Π 0 := { π ∈ Π : π i ( a i ∣ s i ) ≥ δ for all i , s i , a i } .
Positive entropy weights are imposed in Assumption 6. For every feasible direction u ∈ T π Π u\in T_\pi\Pi u ∈ T π Π ,
u T ∇ π 2 H ω ( π ) u = − ∑ i = 1 n ∑ s i ∈ S i ω i ( s i ) ∑ a i ∈ A i u i ( s i , a i ) 2 π i ( a i ∣ s i ) ≤ − ω min ∑ i = 1 n ∑ s i ∈ S i ∑ a i ∈ A i u i ( s i , a i ) 2 = − ω min ∥ u ∥ 2 , (324) \begin{aligned}
u^\mathsf{T}\nabla_\pi^2H_\omega(\pi)u
=-\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\omega_i(s_i)\sum_{a_i\in\mathcal{A}_i}\frac{u_i(s_i,a_i)^2}{\pi_i(a_i\mid s_i)} \\
&\le-\omega_{\min}\sum_{i=1}^{n}\sum_{s_i\in\mathcal{S}_i}\sum_{a_i\in\mathcal{A}_i}u_i(s_i,a_i)^2
=-\omega_{\min}\lVert u\rVert^2, \tag*{(324)}
\end{aligned} u T ∇ π 2 H ω ( π ) u = − i = 1 ∑ n s i ∈ S i ∑ ω i ( s i ) a i ∈ A i ∑ π i ( a i ∣ s i ) u i ( s i , a i ) 2 ≤ − ω m i n i = 1 ∑ n s i ∈ S i ∑ a i ∈ A i ∑ u i ( s i , a i ) 2 = − ω m i n ∥ u ∥ 2 , (324)
where we used π i ( a i ∣ s i ) ≤ 1 \pi_i(a_i\mid s_i)\le1 π i ( a i ∣ s i ) ≤ 1 . Hence the fixed-state entropy functional is ω min \omega_{\min} ω m i n -strongly concave on the whole relative interior of the product simplex.
Lemma 25 (Finite direct-policy curvature on the explored region). Under Assumptions 1, 2, and 5, the direct-policy map J J J is twice continuously differentiable on a neighborhood of Π 0 \Pi_0 Π 0 . Let P π P_\pi P π be the frozen state-action kernel, let ν π \nu_\pi ν π be its stationary distribution, and define ∥ G ∥ ∞ , 1 : = sup x ∑ y ∣ G ( x , y ) ∣ \lVert G\rVert_{\infty,1}:=\sup_x\sum_y|G(x,y)| ∥ G ∥ ∞ , 1 := sup x ∑ y ∣ G ( x , y ) ∣ for signed kernels. Set
R : = n r ˉ , M ‾ : = 2 m m i x 1 − ρ m i x , R:=n\bar r,\qquad\overline{M}:=\frac{2m_{\mathrm{mix}}}{1-\rho_{\mathrm{mix}}}, R := n r ˉ , M := 1 − ρ mix 2 m mix , κ 1 : = sup π ∈ Π 0 sup u ∈ T π Π ∥ u ∥ 2 = 1 ∥ D P π [ u ] ∥ ∞ , 1 , κ 2 : = sup π ∈ Π 0 sup u , v ∈ T π Π ∥ u ∥ 2 = ∥ v ∥ 2 = 1 ∥ D 2 P π [ u , v ] ∥ ∞ , 1 . (325) \kappa_1:=\sup_{\pi\in\Pi_0}\ \sup_{\substack{u\in T_\pi\Pi\\\lVert u\rVert_2=1}}\lVert DP_\pi[u]\rVert_{\infty,1},\qquad
\kappa_2:=\sup_{\pi\in\Pi_0}\ \sup_{\substack{u,v\in T_\pi\Pi\\\lVert u\rVert_2=\lVert v\rVert_2=1}}\lVert D^2P_\pi[u,v]\rVert_{\infty,1}. \tag*{(325)} κ 1 := π ∈ Π 0 sup u ∈ T π Π ∥ u ∥ 2 = 1 sup ∥ D P π [ u ] ∥ ∞ , 1 , κ 2 := π ∈ Π 0 sup u , v ∈ T π Π ∥ u ∥ 2 = ∥ v ∥ 2 = 1 sup ∥ D 2 P π [ u , v ] ∥ ∞ , 1 . (325) Then
κ 1 ≤ ( ∑ i = 1 n ∣ A i ∣ ) 1 / 2 , κ 2 ≤ ∑ i = 1 n ∣ A i ∣ . (326) \kappa_1\le\left(\sum_{i=1}^{n}|\mathcal{A}_i|\right)^{1/2},\qquad
\kappa_2\le\sum_{i=1}^{n}|\mathcal{A}_i|. \tag*{(326)} κ 1 ≤ ( i = 1 ∑ n ∣ A i ∣ ) 1/2 , κ 2 ≤ i = 1 ∑ n ∣ A i ∣. (326)
Moreover, the curvature constant
L J : = sup π ∈ Π 0 sup u ∈ T π Π ∥ u ∥ 2 = 1 u T ∇ 2 J ( π ) u (327) L_J := \sup_{\pi\in\Pi_0}\sup_{\substack{u \in T_\pi\Pi\\ \lVert u\rVert_2=1}} u^{\mathsf T}\nabla^2 J(\pi)u \tag*{(327)} L J := π ∈ Π 0 sup u ∈ T π Π ∥ u ∥ 2 = 1 sup u T ∇ 2 J ( π ) u (327)
satisfies the explicit bound
L J ≤ L ‾ J : = 2 R M κ 2 + 4 R M 2 κ 1 2 ≤ 2 n r ˉ ( ∑ i = 1 n ∣ A i ∣ ) M ( 1 + 2 M ) . (328) L_J \le\overline{L}_J := 2RM\kappa_2 + 4RM^2\kappa_1^2 \le2n\bar r\left(\sum_{i=1}^{n} |A_i|\right)M(1+2M). \tag*{(328)} L J ≤ L J := 2 R M κ 2 + 4 R M 2 κ 1 2 ≤ 2 n r ˉ ( i = 1 ∑ n ∣ A i ∣ ) M ( 1 + 2 M ) . (328)
Proof. The state and action spaces are finite, and the transition matrix and reward vector of the global Markov chain depend smoothly on the local policy tables. Assumption 1 gives a unique stationary distribution throughout the relative interior, and the definition of Π 0 \Pi_0 Π 0 above with the δ \delta δ from Assumption 5 places Π 0 \Pi_0 Π 0 inside a compact subset of that relative interior. The stationary distribution and the average reward are therefore twice continuously differentiable on a neighborhood of Π 0 \Pi_0 Π 0 .
For x = ( s g , a g ) x=(s_g,a_g) x = ( s g , a g ) and y = ( s g ′ , a g ′ ) y=(s'_g,a'_g) y = ( s g ′ , a g ′ ) ,
P π ( x , y ) = P ( s g ′ ∣ s g , a g ) ∏ i = 1 n π i ( a i ′ ∣ s i ′ ) . P_\pi(x,y)=P(s'_g\mid s_g,a_g)\prod_{i=1}^{n}\pi_i(a'_i\mid s'_i). P π ( x , y ) = P ( s g ′ ∣ s g , a g ) i = 1 ∏ n π i ( a i ′ ∣ s i ′ ) .
Therefore, for every feasible unit direction u u u ,
∥ D P π [ u ] ∥ ∞ , 1 ≤ sup s g ′ ∑ i = 1 n ∑ a i ′ ∈ A i ∣ u i ( s i ′ , a i ′ ) ∣ ≤ sup s g ′ ( ∑ i = 1 n ∣ A i ∣ ) 1 / 2 ( ∑ i = 1 n ∥ u i ( s i ′ , ⋅ ) ∥ 2 2 ) 1 / 2 ≤ ( ∑ i = 1 n ∣ A i ∣ ) 1 / 2 . \begin{aligned}
\lVert DP_\pi[u]\rVert_{\infty,1}\le\sup_{s'_g}\sum_{i=1}^{n}\sum_{a'_i\in A_i}|u_i(s'_i,a'_i)| \\
&\le\sup_{s'_g}\left(\sum_{i=1}^{n}|A_i|\right)^{1/2}\left(\sum_{i=1}^{n}\lVert u_i(s'_i,\cdot)\rVert_2^2\right)^{1/2}\le\left(\sum_{i=1}^{n}|A_i|\right)^{1/2}.
\end{aligned} ∥ D P π [ u ] ∥ ∞ , 1 ≤ s g ′ sup i = 1 ∑ n a i ′ ∈ A i ∑ ∣ u i ( s i ′ , a i ′ ) ∣ ≤ s g ′ sup ( i = 1 ∑ n ∣ A i ∣ ) 1/2 ( i = 1 ∑ n ∥ u i ( s i ′ , ⋅ ) ∥ 2 2 ) 1/2 ≤ ( i = 1 ∑ n ∣ A i ∣ ) 1/2 .
The same product-rule calculation gives, for feasible unit directions u , v u,v u , v ,
∥ D 2 P π [ u , v ] ∥ ∞ , 1 ≤ sup s g ′ ∑ i ≠ j ∥ u i ( s i ′ , ⋅ ) ∥ 1 ∥ v j ( s j ′ , ⋅ ) ∥ 1 ≤ ∑ i = 1 n ∣ A i ∣ , \lVert D^2P_\pi[u,v]\rVert_{\infty,1}\le\sup_{s'_g}\sum_{i\ne j}\lVert u_i(s'_i,\cdot)\rVert_1\lVert v_j(s'_j,\cdot)\rVert_1\le\sum_{i=1}^{n}|A_i|, ∥ D 2 P π [ u , v ] ∥ ∞ , 1 ≤ s g ′ sup i = j ∑ ∥ u i ( s i ′ , ⋅ ) ∥ 1 ∥ v j ( s j ′ , ⋅ ) ∥ 1 ≤ i = 1 ∑ n ∣ A i ∣ ,
proving (326) .
Let 1 ν π \mathbf{1}\nu_\pi 1 ν π denote the rank-one kernel whose rows equal ν π \nu_\pi ν π , and set
Z π : = ∑ ℓ = 0 ∞ ( P π ℓ − 1 ν π ) . Z_\pi:=\sum_{\ell=0}^{\infty}(P_\pi^\ell-\mathbf{1}\nu_\pi). Z π := ℓ = 0 ∑ ∞ ( P π ℓ − 1 ν π ) .
Assumption 2 implies ∥ Z π f ∥ ∞ ≤ M ∥ f ∥ ∞ \lVert Z_\pi f\rVert_\infty\le M\lVert f\rVert_\infty ∥ Z π f ∥ ∞ ≤ M ∥ f ∥ ∞ uniformly over π ∈ Π 0 \pi\in\Pi_0 π ∈ Π 0 . If r r r is the global reward vector, then ∥ r − J ( π ) 1 ∥ ∞ ≤ 2 R \lVert r-J(\pi)\mathbf{1}\rVert_\infty\le2R ∥ r − J ( π ) 1 ∥ ∞ ≤ 2 R , and the Poisson solution
Q π : = Z π ( r − J ( π ) 1 ) Q_\pi:=Z_\pi(r-J(\pi)\mathbf{1}) Q π := Z π ( r − J ( π ) 1 )
satisfies ∥ Q π ∥ ∞ ≤ 2 R M \lVert Q_\pi\rVert_\infty\le2RM ∥ Q π ∥ ∞ ≤ 2 R M .
The average-reward perturbation identity gives
D J ( π ) [ u ] = ν π D P π [ u ] Q π . DJ(\pi)[u]=\nu_\pi DP_\pi[u]Q_\pi. D J ( π ) [ u ] = ν π D P π [ u ] Q π .
Differentiating once more, and using that each row of D P π [ u ] DP_\pi[u] D P π [ u ] and D 2 P π [ u , v ] D^2P_\pi[u,v] D 2 P π [ u , v ] has zero sum, gives
D 2 J ( π ) [ u , v ] = ν π D 2 P π [ u , v ] Q π + ν π D P π [ v ] Z π D P π [ u ] Q π + ν π D P π [ u ] Z π D P π [ v ] Q π . D^2J(\pi)[u,v]=\nu_\pi D^2P_\pi[u,v]Q_\pi+\nu_\pi DP_\pi[v]Z_\pi DP_\pi[u]Q_\pi
+\nu_\pi DP_\pi[u]Z_\pi DP_\pi[v]Q_\pi. D 2 J ( π ) [ u , v ] = ν π D 2 P π [ u , v ] Q π + ν π D P π [ v ] Z π D P π [ u ] Q π + ν π D P π [ u ] Z π D P π [ v ] Q π .
Hence, for $\lVert u\rVert_2=\lVert v\rVert_2=1,
∣ D 2 J ( π ) [ u , v ] ∣ ≤ 2 R M κ 2 + 4 R M 2 κ 1 2 . \lvert D^2J(\pi)[u,v]\rvert\le2RM\kappa_2+4RM^2\kappa_1^2. ∣ D 2 J ( π ) [ u , v ]∣ ≤ 2 R M κ 2 + 4 R M 2 κ 1 2 .
Taking v = u v=u v = u and then the supremum over π ∈ Π 0 \pi\in\Pi_0 π ∈ Π 0 proves (328).
Lemma 26 (Strong entropy implies direct-policy strong concavity). Suppose Assumptions 5 and 6 hold, and use the curvature bound from Lemma 25 . Assume
ι > L ‾ J ω min . \iota> \frac{\overline{L}_J}{\omega_{\min}}. ι > ω m i n L J . Define
μ ι , ω Π : = ι ω min − L ‾ J > 0. (329) \mu_{\iota,\omega}^{\Pi} := \iota\omega_{\min} - \overline{L}_J > 0. \tag*{(329)} μ ι , ω Π := ι ω m i n − L J > 0. (329) Then J ι , ω J_{\iota,\omega} J ι , ω is μ ι , ω Π \mu_{\iota,\omega}^{\Pi} μ ι , ω Π -strongly concave on Π 0 \Pi_0 Π 0 : for all π , π ′ ∈ Π 0 \pi,\pi' \in\Pi_0 π , π ′ ∈ Π 0 ,
J ι , ω ( π ′ ) ≤ J ι , ω ( π ) + ⟨ ∇ π J ι , ω ( π ) , π ′ − π ⟩ − μ ι , ω Π 2 ∥ π ′ − π ∥ 2 2 . (330) J_{\iota,\omega}(\pi') \le J_{\iota,\omega}(\pi) + \langle\nabla_{\pi}J_{\iota,\omega}(\pi), \pi' - \pi\rangle- \frac{\mu_{\iota,\omega}^{\Pi}}{2}\lVert\pi' - \pi\rVert_2^2. \tag*{(330)} J ι , ω ( π ′ ) ≤ J ι , ω ( π ) + ⟨ ∇ π J ι , ω ( π ) , π ′ − π ⟩ − 2 μ ι , ω Π ∥ π ′ − π ∥ 2 2 . (330) Proof. Fix π , π ′ ∈ Π 0 \pi,\pi' \in\Pi_0 π , π ′ ∈ Π 0 and set v : = π ′ − π v := \pi' - \pi v := π ′ − π . Since Π 0 \Pi_0 Π 0 is convex, π α : = ( 1 − α ) π + α π ′ ∈ Π 0 \pi_\alpha:= (1-\alpha)\pi+ \alpha\pi' \in\Pi_0 π α := ( 1 − α ) π + α π ′ ∈ Π 0 for all α ∈ [ 0 , 1 ] \alpha\in[0,1] α ∈ [ 0 , 1 ] . Also v ∈ T π α Π v \in T_{\pi_\alpha}\Pi v ∈ T π α Π for every α \alpha α , because π \pi π and π ′ \pi' π ′ satisfy the same local simplex constraints. Define ϕ ( α ) : = J ι , ω ( π α ) \phi(\alpha) := J_{\iota,\omega}(\pi_\alpha) ϕ ( α ) := J ι , ω ( π α ) . By the chain rule, (328) , and (324) ,
ϕ ′ ′ ( α ) = v ⊤ ∇ π 2 J ( π α ) v + ι v ⊤ ∇ π 2 H ω ( π α ) v ≤ L ‾ J ∥ v ∥ 2 2 − ι ω min ∥ v ∥ 2 2 = − μ ι , ω Π ∥ v ∥ 2 2 . (331) \phi''(\alpha) = v^\top\nabla_\pi^2 J(\pi_\alpha)v + \iota v^\top\nabla_\pi^2 H_\omega(\pi_\alpha)v
\le\overline{L}_J\lVert v\rVert_2^2 - \iota\omega_{\min}\lVert v\rVert_2^2 = -\mu_{\iota,\omega}^{\Pi}\lVert v\rVert_2^2. \tag*{(331)} ϕ ′′ ( α ) = v ⊤ ∇ π 2 J ( π α ) v + ι v ⊤ ∇ π 2 H ω ( π α ) v ≤ L J ∥ v ∥ 2 2 − ι ω m i n ∥ v ∥ 2 2 = − μ ι , ω Π ∥ v ∥ 2 2 . (331) Taylor’s theorem with integral remainder gives
J ι , ω ( π ′ ) = ϕ ( 1 ) = ϕ ( 0 ) + ϕ ′ ( 0 ) + ∫ 0 1 ( 1 − α ) ϕ ′ ′ ( α ) d α J_{\iota,\omega}(\pi') = \phi(1) = \phi(0) + \phi'(0) + \int_0^1 (1-\alpha)\phi''(\alpha)\,d\alpha J ι , ω ( π ′ ) = ϕ ( 1 ) = ϕ ( 0 ) + ϕ ′ ( 0 ) + ∫ 0 1 ( 1 − α ) ϕ ′′ ( α ) d α ≤ J ι , ω ( π ) + ⟨ ∇ π J ι , ω ( π ) , v ⟩ − μ ι , ω Π 2 ∥ v ∥ 2 2 , \le J_{\iota,\omega}(\pi) + \langle\nabla_\pi J_{\iota,\omega}(\pi),v\rangle- \frac{\mu_{\iota,\omega}^{\Pi}}{2}\lVert v\rVert_2^2, ≤ J ι , ω ( π ) + ⟨ ∇ π J ι , ω ( π ) , v ⟩ − 2 μ ι , ω Π ∥ v ∥ 2 2 , which proves (330).
Lemma 27 (Direct-policy PL inequality). Under the assumptions of Lemma 26, let
J ι , ω , Π 0 ⋆ : = max π ∈ Π 0 J ι , ω ( π ) , π ι , ω ⋆ ∈ arg max π ∈ Π 0 J ι , ω ( π ) . J_{\iota,\omega,\Pi_0}^{\star} := \max_{\pi\in\Pi_0}J_{\iota,\omega}(\pi), \qquad\pi_{\iota,\omega}^{\star} \in\arg\max_{\pi\in\Pi_0}J_{\iota,\omega}(\pi). J ι , ω , Π 0 ⋆ := π ∈ Π 0 max J ι , ω ( π ) , π ι , ω ⋆ ∈ arg π ∈ Π 0 max J ι , ω ( π ) . Let
G Π ( π ) : = Proj T π Π ∇ π J ι , ω ( π ) G_{\Pi}(\pi) := \operatorname{Proj}_{T_\pi\Pi}\nabla_\pi J_{\iota,\omega}(\pi) G Π ( π ) := Proj T π Π ∇ π J ι , ω ( π ) be the Euclidean projection of the direct-policy gradient onto the tangent space (323). Then, for every π ∈ Π 0 \pi\in\Pi_0 π ∈ Π 0 ,
J ι , ω , Π 0 ⋆ − J ι , ω ( π ) ≤ 1 2 μ ι , ω Π ∥ G Π ( π ) ∥ 2 2 . (332) J_{\iota,\omega,\Pi_0}^{\star} - J_{\iota,\omega}(\pi) \le\frac{1}{2\mu_{\iota,\omega}^{\Pi}}\lVert G_{\Pi}(\pi)\rVert_2^2. \tag*{(332)} J ι , ω , Π 0 ⋆ − J ι , ω ( π ) ≤ 2 μ ι , ω Π 1 ∥ G Π ( π ) ∥ 2 2 . (332) Proof. Apply (330) with π ′ = π ι , ω ⋆ \pi' = \pi_{\iota,\omega}^{\star} π ′ = π ι , ω ⋆ :
J ι , ω , Π 0 ⋆ − J ι , ω ( π ) ≤ ⟨ ∇ π J ι , ω ( π ) , π ι , ω ⋆ − π ⟩ − μ ι , ω Π 2 ∥ π ι , ω ⋆ − π ∥ 2 2 . (333) J_{\iota,\omega,\Pi_0}^{\star} - J_{\iota,\omega}(\pi) \le\langle\nabla_\pi J_{\iota,\omega}(\pi),\pi_{\iota,\omega}^{\star}-\pi\rangle- \frac{\mu_{\iota,\omega}^{\Pi}}{2}\lVert\pi_{\iota,\omega}^{\star}-\pi\rVert_2^2. \tag*{(333)} J ι , ω , Π 0 ⋆ − J ι , ω ( π ) ≤ ⟨ ∇ π J ι , ω ( π ) , π ι , ω ⋆ − π ⟩ − 2 μ ι , ω Π ∥ π ι , ω ⋆ − π ∥ 2 2 . (333) Since π ι , ω ⋆ − π ∈ T π Π \pi_{\iota,\omega}^{\star}-\pi\in T_\pi\Pi π ι , ω ⋆ − π ∈ T π Π , the normal component of ∇ π J ι , ω ( π ) \nabla_\pi J_{\iota,\omega}(\pi) ∇ π J ι , ω ( π ) does not contribute to the inner product:
⟨ ∇ π J ι , ω ( π ) , π ι , ω ⋆ − π ⟩ = ⟨ G Π ( π ) , π ι , ω ⋆ − π ⟩ . \langle\nabla_\pi J_{\iota,\omega}(\pi),\pi_{\iota,\omega}^{\star}-\pi\rangle= \langle G_{\Pi}(\pi),\pi_{\iota,\omega}^{\star}-\pi\rangle. ⟨ ∇ π J ι , ω ( π ) , π ι , ω ⋆ − π ⟩ = ⟨ G Π ( π ) , π ι , ω ⋆ − π ⟩ . Thus, using Cauchy’s inequality and optimizing over r : = ∥ π ι , ω ⋆ − π ∥ 2 ≥ 0 r := \lVert\pi_{\iota,\omega}^{\star}-\pi\rVert_2 \ge0 r := ∥ π ι , ω ⋆ − π ∥ 2 ≥ 0 ,
J ι , ω , Π 0 ⋆ − J ι , ω ( π ) ≤ ∥ G Π ( π ) ∥ 2 r − μ ι , ω Π 2 r 2 J_{\iota,\omega,\Pi_0}^{\star} - J_{\iota,\omega}(\pi) \le\lVert G_{\Pi}(\pi)\rVert_2r - \frac{\mu_{\iota,\omega}^{\Pi}}{2}r^2 J ι , ω , Π 0 ⋆ − J ι , ω ( π ) ≤ ∥ G Π ( π ) ∥ 2 r − 2 μ ι , ω Π r 2 ≤ sup r ≥ 0 { ∥ G Π ( π ) ∥ 2 r − μ ι , ω Π 2 r 2 } = 1 2 μ ι , ω Π ∥ G Π ( π ) ∥ 2 2 . \le\sup_{r\ge0}\left\{\lVert G_{\Pi}(\pi)\rVert_2r - \frac{\mu_{\iota,\omega}^{\Pi}}{2}r^2\right\} = \frac{1}{2\mu_{\iota,\omega}^{\Pi}}\lVert G_{\Pi}(\pi)\rVert_2^2. ≤ r ≥ 0 sup { ∥ G Π ( π ) ∥ 2 r − 2 μ ι , ω Π r 2 } = 2 μ ι , ω Π 1 ∥ G Π ( π ) ∥ 2 2 .
Lemma 28 (Softmax-logit PL inequality from direct-policy PL). Suppose the assumptions of Lemma 27 and Assumption 5 hold. Then, for every θ ∈ Θ 0 \theta\in\Theta_0 θ ∈ Θ 0 ,
∥ ∇ θ J ι , ω ( θ ) ∥ 2 2 ≥ μ ι , ω , θ ( J ι , ω , Π 0 ⋆ − J ι , ω ( θ ) ) , μ ι , ω , θ : = 2 δ 2 ( ι ω min − L ‾ J ) . (334) \lVert\nabla_\theta J_{\iota,\omega}(\theta)\rVert_2^2 \ge\mu_{\iota,\omega,\theta}\left(J_{\iota,\omega,\Pi_0}^{\star} - J_{\iota,\omega}(\theta)\right), \qquad\mu_{\iota,\omega,\theta} := 2\delta^2\left(\iota\omega_{\min} - \overline{L}_J\right). \tag*{(334)} ∥ ∇ θ J ι , ω ( θ ) ∥ 2 2 ≥ μ ι , ω , θ ( J ι , ω , Π 0 ⋆ − J ι , ω ( θ ) ) , μ ι , ω , θ := 2 δ 2 ( ι ω m i n − L J ) . (334)
Proof. Fix a block ( i , s i ) (i,s_i) ( i , s i ) and abbreviate p ( a ) : = π θ i ( a ∣ s i ) p(a):=\pi_{\theta_i}(a\mid s_i) p ( a ) := π θ i ( a ∣ s i ) . Define the direct-policy block gradient
G i θ ( s i , a ) : = ∂ J ι , ω ( π ) ∂ π i ( a ∣ s i ) ∣ π = π θ , G ‾ i θ ( s i ) : = ∑ b ∈ A i π θ i ( b ∣ s i ) G i θ ( s i , b ) . (335) G_i^\theta(s_i,a):=\left.\frac{\partial J_{\iota,\omega}(\pi)}{\partial\pi_i(a\mid s_i)}\right|_{\pi=\pi_\theta},\qquad\overline{G}_i^\theta(s_i):=\sum_{b\in\mathcal{A}_i}\pi_{\theta_i}(b\mid s_i)G_i^\theta(s_i,b). \tag*{(335)} G i θ ( s i , a ) := ∂ π i ( a ∣ s i ) ∂ J ι , ω ( π ) π = π θ , G i θ ( s i ) := b ∈ A i ∑ π θ i ( b ∣ s i ) G i θ ( s i , b ) . (335)
The softmax Jacobian gives
∂ J ι , ω ( θ ) ∂ θ i ( s i , a ) = π θ i ( a ∣ s i ) ( G i θ ( s i , a ) − G ‾ i θ ( s i ) ) . (336) \frac{\partial J_{\iota,\omega}(\theta)}{\partial\theta_i(s_i,a)}=\pi_{\theta_i}(a\mid s_i)\left(G_i^\theta(s_i,a)-\overline{G}_i^\theta(s_i)\right). \tag*{(336)} ∂ θ i ( s i , a ) ∂ J ι , ω ( θ ) = π θ i ( a ∣ s i ) ( G i θ ( s i , a ) − G i θ ( s i ) ) . (336)
Equivalently, if D p : = diag ( p ) − p p T D_p:=\operatorname{diag}(p)-pp^{\mathsf{T}} D p := diag ( p ) − p p T and G i θ ( s i , ⋅ ) G_i^\theta(s_i,\cdot) G i θ ( s i , ⋅ ) is viewed as a vector, then the logit-gradient block is
D p G i θ ( s i , ⋅ ) . D_pG_i^\theta(s_i,\cdot). D p G i θ ( s i , ⋅ ) .
Let
x i θ ( s i , ⋅ ) : = Proj { 1 T u = 0 } G i θ ( s i , ⋅ ) = G i θ ( s i , ⋅ ) − 1 T G i θ ( s i , ⋅ ) ∣ A i ∣ 1. (337) x_i^\theta(s_i,\cdot):=\operatorname{Proj}_{\{1^{\mathsf{T}}u=0\}}G_i^\theta(s_i,\cdot)=G_i^\theta(s_i,\cdot)-\frac{1^{\mathsf{T}}G_i^\theta(s_i,\cdot)}{|\mathcal{A}_i|}1. \tag*{(337)} x i θ ( s i , ⋅ ) := Proj { 1 T u = 0 } G i θ ( s i , ⋅ ) = G i θ ( s i , ⋅ ) − ∣ A i ∣ 1 T G i θ ( s i , ⋅ ) 1. (337)
This is the Euclidean tangent projection of the direct-policy gradient block for the simplex constraint ∑ a i π i ( a i ∣ s i ) = 1 \sum_{a_i}\pi_i(a_i\mid s_i)=1 ∑ a i π i ( a i ∣ s i ) = 1 . The normal component is a constant multiple of 1 1 1 , and the softmax Jacobian kills it:
D p 1 = 0 , D p G i θ ( s i , ⋅ ) = D p x i θ ( s i , ⋅ ) . (338) D_p1=0,\qquad D_pG_i^\theta(s_i,\cdot)=D_px_i^\theta(s_i,\cdot). \tag*{(338)} D p 1 = 0 , D p G i θ ( s i , ⋅ ) = D p x i θ ( s i , ⋅ ) . (338)
We now lower bound D p D_p D p on the tangent space { 1 T x = 0 } \{1^{\mathsf{T}}x=0\} { 1 T x = 0 } . For every vector x x x satisfying 1 T x = 0 1^{\mathsf{T}}x=0 1 T x = 0 ,
x T D p x = ∑ a ∈ A i p ( a ) x ( a ) 2 − ( ∑ a ∈ A i p ( a ) x ( a ) ) 2 = min c ∈ R ∑ a ∈ A i p ( a ) ( x ( a ) − c ) 2 ≥ δ min c ∈ R ∑ a ∈ A i ( x ( a ) − c ) 2 = δ ∥ x ∥ 2 2 . (339) \begin{aligned}
x^{\mathsf{T}}D_px&=\sum_{a\in\mathcal{A}_i}p(a)x(a)^2-\left(\sum_{a\in\mathcal{A}_i}p(a)x(a)\right)^2\\
&=\min_{c\in\mathbb{R}}\sum_{a\in\mathcal{A}_i}p(a)(x(a)-c)^2\\
&\geq\delta\min_{c\in\mathbb{R}}\sum_{a\in\mathcal{A}_i}(x(a)-c)^2=\delta\lVert x\rVert_2^2. \tag*{(339)}
\end{aligned} x T D p x = a ∈ A i ∑ p ( a ) x ( a ) 2 − ( a ∈ A i ∑ p ( a ) x ( a ) ) 2 = c ∈ R min a ∈ A i ∑ p ( a ) ( x ( a ) − c ) 2 ≥ δ c ∈ R min a ∈ A i ∑ ( x ( a ) − c ) 2 = δ ∥ x ∥ 2 2 . (339)
The last equality uses 1 T x = 0 1^{\mathsf{T}}x=0 1 T x = 0 , because the minimizer of ∑ a ( x ( a ) − c ) 2 \sum_a(x(a)-c)^2 ∑ a ( x ( a ) − c ) 2 is the unweighted average c = ∣ A i ∣ − 1 1 T x = 0 c=|\mathcal{A}_i|^{-1}1^{\mathsf{T}}x=0 c = ∣ A i ∣ − 1 1 T x = 0 . Moreover, D p D_p D p maps the tangent space into itself since 1 T D p = 0 1^{\mathsf{T}}D_p=0 1 T D p = 0 . Hence the restriction of the symmetric matrix D p D_p D p to the tangent space has all eigenvalues at least δ \delta δ : if x = ∑ r y r v r x=\sum_r y_rv_r x = ∑ r y r v r is an orthonormal eigen-expansion in the tangent space, then
∥ D p x ∥ 2 2 = ∑ r λ r 2 y r 2 ≥ δ 2 ∑ r y r 2 = δ 2 ∥ x ∥ 2 2 . \lVert D_px\rVert_2^2=\sum_r\lambda_r^2y_r^2\geq\delta^2\sum_ry_r^2=\delta^2\lVert x\rVert_2^2. ∥ D p x ∥ 2 2 = r ∑ λ r 2 y r 2 ≥ δ 2 r ∑ y r 2 = δ 2 ∥ x ∥ 2 2 .
Applying this to x = x i θ ( s i , ⋅ ) x=x_i^\theta(s_i,\cdot) x = x i θ ( s i , ⋅ ) and using (338) gives
∥ D p G i θ ( s i , ⋅ ) ∥ 2 2 ≥ δ 2 ∥ Proj { 1 T u = 0 } G i θ ( s i , ⋅ ) ∥ 2 2 . (340) \lVert D_pG_i^\theta(s_i,\cdot)\rVert_2^2\geq\delta^2\left\lVert\operatorname{Proj}_{\{1^{\mathsf{T}}u=0\}}G_i^\theta(s_i,\cdot)\right\rVert_2^2. \tag*{(340)} ∥ D p G i θ ( s i , ⋅ ) ∥ 2 2 ≥ δ 2 Proj { 1 T u = 0 } G i θ ( s i , ⋅ ) 2 2 . (340)
Finally, the direct-policy tangent space is a Cartesian product of the block tangent spaces:
T π θ Π = ∏ i , s i { u i ( s i , ⋅ ) : 1 T u i ( s i , ⋅ ) = 0 } . T_{\pi_\theta}\Pi=\prod_{i,s_i}\left\{u_i(s_i,\cdot):1^{\mathsf{T}}u_i(s_i,\cdot)=0\right\}. T π θ Π = i , s i ∏ { u i ( s i , ⋅ ) : 1 T u i ( s i , ⋅ ) = 0 } .
Therefore G Π ( π θ ) G_\Pi(\pi_\theta) G Π ( π θ ) is exactly the collection of the block projections in (337). Adding any blockwise constant to the direct-policy gradient changes neither this projection nor the softmax logit gradient, because both operations remove the normal 1 1 1 component. Summing (340) over all ( i , s i ) (i,s_i) ( i , s i ) gives
∥ ∇ θ J ι , ω ( θ ) ∥ 2 2 ≥ δ 2 ∥ G Π ( π θ ) ∥ 2 2 . (341) \lVert\nabla_\theta J_{\iota,\omega}(\theta)\rVert_2^2\geq\delta^2\lVert G_\Pi(\pi_\theta)\rVert_2^2. \tag*{(341)} ∥ ∇ θ J ι , ω ( θ ) ∥ 2 2 ≥ δ 2 ∥ G Π ( π θ ) ∥ 2 2 . (341)
Combining this bound with (332) and μ ι , ω = ι ω min − L ‾ J \mu_{\iota,\omega}=\iota\omega_{\min}-\overline{L}_J μ ι , ω = ι ω m i n − L J proves (334). □
Theorem 10 (Strong-entropy global convergence consequence). Suppose the assumptions of Theorem 8 and Lemma 28 hold on the actor region visited by the iterates. Let
Δ ι , ω , t : = J ι , ω , Π 0 ∗ − J ι , ω ( θ t ) , μ ι , ω , θ = 2 δ 2 ( ι ω min − L ‾ J ) , \Delta_{\iota,\omega,t}:=J_{\iota,\omega,\Pi_0}^*-J_{\iota,\omega}(\theta_t),\qquad\mu_{\iota,\omega,\theta}=2\delta^2(\iota\omega_{\min}-\overline{L}_J), Δ ι , ω , t := J ι , ω , Π 0 ∗ − J ι , ω ( θ t ) , μ ι , ω , θ = 2 δ 2 ( ι ω m i n − L J ) ,
and write
η ι , ω : = μ ι , ω , θ 2 = δ 2 ( ι ω min − L ‾ J ) . (342) \eta_{\iota,\omega} := \frac{\mu_{\iota,\omega,\theta}}{2} = \delta^2(\iota\omega_{\min} - \overline{L}_J). \tag*{(342)} η ι , ω := 2 μ ι , ω , θ = δ 2 ( ι ω m i n − L J ) . (342)
and assume 0 < α t ≤ 2 / μ ι , ω , θ 0 < \alpha_t \le2/\mu_{\iota,\omega,\theta} 0 < α t ≤ 2/ μ ι , ω , θ . Then
E [ Δ ι , ω , t + 1 ∣ H t τ ] ≤ ( 1 − α t μ ι , ω , θ 2 ) Δ ι , ω , t + α t R ι , ω , t + C ι , ω , v a r a c t α t 2 . (343) \mathbb{E}[\Delta_{\iota,\omega,t+1} \mid\mathcal{H}_{t}^{\tau}] \le\left(1-\frac{\alpha_t\mu_{\iota,\omega,\theta}}{2}\right)\Delta_{\iota,\omega,t}+\alpha_t\mathcal{R}_{\iota,\omega,t}+C_{\iota,\omega,\mathrm{var}}^{\mathrm{act}}\alpha_t^2. \tag*{(343)} E [ Δ ι , ω , t + 1 ∣ H t τ ] ≤ ( 1 − 2 α t μ ι , ω , θ ) Δ ι , ω , t + α t R ι , ω , t + C ι , ω , var act α t 2 . (343)
Consequently, for integers 0 ≤ t 0 < T 0 \le t_0 < T 0 ≤ t 0 < T ,
E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ T ) ] ≤ P ι , ω , t 0 , T S E E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ t 0 ) ] + ∑ ℓ = t 0 T − 1 α ℓ ( ∏ r = ℓ + 1 T − 1 ( 1 − α r μ ι , ω , θ 2 ) ) E [ R ι , ω , ℓ + C ι , ω , v a r a c t α ℓ ] , (344) \begin{aligned}
\mathbb{E}[J_{\iota,\omega,\Pi_0}^{\star}-J_{\iota,\omega}(\theta_T)]
&\le\mathcal{P}_{\iota,\omega,t_0,T}^{\mathrm{SE}}\mathbb{E}[J_{\iota,\omega,\Pi_0}^{\star}-J_{\iota,\omega}(\theta_{t_0})] \\
&\quad+\sum_{\ell=t_0}^{T-1}\alpha_\ell\left(\prod_{r=\ell+1}^{T-1}\left(1-\frac{\alpha_r\mu_{\iota,\omega,\theta}}{2}\right)\right)
\mathbb{E}[\mathcal{R}_{\iota,\omega,\ell}+C_{\iota,\omega,\mathrm{var}}^{\mathrm{act}}\alpha_\ell], \tag*{(344)}
\end{aligned} E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ T )] ≤ P ι , ω , t 0 , T SE E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ t 0 )] + ℓ = t 0 ∑ T − 1 α ℓ ( r = ℓ + 1 ∏ T − 1 ( 1 − 2 α r μ ι , ω , θ ) ) E [ R ι , ω , ℓ + C ι , ω , var act α ℓ ] , (344)
where
P ι , ω , t 0 , T S E : = ∏ t = t 0 T − 1 ( 1 − α t η ι , ω ) . (345) \mathcal{P}_{\iota,\omega,t_0,T}^{\mathrm{SE}} := \prod_{t=t_0}^{T-1}(1-\alpha_t\eta_{\iota,\omega}). \tag*{(345)} P ι , ω , t 0 , T SE := t = t 0 ∏ T − 1 ( 1 − α t η ι , ω ) . (345)
In particular, if
E [ R ι , ω , t + C ι , ω , v a r a c t α t ] ≤ R ‾ ι , ω for all t , (346) \mathbb{E}[\mathcal{R}_{\iota,\omega,t}+C_{\iota,\omega,\mathrm{var}}^{\mathrm{act}}\alpha_t]\le\overline{\mathcal{R}}_{\iota,\omega}\qquad\text{for all }t, \tag*{(346)} E [ R ι , ω , t + C ι , ω , var act α t ] ≤ R ι , ω for all t , (346)
then
E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ T ) ] ≤ P ι , ω , t 0 , T S E E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ t 0 ) ] + R ‾ ι , ω δ 2 ( ι ω min − L ‾ J ) ( 1 − P ι , ω , t 0 , T S E ) . (347) \mathbb{E}[J_{\iota,\omega,\Pi_0}^{\star}-J_{\iota,\omega}(\theta_T)]
\le\mathcal{P}_{\iota,\omega,t_0,T}^{\mathrm{SE}}\mathbb{E}[J_{\iota,\omega,\Pi_0}^{\star}-J_{\iota,\omega}(\theta_{t_0})]
+\frac{\overline{\mathcal{R}}_{\iota,\omega}}{\delta^2(\iota\omega_{\min}-\overline{L}_J)}(1-\mathcal{P}_{\iota,\omega,t_0,T}^{\mathrm{SE}}). \tag*{(347)} E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ T )] ≤ P ι , ω , t 0 , T SE E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ t 0 )] + δ 2 ( ι ω m i n − L J ) R ι , ω ( 1 − P ι , ω , t 0 , T SE ) . (347)
The preceding display is the exact finite-time statement. The following two stepsize regimes expose the main dependences.
Fixed stepsizes. Take t 0 = 0 t_0=0 t 0 = 0 and suppose the actor and critic stepsizes are constant on the horizon, α t = α \alpha_t=\alpha α t = α and β t = β \beta_t=\beta β t = β . Choose a fixed mixing window L ≥ 1 L\ge1 L ≥ 1 by setting τ t = min { t , L } \tau_t=\min\{t,L\} τ t = min { t , L } , and use the same window in the moving-target critic recursion. Assume the fixed-window increment bounds
∥ θ t + 1 − θ t ∥ 2 ≤ C θ α , ∥ w i t + 1 − w i t ∥ 2 ≤ C w , i β \lVert\theta_{t+1}-\theta_t\rVert_2\le C_{\theta}\alpha,\qquad\lVert w_i^{t+1}-w_i^t\rVert_2\le C_{w,i}\beta ∥ θ t + 1 − θ t ∥ 2 ≤ C θ α , ∥ w i t + 1 − w i t ∥ 2 ≤ C w , i β
and the fixed-window critic estimate used in Theorem 7, with λ χ \lambda_{\chi} λ χ defined in (231). Let
δ α , β : = max { α , β } , L α , β : = ⌈ log ( 1 / δ α , β ) ∣ log ρ m i x ∣ ⌉ . (348) \delta_{\alpha,\beta}:=\max\{\alpha,\beta\},\qquad
L_{\alpha,\beta}:=\left\lceil\frac{\log(1/\delta_{\alpha,\beta})}{\lvert\log\rho_{\mathrm{mix}}\rvert}\right\rceil. \tag*{(348)} δ α , β := max { α , β } , L α , β := ⌈ ∣ log ρ mix ∣ log ( 1/ δ α , β ) ⌉ . (348)
If 0 < δ α , β ≤ e − 1 0<\delta_{\alpha,\beta}\le e^{-1} 0 < δ α , β ≤ e − 1 , L = L α , β L=L_{\alpha,\beta} L = L α , β , and α L α , β ≤ 1 \alpha L_{\alpha,\beta}\le1 α L α , β ≤ 1 , β L α , β ≤ 1 \beta L_{\alpha,\beta}\le1 β L α , β ≤ 1 , then
E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ T ) ] = O ( e − η ι , ω α T Δ ι , ω , 0 + 1 η ι , ω [ e − λ χ β T E V 0 + β log ( 1 / δ α , β ) + α log 2 ( 1 / δ α , β ) + α 2 β 2 + ε F A 2 + ρ 2 ( k + 1 ) + α ] ) . (349) \mathbb{E}[J_{\iota,\omega,\Pi_0}^{\star}-J_{\iota,\omega}(\theta_T)]
=O\left(
e^{-\eta_{\iota,\omega}\alpha T}\Delta_{\iota,\omega,0}
+\frac{1}{\eta_{\iota,\omega}}\left[
e^{-\lambda_{\chi}\beta T}\mathbb{E}V_0
+\beta\log(1/\delta_{\alpha,\beta})
+\alpha\log^2(1/\delta_{\alpha,\beta})
+\frac{\alpha^2}{\beta^2}
+\varepsilon_{\mathrm{FA}}^2
+\rho^{2(k+1)}
+\alpha
\right]\right). \tag*{(349)} E [ J ι , ω , Π 0 ⋆ − J ι , ω ( θ T )] = O ( e − η ι , ω α T Δ ι , ω , 0 + η ι , ω 1 [ e − λ χ β T E V 0 + β log ( 1/ δ α , β ) + α log 2 ( 1/ δ α , β ) + β 2 α 2 + ε FA 2 + ρ 2 ( k + 1 ) + α ] ) . (349)
Thus the regularized optimality gap contracts geometrically in the actor horizon up to a constant-stepsize neighborhood.
Diminishing stepsizes. Fix exponents and constants satisfying
1 2 < b < 1 , 1 + b 2 < a < 1 , α 0 , β 0 > 0 , \frac{1}{2}<b<1,\qquad\frac{1+b}{2}<a<1,\qquad\alpha_0,\beta_0>0, 2 1 < b < 1 , 2 1 + b < a < 1 , α 0 , β 0 > 0 ,
and use the polynomial stepsizes
β t = β 0 ( t + 1 ) b , α t = α 0 ( t + 1 ) a . \beta_t = \frac{\beta_0}{(t+1)^{\mathsf b}}, \qquad\alpha_t = \frac{\alpha_0}{(t+1)^{\mathsf a}}. β t = ( t + 1 ) b β 0 , α t = ( t + 1 ) a α 0 .
Use the logarithmic proof window
τ t = ⌈ c τ log ( t + 1 ) ⌉ , c τ > b − log ρ m i x . \tau_t = \lceil c_\tau\log(t+1)\rceil,\qquad c_\tau> \frac{\mathsf b}{-\log\rho_{\mathrm{mix}}}. τ t = ⌈ c τ log ( t + 1 )⌉ , c τ > − log ρ mix b .
These are the same decaying conditions as (235)–(237). Fix a finite burn-in time t 0 t_0 t 0 after which 1 ≤ τ t ≤ t 1 \le\tau_t \le t 1 ≤ τ t ≤ t , the hypotheses of Corollary 1, and the regularized actor increment bounds in (273) hold. For T > t 0 T > t_0 T > t 0 , let
A t 0 , T : = ∑ t = t 0 T − 1 α t = Θ ( T 1 − a ) . (350) A_{t_0,T} := \sum_{t=t_0}^{T-1} \alpha_t = \Theta(T^{1-\mathsf a}). \tag*{(350)} A t 0 , T := t = t 0 ∑ T − 1 α t = Θ ( T 1 − a ) . (350)
Then
E Δ ι , ω , T = O ( e − η ι , ω A t 0 , T E Δ ι , ω , t 0 + 1 η ι , ω [ T − ( 1 − a ) + ε F A 2 + ρ 2 ( k + 1 ) ] ) . (351) \mathbb{E}\Delta_{\iota,\omega,T} = O\left(e^{-\eta_{\iota,\omega}A_{t_0,T}}\mathbb{E}\Delta_{\iota,\omega,t_0}
+\frac{1}{\eta_{\iota,\omega}}\left[T^{-(1-\mathsf a)}+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right]\right). \tag*{(351)} E Δ ι , ω , T = O ( e − η ι , ω A t 0 , T E Δ ι , ω , t 0 + η ι , ω 1 [ T − ( 1 − a ) + ε FA 2 + ρ 2 ( k + 1 ) ] ) . (351)
Equivalently, the optimization transient is exp ( − Ω ι , ω ( T 1 − a ) ) E Δ ι , ω , t 0 \exp(-\Omega_{\iota,\omega}(T^{1-\mathsf a}))\mathbb{E}\Delta_{\iota,\omega,t_0} exp ( − Ω ι , ω ( T 1 − a )) E Δ ι , ω , t 0 . Moreover, for the concrete choice
b = 1 2 + c , a = 3 4 + c , 0 < c < 1 4 , \mathsf b = \frac{1}{2}+c,\qquad\mathsf a = \frac{3}{4}+c,\qquad0<c<\frac{1}{4}, b = 2 1 + c , a = 4 3 + c , 0 < c < 4 1 ,
the same schedules give A t 0 , T = Θ ( T 1 / 4 − c ) A_{t_0,T}=\Theta(T^{1/4-c}) A t 0 , T = Θ ( T 1/4 − c ) and the sharper bound
E Δ ι , ω , T = O ( e − η ι , ω A t 0 , T E Δ ι , ω , t 0 + 1 η ι , ω [ T − 1 / 2 log T + ε F A 2 + ρ 2 ( k + 1 ) ] ) . (352) \mathbb{E}\Delta_{\iota,\omega,T} = O\left(e^{-\eta_{\iota,\omega}A_{t_0,T}}\mathbb{E}\Delta_{\iota,\omega,t_0}
+\frac{1}{\eta_{\iota,\omega}}\left[T^{-1/2}\log T+\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)}\right]\right). \tag*{(352)} E Δ ι , ω , T = O ( e − η ι , ω A t 0 , T E Δ ι , ω , t 0 + η ι , ω 1 [ T − 1/2 log T + ε FA 2 + ρ 2 ( k + 1 ) ] ) . (352)
The corresponding optimization transient is exp ( − Ω ι , ω ( T 1 / 4 − c ) ) E Δ ι , ω , t 0 \exp(-\Omega_{\iota,\omega}(T^{1/4-c}))\mathbb{E}\Delta_{\iota,\omega,t_0} exp ( − Ω ι , ω ( T 1/4 − c )) E Δ ι , ω , t 0 .
The hidden constants in the two big-O O O bounds are independent of T T T , k k k , ε F A \varepsilon_{\mathrm{FA}} ε FA , and in the fixed-stepsize case also of α \alpha α , β \beta β . In the fixed-stepsize bound, the terms inside the brackets correspond to the critic transient, Markovian mixing and fixed-window drift, critic target motion, feature approximation, exponential spatial localization, and actor sampling variance, respectively.
Proof.
Exact PL recursion. Lemma 28 supplies (317) with μ ι , ω = μ ι , ω , θ \mu_{\iota,\omega}=\mu_{\iota,\omega,\theta} μ ι , ω = μ ι , ω , θ and J ι , ω ∗ = J ι , ω , Π 0 ∗ J^*_{\iota,\omega}=J^*_{\iota,\omega,\Pi_0} J ι , ω ∗ = J ι , ω , Π 0 ∗ . Substituting this PL inequality into Lemma 24 gives (343). Taking total expectation and iterating the affine recursion gives (344). Finally,
∑ ℓ = t 0 T − 1 α ℓ ∏ r = ℓ + 1 T − 1 ( 1 − α r μ ι , ω , θ 2 ) ≤ 2 μ ι , ω , θ ( 1 − P ι , ω , t 0 , T S E ) = 1 δ 2 ( ω min − L J ) ( 1 − P ι , ω , t 0 , T S E ) , \sum_{\ell=t_0}^{T-1}\alpha_\ell\prod_{r=\ell+1}^{T-1}\left(1-\frac{\alpha_r\mu_{\iota,\omega,\theta}}{2}\right)
\le\frac{2}{\mu_{\iota,\omega,\theta}}\left(1-\mathcal{P}^{\mathrm{SE}}_{\iota,\omega,t_0,T}\right)
=\frac{1}{\delta^2(\omega_{\min}-L_J)}\left(1-\mathcal{P}^{\mathrm{SE}}_{\iota,\omega,t_0,T}\right), ℓ = t 0 ∑ T − 1 α ℓ r = ℓ + 1 ∏ T − 1 ( 1 − 2 α r μ ι , ω , θ ) ≤ μ ι , ω , θ 2 ( 1 − P ι , ω , t 0 , T SE ) = δ 2 ( ω m i n − L J ) 1 ( 1 − P ι , ω , t 0 , T SE ) ,
and the uniform error condition (346) proves (347).
Fixed stepsizes. With α t = α \alpha_t=\alpha α t = α ,
P ι , ω , 0 , T S E = ( 1 − η ι , ω α ) T ≤ e − η ι , ω α T . \mathcal{P}^{\mathrm{SE}}_{\iota,\omega,0,T}=(1-\eta_{\iota,\omega}\alpha)^T\le e^{-\eta_{\iota,\omega}\alpha T}. P ι , ω , 0 , T SE = ( 1 − η ι , ω α ) T ≤ e − η ι , ω α T .
The fixed-window critic recursion quoted from Theorem 7 gives, for the geometrically weighted residuals in (344),
∑ ℓ = 0 T − 1 α ( 1 − η ι , ω α ) T − 1 − ℓ E V ℓ = O ( e − λ χ β T E V 0 + β + ε c r i t ( L ) + α 2 / β 2 η ι , ω ) . \sum_{\ell=0}^{T-1}\alpha(1-\eta_{\iota,\omega}\alpha)^{T-1-\ell}\mathbb{E}V_\ell
=O\left(\frac{e^{-\lambda_\chi\beta T}\mathbb{E}V_0+\beta+\varepsilon_{\mathrm{crit}}(L)+\alpha^2/\beta^2}{\eta_{\iota,\omega}}\right). ℓ = 0 ∑ T − 1 α ( 1 − η ι , ω α ) T − 1 − ℓ E V ℓ = O ( η ι , ω e − λ χ β T E V 0 + β + ε crit ( L ) + α 2 / β 2 ) .
The same fixed-window estimates bound the geometrically weighted contribution of the actor-mixing terms by O ( ( L / T + ρ m i x L + α L 2 ) / η ι , ω ) O((L/T+\rho_{\mathrm{mix}}^{L}+\alpha L^{2})/\eta_{\iota,\omega}) O (( L / T + ρ mix L + α L 2 ) / η ι , ω ) , and the weighted contribution of the window-drift terms by O ( L 2 ( α 2 + β 2 ) / η ι , ω ) O(L^{2}(\alpha^{2}+\beta^{2})/\eta_{\iota,\omega}) O ( L 2 ( α 2 + β 2 ) / η ι , ω ) . Substituting these estimates into the definition of R ι , ω , t \mathcal{R}_{\iota,\omega,t} R ι , ω , t in (308), using the window choice L = L α , β L=L_{\alpha,\beta} L = L α , β , and using α L α , β ≤ 1 \alpha L_{\alpha,\beta}\le1 α L α , β ≤ 1 , β L α , β ≤ 1 \beta L_{\alpha,\beta}\le1 β L α , β ≤ 1 , yields
ϵ c r i t ( L α , β ) = O ( β log ( 1 / δ α , β ) + α log 2 ( 1 / δ α , β ) ) , \epsilon_{\mathrm{crit}}(L_{\alpha,\beta})=O\left(\beta\log(1/\delta_{\alpha,\beta})+\alpha\log^{2}(1/\delta_{\alpha,\beta})\right), ϵ crit ( L α , β ) = O ( β log ( 1/ δ α , β ) + α log 2 ( 1/ δ α , β ) ) ,
and the same order for the actor mixing/window terms. The remaining pieces of R ι , ω , t \mathcal{R}_{\iota,\omega,t} R ι , ω , t are exactly ϵ F A 2 \epsilon_{\mathrm{FA}}^{2} ϵ FA 2 , ρ 2 ( k + 1 ) \rho^{2(k+1)} ρ 2 ( k + 1 ) , and the variance term C ι , ω , v a r α C_{\iota,\omega,\mathrm{var}}\alpha C ι , ω , var α . Combining these bounds with (344) proves (349).
Diminishing stepsizes. The product term in (344) satisfies
P ι , ω , t 0 , T S E ≤ exp ( − η ι , ω A t 0 , T ) , (353) \mathcal{P}^{\mathrm{SE}}_{\iota,\omega,t_{0},T}\le\exp(-\eta_{\iota,\omega}A_{t_{0},T}), \tag*{(353)} P ι , ω , t 0 , T SE ≤ exp ( − η ι , ω A t 0 , T ) , (353)
and (350) follows from (236). We next bound the residual convolution in (344). For t ≥ t 0 t\ge t_{0} t ≥ t 0 , Corollary 1, together with the moving-error estimate (265), gives
v t + 1 ≤ ( 1 − λ χ β t ) v t + O ( β t 2 + β t ϵ P , t m o v + α t 2 β t ) , v t : = E V t . v_{t+1}\le(1-\lambda_{\chi}\beta_{t})v_{t}+O\left(\beta_{t}^{2}+\beta_{t}\epsilon_{P,t}^{\mathrm{mov}}+\frac{\alpha_{t}^{2}}{\beta_{t}}\right),\qquad v_{t}:=\mathbb{E}V_{t}. v t + 1 ≤ ( 1 − λ χ β t ) v t + O ( β t 2 + β t ϵ P , t mov + β t α t 2 ) , v t := E V t .
The polynomial schedules and logarithmic window make the additive perturbation slowly varying relative to the contraction scale. A standard scalar comparison therefore yields the pointwise critic-tracking estimate
E V t = O ( e − c ( t 1 − b − t 0 1 − b ) E V t 0 + β t log ( t + 1 ) + α t log 2 ( t + 1 ) + α t 2 β t 2 ) , (354) \mathbb{E}V_{t}=O\left(e^{-c(t^{1-b}-t_{0}^{1-b})}\mathbb{E}V_{t_{0}}+\beta_{t}\log(t+1)+\alpha_{t}\log^{2}(t+1)+\frac{\alpha_{t}^{2}}{\beta_{t}^{2}}\right), \tag*{(354)} E V t = O ( e − c ( t 1 − b − t 0 1 − b ) E V t 0 + β t log ( t + 1 ) + α t log 2 ( t + 1 ) + β t 2 α t 2 ) , (354)
for some c > 0 c>0 c > 0 independent of T T T , k k k , ϵ F A \epsilon_{\mathrm{FA}} ϵ FA . Since a > b a>b a > b , the α t log 2 ( t + 1 ) \alpha_{t}\log^{2}(t+1) α t log 2 ( t + 1 ) term is absorbed by β t log ( t + 1 ) \beta_{t}\log(t+1) β t log ( t + 1 ) for all sufficiently large t t t .
The regularized one-step residual (308) uses the same critic tracking, actor-mixing, and window-drift quantities as the unregularized decaying-step proof. Thus (268), (143), and (354) imply
E [ R ι , ω , t + C ι , ω , v a r α t ] = O ( ϵ F A 2 + ρ 2 ( k + 1 ) + β t log ( t + 1 ) + α t 2 β t 2 + α t ) . (355) \mathbb{E}[\mathcal{R}_{\iota,\omega,t}+C_{\iota,\omega,\mathrm{var}}\alpha_{t}]=O\left(\epsilon_{\mathrm{FA}}^{2}+\rho^{2(k+1)}+\beta_{t}\log(t+1)+\frac{\alpha_{t}^{2}}{\beta_{t}^{2}}+\alpha_{t}\right). \tag*{(355)} E [ R ι , ω , t + C ι , ω , var α t ] = O ( ϵ FA 2 + ρ 2 ( k + 1 ) + β t log ( t + 1 ) + β t 2 α t 2 + α t ) . (355)
Here we used (274) to replace δ l o c ( k ) 2 \delta_{\mathrm{loc}}(k)^{2} δ loc ( k ) 2 by O ( ρ 2 ( k + 1 ) ) O(\rho^{2(k+1)}) O ( ρ 2 ( k + 1 ) ) ; the exponentially decaying critic transient in (354) is smaller than α t \alpha_{t} α t after increasing the burn-in constant.
It remains to convolve the decaying residuals with the PL weights. If q t q_{t} q t is any one of β t log ( t + 1 ) \beta_{t}\log(t+1) β t log ( t + 1 ) , α t 2 / β t 2 \alpha_{t}^{2}/\beta_{t}^{2} α t 2 / β t 2 , or α t \alpha_{t} α t , then the exponent conditions in (235) imply q t = O ( ( t + 1 ) − s log m ( t + 1 ) ) q_{t}=O((t+1)^{-s}\log^{m}(t+1)) q t = O (( t + 1 ) − s log m ( t + 1 )) for some s > 1 − a s>1-a s > 1 − a and m ∈ { 0 , 1 } m\in\{0,1\} m ∈ { 0 , 1 } . Splitting the sum in (344) at T − ⌈ C T a log T ⌉ T-\lceil CT^{a}\log T\rceil T − ⌈ C T a log T ⌉ and using ∑ r = ℓ + 1 T − 1 α r = Ω ( T a log T ⋅ T − a ) \sum_{r=\ell+1}^{T-1}\alpha_{r}=\Omega(T^{a}\log T\cdot T^{-a}) ∑ r = ℓ + 1 T − 1 α r = Ω ( T a log T ⋅ T − a ) on the early part gives the standard PL-convolution comparison
∑ ℓ = t 0 T − 1 α ℓ ∏ r = ℓ + 1 T − 1 ( 1 − η ι , ω α r ) q ℓ = O ( T − ( 1 − a ) η ι , ω ) . (356) \sum_{\ell=t_{0}}^{T-1}\alpha_{\ell}\prod_{r=\ell+1}^{T-1}(1-\eta_{\iota,\omega}\alpha_{r})q_{\ell}=O\left(\frac{T^{-(1-a)}}{\eta_{\iota,\omega}}\right). \tag*{(356)} ℓ = t 0 ∑ T − 1 α ℓ r = ℓ + 1 ∏ T − 1 ( 1 − η ι , ω α r ) q ℓ = O ( η ι , ω T − ( 1 − a ) ) . (356)
The constant residuals ϵ F A 2 + ρ 2 ( k + 1 ) \epsilon_{\mathrm{FA}}^{2}+\rho^{2(k+1)} ϵ FA 2 + ρ 2 ( k + 1 ) contribute at most ( ϵ F A 2 + ρ 2 ( k + 1 ) ) / η ι , ω (\epsilon_{\mathrm{FA}}^{2}+\rho^{2(k+1)})/\eta_{\iota,\omega} ( ϵ FA 2 + ρ 2 ( k + 1 ) ) / η ι , ω by the same summation argument used for (347). Combining (353), (355), and (356) in (344) proves (351).
It remains to prove the sharper concrete specialization. Set b = 1 / 2 + c b=1/2+c b = 1/2 + c and a = 3 / 4 + c a=3/4+c a = 3/4 + c with c ∈ ( 0 , 1 / 4 ) c\in(0,1/4) c ∈ ( 0 , 1/4 ) . Then
β t log ( t + 1 ) = O ( ( t + 1 ) − 1 / 2 − c log ( t + 1 ) ) , α t 2 β t 2 = O ( ( t + 1 ) − 1 / 2 ) , \beta_{t}\log(t+1)=O((t+1)^{-1/2-c}\log(t+1)),\qquad\frac{\alpha_{t}^{2}}{\beta_{t}^{2}}=O((t+1)^{-1/2}), β t log ( t + 1 ) = O (( t + 1 ) − 1/2 − c log ( t + 1 )) , β t 2 α t 2 = O (( t + 1 ) − 1/2 ) ,
and α t = O ( ( t + 1 ) − 3 / 4 − c ) \alpha_{t}=O((t+1)^{-3/4-c}) α t = O (( t + 1 ) − 3/4 − c ) . Hence the decaying part of (355) is
q t : = β t log ( t + 1 ) + α t 2 β t 2 + α t = O ( ( t + 1 ) − 1 / 2 log ( t + 1 ) ) . (357) q_{t}:=\beta_{t}\log(t+1)+\frac{\alpha_{t}^{2}}{\beta_{t}^{2}}+\alpha_{t}=O((t+1)^{-1/2}\log(t+1)). \tag*{(357)} q t := β t log ( t + 1 ) + β t 2 α t 2 + α t = O (( t + 1 ) − 1/2 log ( t + 1 )) . (357)
We prove the corresponding PL-convolution estimate. Let
S T ( q ) : = ∑ ℓ = t 0 T − 1 α ℓ ∏ r = ℓ + 1 T − 1 ( 1 − η ℓ , ω α r ) q ℓ . S_T(q) := \sum_{\ell=t_0}^{T-1} \alpha_\ell\prod_{r=\ell+1}^{T-1}(1-\eta_{\ell,\omega}\alpha_r)q_\ell. S T ( q ) := ℓ = t 0 ∑ T − 1 α ℓ r = ℓ + 1 ∏ T − 1 ( 1 − η ℓ , ω α r ) q ℓ .
Because 0 < η ℓ , ω α t ≤ 1 0 < \eta_{\ell,\omega}\alpha_t \le1 0 < η ℓ , ω α t ≤ 1 ,
∑ ℓ = t 0 T − 1 α ℓ ∏ r = ℓ + 1 T − 1 ( 1 − η ℓ , ω α r ) ≤ 1 η ℓ , ω . (358) \sum_{\ell=t_0}^{T-1}\alpha_\ell\prod_{r=\ell+1}^{T-1}(1-\eta_{\ell,\omega}\alpha_r)\le\frac{1}{\eta_{\ell,\omega}}. \tag*{(358)} ℓ = t 0 ∑ T − 1 α ℓ r = ℓ + 1 ∏ T − 1 ( 1 − η ℓ , ω α r ) ≤ η ℓ , ω 1 . (358)
Fix N T : = ⌈ 2 T a log T / ( η ℓ , ω α 0 ) ⌉ N_T := \lceil2T^a\log T/(\eta_{\ell,\omega}\alpha_0)\rceil N T := ⌈ 2 T a log T / ( η ℓ , ω α 0 )⌉ . For all sufficiently large T T T , N T ≤ T / 2 N_T\le T/2 N T ≤ T /2 . On the last N T N_T N T indices, (357) gives q ℓ = O ( T − 1 / 2 log T ) q_\ell=O(T^{-1/2}\log T) q ℓ = O ( T − 1/2 log T ) , and therefore
∑ ℓ = T − N T T − 1 α ℓ ∏ r = ℓ + 1 T − 1 ( 1 − η ℓ , ω α r ) q ℓ = O ( T − 1 / 2 log T η ℓ , ω ) . (359) \sum_{\ell=T-N_T}^{T-1}\alpha_\ell\prod_{r=\ell+1}^{T-1}(1-\eta_{\ell,\omega}\alpha_r)q_\ell
=O\left(\frac{T^{-1/2}\log T}{\eta_{\ell,\omega}}\right). \tag*{(359)} ℓ = T − N T ∑ T − 1 α ℓ r = ℓ + 1 ∏ T − 1 ( 1 − η ℓ , ω α r ) q ℓ = O ( η ℓ , ω T − 1/2 log T ) . (359)
On the earlier indices ℓ < T − N T \ell<T-N_T ℓ < T − N T , the final N T N_T N T actor steps satisfy
∑ r = T − N T T − 1 α r ≥ α 0 N T T − a ≥ 2 log T η ℓ , ω , \sum_{r=T-N_T}^{T-1}\alpha_r\ge\alpha_0N_TT^{-a}\ge\frac{2\log T}{\eta_{\ell,\omega}}, r = T − N T ∑ T − 1 α r ≥ α 0 N T T − a ≥ η ℓ , ω 2 log T ,
so
∏ r = ℓ + 1 T − 1 ( 1 − η ℓ , ω α r ) ≤ exp ( − η ℓ , ω ∑ r = T − N T T − 1 α r ) ≤ T − 2 . \prod_{r=\ell+1}^{T-1}(1-\eta_{\ell,\omega}\alpha_r)
\le\exp\left(-\eta_{\ell,\omega}\sum_{r=T-N_T}^{T-1}\alpha_r\right)\le T^{-2}. r = ℓ + 1 ∏ T − 1 ( 1 − η ℓ , ω α r ) ≤ exp ( − η ℓ , ω r = T − N T ∑ T − 1 α r ) ≤ T − 2 .
Since ∑ ℓ = t 0 ∞ α ℓ q ℓ < ∞ \sum_{\ell=t_0}^{\infty}\alpha_\ell q_\ell<\infty ∑ ℓ = t 0 ∞ α ℓ q ℓ < ∞ under a = 3 / 4 + c a=3/4+c a = 3/4 + c , the early part is O ( T − 2 ) O(T^{-2}) O ( T − 2 ) . Combining the early and late parts,
S T ( q ) = O ( T − 1 / 2 log T η ℓ , ω ) . (360) S_T(q)=O\left(\frac{T^{-1/2}\log T}{\eta_{\ell,\omega}}\right). \tag*{(360)} S T ( q ) = O ( η ℓ , ω T − 1/2 log T ) . (360)
The constant residuals again contribute at most ( ε F A 2 + ρ 2 ( k + 1 ) ) / η ℓ , ω (\varepsilon_{\mathrm{FA}}^2+\rho^{2(k+1)})/\eta_{\ell,\omega} ( ε FA 2 + ρ 2 ( k + 1 ) ) / η ℓ , ω by (358). Substituting (360) into (344) proves (352).
Remark. The theorem proves convergence to the entropy-regularized optimum over the local product-policy region Π 0 \Pi_0 Π 0 . It does not assert optimality over unrestricted centralized policies. The difference is essential in the networked setting: the decentralized actor only changes local policy tables, and the strong-entropy condition above is imposed on that product-policy landscape.
Auxiliary Lemmas
Lemma 29 (Product-policy score identities, Lemma 9 restated). Under the product policy π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) \pi_\theta(a_g|s_g)=\prod_{i=1}^n\pi_{\theta_i}(a_i|s_i) π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) , for every agent i ∈ N i\in\mathcal{N} i ∈ N ,
∇ θ i log π θ ( a g ∣ s g ) = ∇ θ i log π θ i ( a i ∣ s i ) . \nabla_{\theta_i}\log\pi_\theta(a_g|s_g)=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i). ∇ θ i log π θ ( a g ∣ s g ) = ∇ θ i log π θ i ( a i ∣ s i ) . Moreover, under the softmax parameterization
π θ i ( a i ∣ s i ) = exp ( θ i ( s i , a i ) ) ∑ a i ′ ∈ A i exp ( θ i ( s i , a i ′ ) ) , \pi_{\theta_i}(a_i|s_i)=\frac{\exp(\theta_i(s_i,a_i))}{\sum_{a'_i\in\mathcal{A}_i}\exp(\theta_i(s_i,a'_i))}, π θ i ( a i ∣ s i ) = ∑ a i ′ ∈ A i exp ( θ i ( s i , a i ′ )) exp ( θ i ( s i , a i )) , for every a ∈ A i a\in\mathcal{A}_i a ∈ A i ,
∂ ∂ θ i ( s i , a ) log π θ i ( a i ∣ s i ) = I { a i = a } − π θ i ( a ∣ s i ) . \frac{\partial}{\partial\theta_i(s_i,a)}\log\pi_{\theta_i}(a_i|s_i)=\mathbb{I}\{a_i=a\}-\pi_{\theta_i}(a|s_i). ∂ θ i ( s i , a ) ∂ log π θ i ( a i ∣ s i ) = I { a i = a } − π θ i ( a ∣ s i ) . In particular, for finite action spaces, the local softmax score is uniformly bounded as
∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ 2 ∀ θ i , s i , a i . (361) \left\|\nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i)\right\|_2\le\sqrt{2}
\qquad\forall\theta_i,s_i,a_i. \tag*{(361)} ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ 2 ∀ θ i , s i , a i . (361) Moreover, it has zero conditional mean:
∑ a i ∈ A i π θ i ( a i ∣ s i ) ∇ θ i log π θ i ( a i ∣ s i ) = 0. (362) \sum_{a_i\in\mathcal{A}_i}\pi_{\theta_i}(a_i|s_i)\nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i)=0. \tag*{(362)} a i ∈ A i ∑ π θ i ( a i ∣ s i ) ∇ θ i log π θ i ( a i ∣ s i ) = 0. (362)
Proof. The product-policy identity follows from
log π θ ( a g ∣ s g ) = ∑ j = 1 n log π θ j ( a j ∣ s j ) , \log\pi_{\theta}(a_g \mid s_g) = \sum_{j=1}^{n} \log\pi_{\theta_j}(a_j \mid s_j), log π θ ( a g ∣ s g ) = j = 1 ∑ n log π θ j ( a j ∣ s j ) ,
because only the j = i j=i j = i term depends on θ i \theta_i θ i .
For the softmax coordinate formula, fix s i s_i s i and write Z i ( s i ) : = ∑ u ∈ A i exp ( θ i ( s i , u ) ) Z_i(s_i) := \sum_{u \in\mathcal{A}_i} \exp(\theta_i(s_i,u)) Z i ( s i ) := ∑ u ∈ A i exp ( θ i ( s i , u )) . Then
log π θ i ( a i ∣ s i ) = θ i ( s i , a i ) − log Z i ( s i ) . \log\pi_{\theta_i}(a_i \mid s_i) = \theta_i(s_i,a_i) - \log Z_i(s_i). log π θ i ( a i ∣ s i ) = θ i ( s i , a i ) − log Z i ( s i ) .
Differentiating with respect to the logit θ i ( s i , a ) \theta_i(s_i,a) θ i ( s i , a ) gives
∂ ∂ θ i ( s i , a ) log π θ i ( a i ∣ s i ) = I { a i = a } − exp ( θ i ( s i , a ) ) Z i ( s i ) = I { a i = a } − π θ i ( a ∣ s i ) . \frac{\partial}{\partial\theta_i(s_i,a)} \log\pi_{\theta_i}(a_i \mid s_i) = \mathbb{I}\{a_i=a\} - \frac{\exp(\theta_i(s_i,a))}{Z_i(s_i)} = \mathbb{I}\{a_i=a\} - \pi_{\theta_i}(a \mid s_i). ∂ θ i ( s i , a ) ∂ log π θ i ( a i ∣ s i ) = I { a i = a } − Z i ( s i ) exp ( θ i ( s i , a )) = I { a i = a } − π θ i ( a ∣ s i ) .
Coordinates corresponding to states different from s i s_i s i have derivative zero, so the displayed expression gives the whole tabular score vector.
Let p ( ⋅ ) : = π θ i ( ⋅ ∣ s i ) p(\cdot) := \pi_{\theta_i}(\cdot\mid s_i) p ( ⋅ ) := π θ i ( ⋅ ∣ s i ) and let e a i e_{a_i} e a i be the unit vector at action a i a_i a i . The nonzero block of the score is e a i − p e_{a_i}-p e a i − p . Hence
∥ e a i − p ∥ 2 2 = ∥ e a i ∥ 2 2 − 2 ⟨ e a i , p ⟩ + ∥ p ∥ 2 2 = 1 − 2 p ( a i ) + ∑ a ∈ A i p ( a ) 2 ≤ 1 + ∑ a ∈ A i p ( a ) 2 ≤ 2 , \begin{aligned}
\lVert e_{a_i}-p\rVert_2^2 = \lVert e_{a_i}\rVert_2^2 - 2\langle e_{a_i},p\rangle+ \lVert p\rVert_2^2 \\
&= 1 - 2p(a_i) + \sum_{a \in\mathcal{A}_i}p(a)^2 \leq1 + \sum_{a \in\mathcal{A}_i}p(a)^2 \leq2,
\end{aligned} ∥ e a i − p ∥ 2 2 = ∥ e a i ∥ 2 2 − 2 ⟨ e a i , p ⟩ + ∥ p ∥ 2 2 = 1 − 2 p ( a i ) + a ∈ A i ∑ p ( a ) 2 ≤ 1 + a ∈ A i ∑ p ( a ) 2 ≤ 2 ,
which proves (361). Finally,
∑ a i p ( a i ) ( e a i − p ) = p − p ∑ a i p ( a i ) = 0 , \sum_{a_i} p(a_i)(e_{a_i}-p) = p-p\sum_{a_i}p(a_i)=0, a i ∑ p ( a i ) ( e a i − p ) = p − p a i ∑ p ( a i ) = 0 ,
proving (362). □
Lemma 30 (Softmax score and kernel Lipschitz constants, Lemma 10 restated). Suppose each local policy is the finite-action tabular softmax policy
π θ i ( a i ∣ s i ) = exp ( θ i ( s i , a i ) ) ∑ u ∈ A i exp ( θ i ( s i , u ) ) , π θ ( a g ∣ s g ) = ∏ i = 1 n π θ i ( a i ∣ s i ) . \pi_{\theta_i}(a_i \mid s_i) = \frac{\exp(\theta_i(s_i,a_i))}{\sum_{u \in\mathcal{A}_i}\exp(\theta_i(s_i,u))}, \qquad\pi_{\theta}(a_g \mid s_g) = \prod_{i=1}^{n}\pi_{\theta_i}(a_i \mid s_i). π θ i ( a i ∣ s i ) = ∑ u ∈ A i exp ( θ i ( s i , u )) exp ( θ i ( s i , a i )) , π θ ( a g ∣ s g ) = i = 1 ∏ n π θ i ( a i ∣ s i ) . Define the local score S i ( θ i ; s i , a i ) : = ∇ θ i log π θ i ( a i ∣ s i ) S_i(\theta_i;s_i,a_i) := \nabla_{\theta_i}\log\pi_{\theta_i}(a_i \mid s_i) S i ( θ i ; s i , a i ) := ∇ θ i log π θ i ( a i ∣ s i ) and the global score S ( θ ; s g , a g ) : = ∇ θ log π θ ( a g ∣ s g ) S(\theta;s_g,a_g) := \nabla_{\theta}\log\pi_{\theta}(a_g \mid s_g) S ( θ ; s g , a g ) := ∇ θ log π θ ( a g ∣ s g ) . Then, for every i , θ i , s i , a i i,\theta_i,s_i,a_i i , θ i , s i , a i ,
∥ S i ( θ i ; s i , a i ) ∥ 2 ≤ G i , G i : = 2 , (363) \lVert S_i(\theta_i;s_i,a_i)\rVert_2 \leq G_i, \qquad G_i := \sqrt{2}, \tag*{(363)} ∥ S i ( θ i ; s i , a i ) ∥ 2 ≤ G i , G i := 2 , (363) and, for every θ , s g , a g \theta,s_g,a_g θ , s g , a g ,
∥ S ( θ ; s g , a g ) ∥ 2 ≤ G , G : = ∑ i = 1 n G i 2 = 2 n . \lVert S(\theta;s_g,a_g)\rVert_2 \leq G, \qquad G := \sqrt{\sum_{i=1}^{n}G_i^2}=\sqrt{2n}. ∥ S ( θ ; s g , a g ) ∥ 2 ≤ G , G := i = 1 ∑ n G i 2 = 2 n . Moreover, for every i , s i , a i , θ i , θ i ′ i,s_i,a_i,\theta_i,\theta_i' i , s i , a i , θ i , θ i ′ ,
∥ S i ( θ i ; s i , a i ) − S i ( θ i ′ ; s i , a i ) ∥ 2 ≤ L S , i ∥ θ i − θ i ′ ∥ 2 , L S , i : = 1. (364) \lVert S_i(\theta_i;s_i,a_i)-S_i(\theta_i';s_i,a_i)\rVert_2 \leq L_{S,i}\lVert\theta_i-\theta_i'\rVert_2, \qquad L_{S,i}:=1. \tag*{(364)} ∥ S i ( θ i ; s i , a i ) − S i ( θ i ′ ; s i , a i ) ∥ 2 ≤ L S , i ∥ θ i − θ i ′ ∥ 2 , L S , i := 1. (364) Finally, define the frozen global state-action kernel
P π θ ( ( s g , a g ) , ( s g ′ , a g ′ ) ) : = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . P_{\pi_\theta}((s_g,a_g),(s_g',a_g')) := P(s_g' \mid s_g,a_g)\pi_\theta(a_g' \mid s_g'). P π θ (( s g , a g ) , ( s g ′ , a g ′ )) := P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . For every θ , θ ′ \theta,\theta' θ , θ ′ ,
sup x ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ T V ≤ L K ∥ θ − θ ′ ∥ 2 , L K : = G = 2 n . (365) \sup_x \lVert P_{\pi_\theta}(x,\cdot)-P_{\pi_{\theta'}}(x,\cdot)\rVert_{\mathrm{TV}} \leq L_K\lVert\theta-\theta'\rVert_2, \qquad L_K:=G=\sqrt{2n}. \tag*{(365)} x sup ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ TV ≤ L K ∥ θ − θ ′ ∥ 2 , L K := G = 2 n . (365)
Proof. Fix i i i , s i s_i s i and write p θ i ( ⋅ ) : = π θ i ( ⋅ ∣ s i ) p_{\theta_i}(\cdot) := \pi_{\theta_i}(\cdot\mid s_i) p θ i ( ⋅ ) := π θ i ( ⋅ ∣ s i ) . By Lemma 29, the only nonzero block of S i ( θ i ; s i , a i ) S_i(\theta_i; s_i, a_i) S i ( θ i ; s i , a i ) is
e a i − p θ i , (366) e_{a_i}-p_{\theta_i}, \tag*{(366)} e a i − p θ i , (366)
where e a i e_{a_i} e a i is the unit vector on A i \mathcal{A}_i A i at a i a_i a i . Therefore
∥ S i ( θ i ; s i , a i ) ∥ 2 2 = ∥ e a i − p θ i ∥ 2 2 = 1 − 2 p θ i ( a i ) + ∑ a ∈ A i p θ i ( a ) 2 ≤ 2 , \left\|S_i(\theta_i; s_i, a_i)\right\|_2^2
= \left\|e_{a_i}-p_{\theta_i}\right\|_2^2
= 1-2p_{\theta_i}(a_i)+\sum_{a\in\mathcal{A}_i}p_{\theta_i}(a)^2\le2, ∥ S i ( θ i ; s i , a i ) ∥ 2 2 = ∥ e a i − p θ i ∥ 2 2 = 1 − 2 p θ i ( a i ) + a ∈ A i ∑ p θ i ( a ) 2 ≤ 2 ,
proving (363). The product-policy identity gives
S ( θ ; s g , a g ) = ( S 1 ( θ 1 ; s 1 , a 1 ) , … , S n ( θ n ; s n , a n ) ) , (367) S(\theta; s_g,a_g)=\left(S_1(\theta_1; s_1,a_1),\ldots,S_n(\theta_n; s_n,a_n)\right), \tag*{(367)} S ( θ ; s g , a g ) = ( S 1 ( θ 1 ; s 1 , a 1 ) , … , S n ( θ n ; s n , a n ) ) , (367)
and hence
∥ S ( θ ; s g , a g ) ∥ 2 2 = ∑ i = 1 n ∥ S i ( θ i ; s i , a i ) ∥ 2 2 ≤ ∑ i = 1 n G i 2 = 2 n . \left\|S(\theta; s_g,a_g)\right\|_2^2
=\sum_{i=1}^{n}\left\|S_i(\theta_i; s_i,a_i)\right\|_2^2
\le\sum_{i=1}^{n}G_i^2=2n. ∥ S ( θ ; s g , a g ) ∥ 2 2 = i = 1 ∑ n ∥ S i ( θ i ; s i , a i ) ∥ 2 2 ≤ i = 1 ∑ n G i 2 = 2 n .
Fix s i , a i s_i,a_i s i , a i . By the softmax score formula in Lemma 29,
S i ( θ i ; s i , a i ) − S i ( θ i ′ ; s i , a i ) = p θ i ′ − p θ i S_i(\theta_i; s_i,a_i)-S_i(\theta_i';s_i,a_i)=p_{\theta_i'}-p_{\theta_i} S i ( θ i ; s i , a i ) − S i ( θ i ′ ; s i , a i ) = p θ i ′ − p θ i
on the block corresponding to s i s_i s i , and the difference is zero on all other state blocks. The softmax Jacobian on the s i s_i s i block is
∇ θ i ( s i , ⋅ ) p θ i = diag ( p θ i ) − p θ i p θ i T . (368) \nabla_{\theta_i(s_i,\cdot)}p_{\theta_i}
=\operatorname{diag}(p_{\theta_i})-p_{\theta_i}p_{\theta_i}^{\mathsf T}. \tag*{(368)} ∇ θ i ( s i , ⋅ ) p θ i = diag ( p θ i ) − p θ i p θ i T . (368)
For any vector v ∈ R ∣ A i ∣ v\in\mathbb{R}^{|A_i|} v ∈ R ∣ A i ∣ ,
v T ( diag ( p θ i ) − p θ i p θ i T ) v = ∑ a p θ i ( a ) v ( a ) 2 − ( ∑ a p θ i ( a ) v ( a ) ) 2 ≤ ∑ a p θ i ( a ) v ( a ) 2 ≤ ∥ v ∥ 2 2 . v^{\mathsf T}\left(\operatorname{diag}(p_{\theta_i})-p_{\theta_i}p_{\theta_i}^{\mathsf T}\right)v
=\sum_a p_{\theta_i}(a)v(a)^2-\left(\sum_a p_{\theta_i}(a)v(a)\right)^2
\le\sum_a p_{\theta_i}(a)v(a)^2\le\|v\|_2^2. v T ( diag ( p θ i ) − p θ i p θ i T ) v = a ∑ p θ i ( a ) v ( a ) 2 − ( a ∑ p θ i ( a ) v ( a ) ) 2 ≤ a ∑ p θ i ( a ) v ( a ) 2 ≤ ∥ v ∥ 2 2 .
Hence ∥ diag ( p θ i ) − p θ i p θ i T ∥ 2 ≤ 1 \left\|\operatorname{diag}(p_{\theta_i})-p_{\theta_i}p_{\theta_i}^{\mathsf T}\right\|_2\le1 diag ( p θ i ) − p θ i p θ i T 2 ≤ 1 . The mean-value theorem gives
∥ p θ i ′ − p θ i ∥ 2 ≤ ∥ θ i ( s i , ⋅ ) − θ i ′ ( s i , ⋅ ) ∥ 2 ≤ ∥ θ i − θ i ′ ∥ 2 , \|p_{\theta_i'}-p_{\theta_i}\|_2
\le\|\theta_i(s_i,\cdot)-\theta_i'(s_i,\cdot)\|_2
\le\|\theta_i-\theta_i'\|_2, ∥ p θ i ′ − p θ i ∥ 2 ≤ ∥ θ i ( s i , ⋅ ) − θ i ′ ( s i , ⋅ ) ∥ 2 ≤ ∥ θ i − θ i ′ ∥ 2 ,
which proves (364).
For the kernel bound, for any current state-action pair x = ( s g , a g ) x=(s_g,a_g) x = ( s g , a g ) ,
P π θ ( x , ( s g ′ , a g ′ ) ) = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . (369) P_{\pi_\theta}(x,(s_g',a_g'))=P(s_g'\mid s_g,a_g)\pi_\theta(a_g'\mid s_g'). \tag*{(369)} P π θ ( x , ( s g ′ , a g ′ )) = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . (369)
Since the environment transition P ( s g ′ ∣ s g , a g ) P(s_g'\mid s_g,a_g) P ( s g ′ ∣ s g , a g ) does not depend on θ \theta θ , only the next-action distribution changes. For every ( s g ′ , a g ′ ) (s_g',a_g') ( s g ′ , a g ′ ) ,
∇ θ π θ ( a g ′ ∣ s g ′ ) = π θ ( a g ′ ∣ s g ′ ) S ( θ ; s g ′ , a g ′ ) . (370) \nabla_\theta\pi_\theta(a_g'\mid s_g')
=\pi_\theta(a_g'\mid s_g')S(\theta;s_g',a_g'). \tag*{(370)} ∇ θ π θ ( a g ′ ∣ s g ′ ) = π θ ( a g ′ ∣ s g ′ ) S ( θ ; s g ′ , a g ′ ) . (370)
Therefore
∑ a g ′ ∥ ∇ θ π θ ( a g ′ ∣ s g ′ ) ∥ 2 = ∑ a g ′ π θ ( a g ′ ∣ s g ′ ) ∥ S ( θ ; s g ′ , a g ′ ) ∥ 2 ≤ G . (371) \sum_{a_g'}\|\nabla_\theta\pi_\theta(a_g'\mid s_g')\|_2
=\sum_{a_g'}\pi_\theta(a_g'\mid s_g')\|S(\theta;s_g',a_g')\|_2\le G. \tag*{(371)} a g ′ ∑ ∥ ∇ θ π θ ( a g ′ ∣ s g ′ ) ∥ 2 = a g ′ ∑ π θ ( a g ′ ∣ s g ′ ) ∥ S ( θ ; s g ′ , a g ′ ) ∥ 2 ≤ G . (371)
Applying the mean-value theorem to the map θ ↦ π θ ( ⋅ ∣ s g ′ ) \theta\mapsto\pi_\theta(\cdot\mid s_g') θ ↦ π θ ( ⋅ ∣ s g ′ ) and using (371) gives
∑ a g ′ ∣ π θ ( a g ′ ∣ s g ′ ) − π θ ′ ( a g ′ ∣ s g ′ ) ∣ ≤ G ∥ θ − θ ′ ∥ 2 . (372) \sum_{a_g'}\left|\pi_\theta(a_g'\mid s_g')-\pi_{\theta'}(a_g'\mid s_g')\right|
\le G\|\theta-\theta'\|_2. \tag*{(372)} a g ′ ∑ π θ ( a g ′ ∣ s g ′ ) − π θ ′ ( a g ′ ∣ s g ′ ) ≤ G ∥ θ − θ ′ ∥ 2 . (372)
Hence, under the total-variation convention used in the paper,
∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ T V ≤ ∑ s g ′ P ( s g ′ ∣ s g , a g ) ∥ π θ ( ⋅ ∣ s g ′ ) − π θ ′ ( ⋅ ∣ s g ′ ) ∥ T V ≤ ∑ s g ′ P ( s g ′ ∣ s g , a g ) G ∥ θ − θ ′ ∥ 2 = G ∥ θ − θ ′ ∥ 2 . \begin{aligned}
\|P_{\pi_\theta}(x,\cdot)-P_{\pi_{\theta'}}(x,\cdot)\|_{\mathrm{TV}}
\le\sum_{s_g'}P(s_g'\mid s_g,a_g)\|\pi_\theta(\cdot\mid s_g')-\pi_{\theta'}(\cdot\mid s_g')\|_{\mathrm{TV}} \\
&\le\sum_{s_g'}P(s_g'\mid s_g,a_g)G\|\theta-\theta'\|_2
=G\|\theta-\theta'\|_2.
\end{aligned} ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ TV ≤ s g ′ ∑ P ( s g ′ ∣ s g , a g ) ∥ π θ ( ⋅ ∣ s g ′ ) − π θ ′ ( ⋅ ∣ s g ′ ) ∥ TV ≤ s g ′ ∑ P ( s g ′ ∣ s g , a g ) G ∥ θ − θ ′ ∥ 2 = G ∥ θ − θ ′ ∥ 2 .
Taking the supremum over x x x proves (365).
Lemma 31 (Conditional Markovian mixing error, Lemma 11 restated). Let Θ \Theta Θ be the actor-parameter set considered in the actor proof. For each θ ∈ Θ \theta\in\Theta θ ∈ Θ , define the frozen global state-action kernel
P π θ ( ( s g , a g ) , ( s g ′ , a g ′ ) ) = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . P_{\pi_\theta}((s_g,a_g),(s'_g,a'_g)) = P(s'_g\mid s_g,a_g)\pi_\theta(a'_g\mid s'_g). P π θ (( s g , a g ) , ( s g ′ , a g ′ )) = P ( s g ′ ∣ s g , a g ) π θ ( a g ′ ∣ s g ′ ) . Suppose there exist constants m m i x ≥ 1 m_{\mathrm{mix}} \ge1 m mix ≥ 1 , ρ m i x ∈ ( 0 , 1 ) \rho_{\mathrm{mix}} \in(0,1) ρ mix ∈ ( 0 , 1 ) , and L K < ∞ L_K < \infty L K < ∞ such that, for all θ , θ ′ ∈ Θ \theta,\theta' \in\Theta θ , θ ′ ∈ Θ and all ℓ ≥ 0 \ell\ge0 ℓ ≥ 0 ,
sup x ∥ P π θ ℓ ( x , ⋅ ) − ν θ ∥ T V ≤ m m i x ρ m i x ℓ , (373) \sup_x \left\|P_{\pi_\theta}^{\ell}(x,\cdot)-\nu^\theta\right\|_{\mathrm{TV}} \le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^\ell, \tag*{(373)} x sup P π θ ℓ ( x , ⋅ ) − ν θ TV ≤ m mix ρ mix ℓ , (373) sup x ∥ P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) ∥ T V ≤ L K ∥ θ − θ ′ ∥ , (374) \sup_x\left\|P_{\pi_\theta}(x,\cdot)-P_{\pi_{\theta'}}(x,\cdot)\right\|_{\mathrm{TV}} \le L_K\left\|\theta-\theta'\right\|, \tag*{(374)} x sup P π θ ( x , ⋅ ) − P π θ ′ ( x , ⋅ ) TV ≤ L K ∥ θ − θ ′ ∥ , (374) Define
L ν : = 2 m m i x L K 1 − ρ m i x . (375) L_\nu:= \frac{2m_{\mathrm{mix}}L_K}{1-\rho_{\mathrm{mix}}}. \tag*{(375)} L ν := 1 − ρ mix 2 m mix L K . (375) Then
∥ ν θ − ν θ ′ ∥ T V ≤ L ν ∥ θ − θ ′ ∥ . (376) \left\|\nu^\theta-\nu^{\theta'}\right\|_{\mathrm{TV}} \le L_\nu\left\|\theta-\theta'\right\|. \tag*{(376)} ν θ − ν θ ′ TV ≤ L ν ∥ θ − θ ′ ∥ . (376) Let X t : = ( s g ( t ) , a g ( t ) ) X_t := (s_g(t),a_g(t)) X t := ( s g ( t ) , a g ( t )) and let H t \mathcal{H}_t H t be the history through sample X t X_t X t and all updates up to time t t t . Fix a time t t t , a window τ t ≤ t \tau_t \le t τ t ≤ t , and write s : = t − τ t s := t-\tau_t s := t − τ t . Suppose that, conditional on H s \mathcal{H}_s H s , the adaptive trajectory over the window is generated by
P ( X ℓ + 1 ∈ A ∣ H ℓ ) = P π ϑ ℓ ( X ℓ , A ) , ℓ = s , … , t − 1 , (377) \mathbb{P}(X_{\ell+1}\in A\mid\mathcal{H}_\ell)=P_{\pi_{\vartheta_\ell}}(X_\ell,A),\qquad\ell=s,\ldots,t-1, \tag*{(377)} P ( X ℓ + 1 ∈ A ∣ H ℓ ) = P π ϑ ℓ ( X ℓ , A ) , ℓ = s , … , t − 1 , (377) for H ℓ \mathcal{H}_\ell H ℓ -measurable parameters ϑ ℓ ∈ Θ \vartheta_\ell\in\Theta ϑ ℓ ∈ Θ . In the linear-FA algorithm with H s \mathcal{H}_s H s interpreted after the time-s s s updates, the effective choice is ϑ ℓ = θ ℓ + 1 \vartheta_\ell=\theta_{\ell+1} ϑ ℓ = θ ℓ + 1 ; under a pre-update convention it is ϑ ℓ = θ ℓ \vartheta_\ell=\theta_\ell ϑ ℓ = θ ℓ .
Then, for every H s \mathcal{H}_s H s -measurable test function ϕ t : S g × A g → R d \phi_t:\mathcal{S}_g\times\mathcal{A}_g\to\mathbb{R}^d ϕ t : S g × A g → R d and every nonnegative H s \mathcal{H}_s H s -measurable random variable B t B_t B t satisfying sup x ∥ ϕ t ( x ) ∥ ≤ B t \sup_x\|\phi_t(x)\|\le B_t sup x ∥ ϕ t ( x ) ∥ ≤ B t , the delayed conditional bias satisfies
∥ E [ ϕ t ( X t ) ∣ H t − τ t ] − E ν θ t [ ϕ t ( X ) ] ∥ ≤ B t ϵ ˉ m i x ( t ) , \left\|\mathbb{E}[\phi_t(X_t)\mid\mathcal{H}_{t-\tau_t}]-\mathbb{E}_{\nu^{\theta_t}}[\phi_t(X)]\right\| \le B_t\bar{\epsilon}_{\mathrm{mix}}(t), ∥ E [ ϕ t ( X t ) ∣ H t − τ t ] − E ν θ t [ ϕ t ( X )] ∥ ≤ B t ϵ ˉ mix ( t ) , where
ϵ ˉ m i x ( t ) : = m m i x ρ m i x τ t + L K ∑ ℓ = t − τ t t − 1 ∥ ϑ ℓ − θ t − τ t ∥ + L ν ∑ ℓ = t − τ t t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ . (378) \bar{\epsilon}_{\mathrm{mix}}(t):=m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau_t}+L_K\sum_{\ell=t-\tau_t}^{t-1}\|\vartheta_\ell-\theta_{t-\tau_t}\|+L_\nu\sum_{\ell=t-\tau_t}^{t-1}\|\theta_{\ell+1}-\theta_\ell\|. \tag*{(378)} ϵ ˉ mix ( t ) := m mix ρ mix τ t + L K ℓ = t − τ t ∑ t − 1 ∥ ϑ ℓ − θ t − τ t ∥ + L ν ℓ = t − τ t ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥. (378) With the paper’s normalization of total variation, distances between probability laws are at most one; hence the same bound holds with the clipped quantity
ϵ m i x ( t ) : = min { 1 , ϵ ˉ m i x ( t ) } . (379) \epsilon_{\mathrm{mix}}(t):=\min\{1,\bar{\epsilon}_{\mathrm{mix}}(t)\}. \tag*{(379)} ϵ mix ( t ) := min { 1 , ϵ ˉ mix ( t )} . (379) If, in addition, ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ α ℓ \|\theta_{\ell+1}-\theta_\ell\|\le C_\theta\alpha_\ell ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ α ℓ , α ℓ ≤ C α ( ℓ + 1 ) − a \alpha_\ell\le C_\alpha(\ell+1)^{-a} α ℓ ≤ C α ( ℓ + 1 ) − a for some a ∈ ( 0 , 1 ] a\in(0,1] a ∈ ( 0 , 1 ] , and ϑ ℓ ∈ { θ ℓ , θ ℓ + 1 } \vartheta_\ell\in\{\theta_\ell,\theta_{\ell+1}\} ϑ ℓ ∈ { θ ℓ , θ ℓ + 1 } over the window, then the choice τ t = ⌈ c τ log ( t + 2 ) ⌉ \tau_t=\lceil c_\tau\log(t+2)\rceil τ t = ⌈ c τ log ( t + 2 )⌉ gives
ϵ m i x ( t ) ≤ m m i x ( t + 2 ) − c τ ∣ log ρ m i x ∣ + L K C θ C α τ t 2 ( t − τ t + 1 ) − a + L ν C θ C α τ t ( t − τ t + 1 ) − a , \epsilon_{\mathrm{mix}}(t)\le m_{\mathrm{mix}}(t+2)^{-c_\tau|\log\rho_{\mathrm{mix}}|}+L_KC_\theta C_\alpha\tau_t^2(t-\tau_t+1)^{-a}+L_\nu C_\theta C_\alpha\tau_t(t-\tau_t+1)^{-a}, ϵ mix ( t ) ≤ m mix ( t + 2 ) − c τ ∣ l o g ρ mix ∣ + L K C θ C α τ t 2 ( t − τ t + 1 ) − a + L ν C θ C α τ t ( t − τ t + 1 ) − a , and hence
ϵ m i x ( t ) = O ( t − c τ ∣ log ρ m i x ∣ ) + O ( ( log t ) 2 t − a ) . \epsilon_{\mathrm{mix}}(t)=O\left(t^{-c_\tau|\log\rho_{\mathrm{mix}}|}\right)+O\left((\log t)^2t^{-a}\right). ϵ mix ( t ) = O ( t − c τ ∣ l o g ρ mix ∣ ) + O ( ( log t ) 2 t − a ) . Proof. We first prove the stationary-law Lipschitz bound (376). Fix θ , θ ′ ∈ Θ \theta,\theta'\in\Theta θ , θ ′ ∈ Θ and set
Δ K : = P π θ ′ − P π θ , δ : = ν θ ′ Δ K . \Delta K:=P_{\pi_{\theta'}}-P_{\pi_\theta},\qquad\delta:=\nu^{\theta'}\Delta K. Δ K := P π θ ′ − P π θ , δ := ν θ ′ Δ K . Since ν θ ′ P π θ ′ = ν θ ′ \nu^{\theta'}P_{\pi_{\theta'}}=\nu^{\theta'} ν θ ′ P π θ ′ = ν θ ′ , for every integer $T\ge 1,
ν θ ′ − ν θ ′ P π θ T = ∑ m = 0 T − 1 ( ν θ ′ P π θ ′ m − ν θ ′ P π θ ′ m + 1 ) \nu^{\theta'}-\nu^{\theta'}P_{\pi_\theta}^{T}
=\sum_{m=0}^{T-1}\left(\nu^{\theta'}P_{\pi_{\theta'}}^{m}-\nu^{\theta'}P_{\pi_{\theta'}}^{m+1}\right) ν θ ′ − ν θ ′ P π θ T = m = 0 ∑ T − 1 ( ν θ ′ P π θ ′ m − ν θ ′ P π θ ′ m + 1 ) = ∑ m = 0 T − 1 ν θ ′ ( P π θ ′ − P π θ ) P π θ m = ∑ m = 0 T − 1 δ P π θ m . (380) =\sum_{m=0}^{T-1}\nu^{\theta'}(P_{\pi_{\theta'}}-P_{\pi_\theta})P_{\pi_\theta}^{m}
=\sum_{m=0}^{T-1}\delta P_{\pi_\theta}^{m}. \tag*{(380)} = m = 0 ∑ T − 1 ν θ ′ ( P π θ ′ − P π θ ) P π θ m = m = 0 ∑ T − 1 δ P π θ m . (380) The signed measure δ \delta δ has total mass zero, and the kernel-Lipschitz assumption gives
∥ δ ∥ T V ≤ sup x ∥ P π θ ′ ( x , ⋅ ) − P π θ ( x , ⋅ ) ∥ T V ≤ L K ∥ θ − θ ′ ∥ . (381) \|\delta\|_{\mathrm{TV}}\le\sup_x\left\|P_{\pi_{\theta'}}(x,\cdot)-P_{\pi_\theta}(x,\cdot)\right\|_{\mathrm{TV}}\le L_K\|\theta-\theta'\|. \tag*{(381)} ∥ δ ∥ TV ≤ x sup P π θ ′ ( x , ⋅ ) − P π θ ( x , ⋅ ) TV ≤ L K ∥ θ − θ ′ ∥. (381)
For any scalar test function f f f with ∥ f ∥ ∞ ≤ 1 \|f\|_{\infty} \le1 ∥ f ∥ ∞ ≤ 1 ,
δ P π θ m f = δ ( P π θ m f − ν θ f ) , (382) \delta P_{\pi_{\theta}}^{m}f=\delta\left(P_{\pi_{\theta}}^{m}f-\nu^{\theta}f\right), \tag*{(382)} δ P π θ m f = δ ( P π θ m f − ν θ f ) , (382)
because
δ 1 = ν θ ′ P π θ ′ 1 − ν θ ′ P π θ 1 = ν θ ′ 1 − ν θ ′ 1 = 0. \delta1=\nu^{\theta'}P_{\pi_{\theta'}}1-\nu^{\theta'}P_{\pi_{\theta}}1=\nu^{\theta'}1-\nu^{\theta'}1=0. δ 1 = ν θ ′ P π θ ′ 1 − ν θ ′ P π θ 1 = ν θ ′ 1 − ν θ ′ 1 = 0.
Uniform geometric ergodicity implies
∥ P π θ m f − ν θ f ∥ ∞ ≤ 2 m m i x ρ m i x m . (383) \|P_{\pi_{\theta}}^{m}f-\nu^{\theta}f\|_{\infty}\le2m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{m}. \tag*{(383)} ∥ P π θ m f − ν θ f ∥ ∞ ≤ 2 m mix ρ mix m . (383)
Combining (380)–(383) yields
∣ ( ν θ ′ − ν θ ′ P π θ T ) f ∣ ≤ ∑ m = 0 T − 1 ∣ δ P π θ m f ∣ \left|\left(\nu^{\theta'}-\nu^{\theta'}P_{\pi_{\theta}}^{T}\right)f\right|
\le\sum_{m=0}^{T-1}|\delta P_{\pi_{\theta}}^{m}f| ( ν θ ′ − ν θ ′ P π θ T ) f ≤ m = 0 ∑ T − 1 ∣ δ P π θ m f ∣
≤ 2 m m i x L K ∥ θ − θ ′ ∥ ∑ m = 0 T − 1 ρ m i x m . \le2m_{\mathrm{mix}}L_{K}\|\theta-\theta'\|\sum_{m=0}^{T-1}\rho_{\mathrm{mix}}^{m}. ≤ 2 m mix L K ∥ θ − θ ′ ∥ m = 0 ∑ T − 1 ρ mix m .
Letting T → ∞ T\to\infty T → ∞ and using ν θ ′ P π θ T → ν θ \nu^{\theta'}P_{\pi_{\theta}}^{T}\to\nu^{\theta} ν θ ′ P π θ T → ν θ gives
∣ ( ν θ ′ − ν θ ) f ∣ ≤ 2 m m i x L K 1 − ρ m i x ∥ θ − θ ′ ∥ . |(\nu^{\theta'}-\nu^{\theta})f|
\le\frac{2m_{\mathrm{mix}}L_{K}}{1-\rho_{\mathrm{mix}}}\|\theta-\theta'\|. ∣ ( ν θ ′ − ν θ ) f ∣ ≤ 1 − ρ mix 2 m mix L K ∥ θ − θ ′ ∥.
Taking the supremum over ∥ f ∥ ∞ ≤ 1 \|f\|_{\infty}\le1 ∥ f ∥ ∞ ≤ 1 proves (376).
We next prove the delayed sampling bound. Let μ s ( ⋅ ) : = P ( X s ∈ ⋅ ∣ H s ) \mu_s(\cdot):=\mathbb{P}(X_s\in\cdot\mid\mathcal{H}_s) μ s ( ⋅ ) := P ( X s ∈ ⋅ ∣ H s ) and define the conditional law of X t X_t X t given H s \mathcal{H}_s H s by
λ t : = μ s P π ϑ s P π ϑ s + 1 ⋯ P π ϑ t − 1 . (384) \lambda_t:=\mu_sP_{\pi_{\vartheta_s}}P_{\pi_{\vartheta_{s+1}}}\cdots P_{\pi_{\vartheta_{t-1}}}. \tag*{(384)} λ t := μ s P π ϑ s P π ϑ s + 1 ⋯ P π ϑ t − 1 . (384)
This identity follows by iterating (377). A product telescoping identity gives
μ s P π ϑ s ⋯ P π ϑ t − 1 − μ s P π θ s τ t = ∑ ℓ = s t − 1 μ s P π ϑ s ⋯ P π ϑ ℓ − 1 ( P π ϑ ℓ − P π θ s ) P π θ s t − 1 − ℓ , (385) \mu_sP_{\pi_{\vartheta_s}}\cdots P_{\pi_{\vartheta_{t-1}}}-\mu_sP_{\pi_{\theta_s}}^{\tau_t}
=\sum_{\ell=s}^{t-1}\mu_sP_{\pi_{\vartheta_s}}\cdots P_{\pi_{\vartheta_{\ell-1}}}
\left(P_{\pi_{\vartheta_\ell}}-P_{\pi_{\theta_s}}\right)P_{\pi_{\theta_s}}^{t-1-\ell}, \tag*{(385)} μ s P π ϑ s ⋯ P π ϑ t − 1 − μ s P π θ s τ t = ℓ = s ∑ t − 1 μ s P π ϑ s ⋯ P π ϑ ℓ − 1 ( P π ϑ ℓ − P π θ s ) P π θ s t − 1 − ℓ , (385)
where an empty product is the identity kernel. Since Markov kernels are contractions in total variation,
∥ λ t − μ s P π θ s τ t ∥ T V ≤ ∑ ℓ = s t − 1 sup x ∥ P π ϑ ℓ ( x , ⋅ ) − P π θ s ( x , ⋅ ) ∥ T V ≤ L K ∑ ℓ = s t − 1 ∥ ϑ ℓ − θ s ∥ . (386) \begin{aligned}
\|\lambda_t-\mu_sP_{\pi_{\theta_s}}^{\tau_t}\|_{\mathrm{TV}}
\le\sum_{\ell=s}^{t-1}\sup_x\|P_{\pi_{\vartheta_\ell}}(x,\cdot)-P_{\pi_{\theta_s}}(x,\cdot)\|_{\mathrm{TV}} \\
&\le L_K\sum_{\ell=s}^{t-1}\|\vartheta_\ell-\theta_s\|. \tag*{(386)}
\end{aligned} ∥ λ t − μ s P π θ s τ t ∥ TV ≤ ℓ = s ∑ t − 1 x sup ∥ P π ϑ ℓ ( x , ⋅ ) − P π θ s ( x , ⋅ ) ∥ TV ≤ L K ℓ = s ∑ t − 1 ∥ ϑ ℓ − θ s ∥. (386)
The frozen-chain mixing assumption gives
∥ μ s P π θ s τ t − ν θ s ∥ T V ≤ m m i x ρ m i x τ t . (387) \|\mu_sP_{\pi_{\theta_s}}^{\tau_t}-\nu^{\theta_s}\|_{\mathrm{TV}}
\le m_{\mathrm{mix}}\rho_{\mathrm{mix}}^{\tau_t}. \tag*{(387)} ∥ μ s P π θ s τ t − ν θ s ∥ TV ≤ m mix ρ mix τ t . (387)
The stationary-law Lipschitz bound gives
∥ ν θ s − ν θ t ∥ T V ≤ L ν ∥ θ t − θ s ∥ ≤ L ν ∑ ℓ = s t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ . (388) \begin{aligned}
\|\nu^{\theta_s}-\nu^{\theta_t}\|_{\mathrm{TV}}
\le L_{\nu}\|\theta_t-\theta_s\| \\
&\le L_{\nu}\sum_{\ell=s}^{t-1}\|\theta_{\ell+1}-\theta_\ell\|. \tag*{(388)}
\end{aligned} ∥ ν θ s − ν θ t ∥ TV ≤ L ν ∥ θ t − θ s ∥ ≤ L ν ℓ = s ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥. (388)
Combining (386), (387), and (388) gives
∥ λ t − ν θ t ∥ T V ≤ ε ˉ m i x ( t ) . (389) \|\lambda_t-\nu^{\theta_t}\|_{\mathrm{TV}}\le\bar{\varepsilon}_{\mathrm{mix}}(t). \tag*{(389)} ∥ λ t − ν θ t ∥ TV ≤ ε ˉ mix ( t ) . (389)
The clipped quantity ε m i x ( t ) \varepsilon_{\mathrm{mix}}(t) ε mix ( t ) also bounds the same distance. Therefore, for any H s \mathcal{H}_s H s -measurable ϕ t \phi_t ϕ t and nonnegative H s \mathcal{H}_s H s -measurable B t B_t B t with sup x ∥ ϕ t ( x ) ∥ ≤ B t \sup_x\|\phi_t(x)\|\le B_t sup x ∥ ϕ t ( x ) ∥ ≤ B t ,
∥ E [ ϕ t ( X t ) ∣ H s ] − E ν θ t [ ϕ t ( X ) ] ∥ = ∥ ∫ ϕ t ( x ) λ t ( d x ) − ∫ ϕ t ( x ) ν θ t ( d x ) ∥ ≤ B t ε m i x ( t ) , \left\|\mathbb{E}[\phi_t(X_t)\mid\mathcal{H}_s]-\mathbb{E}_{\nu^{\theta_t}}[\phi_t(X)]\right\|
=\left\|\int\phi_t(x)\lambda_t(dx)-\int\phi_t(x)\nu^{\theta_t}(dx)\right\|
\le B_t\varepsilon_{\mathrm{mix}}(t), ∥ E [ ϕ t ( X t ) ∣ H s ] − E ν θ t [ ϕ t ( X )] ∥ = ∫ ϕ t ( x ) λ t ( d x ) − ∫ ϕ t ( x ) ν θ t ( d x ) ≤ B t ε mix ( t ) ,
which proves the delayed conditional mixing inequality.
It remains to verify the displayed logarithmic-window rate. Put s = t − τ t s=t-\tau_t s = t − τ t . If ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ C α ( ℓ + 1 ) − a \lVert\theta_{\ell+1}-\theta_\ell\rVert\le C_\theta C_\alpha(\ell+1)^{-a} ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ C α ( ℓ + 1 ) − a and ϑ ℓ ∈ { θ ℓ , θ ℓ + 1 } \vartheta_\ell\in\{\theta_\ell,\theta_{\ell+1}\} ϑ ℓ ∈ { θ ℓ , θ ℓ + 1 } , then for ℓ = s , … , t − 1 \ell=s,\ldots,t-1 ℓ = s , … , t − 1 ,
∥ ϑ ℓ − θ s ∥ ≤ ∑ r = s ℓ ∥ θ r + 1 − θ r ∥ ≤ C θ C α ( ℓ − s + 1 ) ( s + 1 ) − a . \lVert\vartheta_\ell-\theta_s\rVert\le\sum_{r=s}^{\ell}\lVert\theta_{r+1}-\theta_r\rVert
\le C_\theta C_\alpha(\ell-s+1)(s+1)^{-a}. ∥ ϑ ℓ − θ s ∥ ≤ r = s ∑ ℓ ∥ θ r + 1 − θ r ∥ ≤ C θ C α ( ℓ − s + 1 ) ( s + 1 ) − a .
Hence
∑ ℓ = s t − 1 ∥ ϑ ℓ − θ s ∥ ≤ C θ C α ( s + 1 ) − a ∑ q = 1 τ t q ≤ C θ C α τ t 2 ( s + 1 ) − a . (390) \sum_{\ell=s}^{t-1}\lVert\vartheta_\ell-\theta_s\rVert
\le C_\theta C_\alpha(s+1)^{-a}\sum_{q=1}^{\tau_t}q
\le C_\theta C_\alpha\tau_t^2(s+1)^{-a}. \tag*{(390)} ℓ = s ∑ t − 1 ∥ ϑ ℓ − θ s ∥ ≤ C θ C α ( s + 1 ) − a q = 1 ∑ τ t q ≤ C θ C α τ t 2 ( s + 1 ) − a . (390)
and similarly
∑ ℓ = s t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ C α τ t ( s + 1 ) − a . (391) \sum_{\ell=s}^{t-1}\lVert\theta_{\ell+1}-\theta_\ell\rVert
\le C_\theta C_\alpha\tau_t(s+1)^{-a}. \tag*{(391)} ℓ = s ∑ t − 1 ∥ θ ℓ + 1 − θ ℓ ∥ ≤ C θ C α τ t ( s + 1 ) − a . (391)
Finally, with τ t = ⌈ c τ log ( t + 2 ) ⌉ \tau_t=\lceil c_\tau\log(t+2)\rceil τ t = ⌈ c τ log ( t + 2 )⌉ ,
ρ m i x τ t ≤ ( t + 2 ) − c τ ∣ log ρ m i x ∣ . (392) \rho_{\mathrm{mix}}^{\tau_t}\le(t+2)^{-c_\tau\lvert\log\rho_{\mathrm{mix}}\rvert}. \tag*{(392)} ρ mix τ t ≤ ( t + 2 ) − c τ ∣ l o g ρ mix ∣ . (392)
Substituting (390), (391), and (392) into (378) gives the asserted finite-time bound and the stated asymptotic order.
Lemma 32 [27 ], Lemma 12 restated] . Suppose the ( c , ρ ) (c,\rho) ( c , ρ ) exponential decay property holds for the unregularized local Q Q Q functions. For each agent i i i , define a truncated critic by
Q ~ i θ ( s i k , a i k ) : = ∑ s − i k ∈ S − i k ∑ a − i k ∈ A − i k ω i ( s − i k , a − i k ; s i k , a i k ) Q i θ ( s i k , s − i k , a i k , a − i k ) , \widetilde{Q}^{\theta}_{i}(s_i^k,a_i^k):=\sum_{s_{-i}^k\in\mathcal{S}_{-i}^k}\sum_{a_{-i}^k\in\mathcal{A}_{-i}^k}\omega_i(s_{-i}^k,a_{-i}^k;s_i^k,a_i^k)Q_i^\theta(s_i^k,s_{-i}^k,a_i^k,a_{-i}^k), Q i θ ( s i k , a i k ) := s − i k ∈ S − i k ∑ a − i k ∈ A − i k ∑ ω i ( s − i k , a − i k ; s i k , a i k ) Q i θ ( s i k , s − i k , a i k , a − i k ) , where the weights are nonnegative and satisfy
∑ s − i k , a − i k ω i ( s − i k , a − i k ; s i k , a i k ) = 1 ∀ ( s i k , a i k ) . \sum_{s_{-i}^k,a_{-i}^k}\omega_i(s_{-i}^k,a_{-i}^k;s_i^k,a_i^k)=1\qquad\forall(s_i^k,a_i^k). s − i k , a − i k ∑ ω i ( s − i k , a − i k ; s i k , a i k ) = 1 ∀ ( s i k , a i k ) . Then:
The truncated critic uniformly approximates the full local critic:
sup s g , a g ∣ Q i θ ( s g , a g ) − Q ~ i θ ( s i k , a i k ) ∣ ≤ c ρ k + 1 . \sup_{s_g,a_g}\left|Q_i^\theta(s_g,a_g)-\widetilde{Q}_i^\theta(s_i^k,a_i^k)\right|\le c\rho^{k+1}. s g , a g sup Q i θ ( s g , a g ) − Q i θ ( s i k , a i k ) ≤ c ρ k + 1 . If ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ ≤ G i \lVert\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\rVert\le G_i ∥ ∇ θ i log π θ i ( a i ∣ s i )∥ ≤ G i , and
g ~ i ( θ ) : = E ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] , \widetilde{g}_i(\theta):=\mathbb{E}_{\nu_\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)\sum_{j\in N_i^k}\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right], g i ( θ ) := E ν θ ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ Q j θ ( s j k , a j k ) , then, under the sum-reward convention J ( θ ) = ∑ j = 1 n J j ( θ ) J(\theta)=\sum_{j=1}^nJ_j(\theta) J ( θ ) = ∑ j = 1 n J j ( θ ) used in this paper,
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ ≤ n G i c ρ k + 1 . \left\lVert\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\right\rVert\le nG_ic\rho^{k+1}. ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ ≤ n G i c ρ k + 1 .
Proof. Fix i i i , θ \theta θ and ( s g , a g ) = ( s i k , s − i k , a i k , a − i k ) (s_g,a_g)=(s_i^k,s_{-i}^k,a_i^k,a_{-i}^k) ( s g , a g ) = ( s i k , s − i k , a i k , a − i k ) . Since the weights defining Q ~ i θ \widetilde{Q}_i^\theta Q i θ are nonnegative and sum to one,
∣ Q i θ ( s g , a g ) − Q ~ i θ ( s i k , a i k ) ∣ ≤ ∑ s − i k , a − i k ω i ( s ˉ − i k , a ˉ − i k ; s i k , a i k ) ⋅ ∣ Q i θ ( s i k , s − i k , a i k , a − i k ) − Q i θ ( s i k , s − i k , a i k , a ˉ − i k ) ∣ ≤ c ρ k + 1 , \begin{aligned}
\left|Q_i^\theta(s_g,a_g)-\widetilde{Q}_i^\theta(s_i^k,a_i^k)\right|
&\le\sum_{s_{-i}^k,a_{-i}^k}\omega_i(\bar{s}_{-i}^k,\bar{a}_{-i}^k;s_i^k,a_i^k)\\
&\qquad\cdot\left|Q_i^\theta(s_i^k,s_{-i}^k,a_i^k,a_{-i}^k)-Q_i^\theta(s_i^k,s_{-i}^k,a_i^k,\bar{a}_{-i}^k)\right|\\
&\le c\rho^{k+1},
\end{aligned} Q i θ ( s g , a g ) − Q i θ ( s i k , a i k ) ≤ s − i k , a − i k ∑ ω i ( s ˉ − i k , a ˉ − i k ; s i k , a i k ) ⋅ Q i θ ( s i k , s − i k , a i k , a − i k ) − Q i θ ( s i k , s − i k , a i k , a ˉ − i k ) ≤ c ρ k + 1 ,
where the last step is exactly the exponential decay property. This proves the first claim.
For the second claim, write S i : = ∇ θ i log π θ i ( a i ∣ s i ) S_i := \nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i) S i := ∇ θ i log π θ i ( a i ∣ s i ) . By the average-reward policy-gradient theorem and Q θ = ∑ j = 1 n Q j θ Q^\theta= \sum_{j=1}^{n}Q_j^\theta Q θ = ∑ j = 1 n Q j θ ,
∇ θ i J ( θ ) = E ν θ [ S i ∑ j = 1 n Q j θ ( s g , a g ) ] . \nabla_{\theta_i}J(\theta)=\mathbb{E}_{\nu_\theta}\left[S_i\sum_{j=1}^{n}Q_j^\theta(s_g,a_g)\right]. ∇ θ i J ( θ ) = E ν θ [ S i j = 1 ∑ n Q j θ ( s g , a g ) ] .
Therefore
g ~ i ( θ ) − ∇ θ i J ( θ ) = ∑ j ∈ N i k E ν θ [ S i ( Q ~ j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] − ∑ j ∉ N i k E ν θ [ S i Q j θ ( s g , a g ) ] . \widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)
=\sum_{j\in N_i^k}\mathbb{E}_{\nu_\theta}\left[S_i\left(\widetilde{Q}_j^\theta(s_j^k,a_j^k)-Q_j^\theta(s_g,a_g)\right)\right]
-\sum_{j\notin N_i^k}\mathbb{E}_{\nu_\theta}\left[S_iQ_j^\theta(s_g,a_g)\right]. g i ( θ ) − ∇ θ i J ( θ ) = j ∈ N i k ∑ E ν θ [ S i ( Q j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] − j ∈ / N i k ∑ E ν θ [ S i Q j θ ( s g , a g ) ] .
For each included critic j ∈ N i k j\in N_i^k j ∈ N i k , the first part of the lemma gives
∥ E ν θ [ S i ( Q ~ j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] ∥ ≤ G i c ρ k + 1 . \left\|\mathbb{E}_{\nu_\theta}\left[S_i\left(\widetilde{Q}_j^\theta(s_j^k,a_j^k)-Q_j^\theta(s_g,a_g)\right)\right]\right\|\leq G_i c\rho^{k+1}. E ν θ [ S i ( Q j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] ≤ G i c ρ k + 1 .
For an omitted critic j ∉ N i k j\notin N_i^k j ∈ / N i k , the graph is undirected, so i ∉ N j k i\notin N_j^k i ∈ / N j k . Hence Q ~ j θ ( s j k , a j k ) \widetilde{Q}_j^\theta(s_j^k,a_j^k) Q j θ ( s j k , a j k ) does not depend on a i a_i a i . Using the product policy and the zero-mean score identity,
E ν θ [ S i Q ~ j θ ( s j k , a j k ) ] = 0. \mathbb{E}_{\nu_\theta}\left[S_i\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right]=0. E ν θ [ S i Q j θ ( s j k , a j k ) ] = 0.
Thus, again by the first part of the lemma,
∥ E ν θ [ S i Q j θ ( s g , a g ) ] ∥ = ∥ E ν θ [ S i ( Q j θ ( s g , a g ) − Q ~ j θ ( s j k , a j k ) ) ] ∥ ≤ G i c ρ k + 1 . \left\|\mathbb{E}_{\nu_\theta}\left[S_iQ_j^\theta(s_g,a_g)\right]\right\|
=\left\|\mathbb{E}_{\nu_\theta}\left[S_i\left(Q_j^\theta(s_g,a_g)-\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right)\right]\right\|
\leq G_i c\rho^{k+1}. E ν θ [ S i Q j θ ( s g , a g ) ] = E ν θ [ S i ( Q j θ ( s g , a g ) − Q j θ ( s j k , a j k ) ) ] ≤ G i c ρ k + 1 .
There are exactly n n n local critics in the full sum. Summing the included and omitted contributions gives ∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ ≤ n G i c ρ k + 1 \|\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\|\leq nG_i c\rho^{k+1} ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ ≤ n G i c ρ k + 1 .
Lemma 33 (Localized actor-direction bias under softmax, Lemma 13 restated). Suppose the ( c , ρ ) (c,\rho) ( c , ρ ) exponential decay property holds for the unregularized local Q Q Q functions, and define the truncated critics Q ~ j θ \widetilde{Q}_j^\theta Q j θ by the convex averaging construction in Lemma 32. For each agent i i i , define the localized stationary actor direction
g ~ i ( θ ) : = E ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) ∑ j ∈ N i k Q ~ j θ ( s j k , a j k ) ] . (393) \widetilde{g}_i(\theta):=\mathbb{E}_{\nu_\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i)\sum_{j\in N_i^k}\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right]. \tag*{(393)} g i ( θ ) := E ν θ ∇ θ i log π θ i ( a i ∣ s i ) j ∈ N i k ∑ Q j θ ( s j k , a j k ) . (393) Under the tabular softmax parameterization,
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n 2 c ρ k + 1 . (394) \|\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\|_2\leq n\sqrt{2}\,c\rho^{k+1}. \tag*{(394)} ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n 2 c ρ k + 1 . (394) More generally, if ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ G i \|\nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i)\|_2\leq G_i ∥ ∇ θ i log π θ i ( a i ∣ s i ) ∥ 2 ≤ G i , then the right-hand side is n G i c ρ k + 1 nG_i c\rho^{k+1} n G i c ρ k + 1 .
Proof. Write S i : = ∇ θ i log π θ i ( a i ∣ s i ) S_i:=\nabla_{\theta_i}\log\pi_{\theta_i}(a_i|s_i) S i := ∇ θ i log π θ i ( a i ∣ s i ) . By Lemma 35 and the convention Q θ = ∑ j = 1 n Q j θ Q^\theta=\sum_{j=1}^{n}Q_j^\theta Q θ = ∑ j = 1 n Q j θ ,
∇ θ i J ( θ ) = E ν θ [ S i ∑ j = 1 n Q j θ ( s g , a g ) ] . (395) \nabla_{\theta_i}J(\theta)=\mathbb{E}_{\nu_\theta}\left[S_i\sum_{j=1}^{n}Q_j^\theta(s_g,a_g)\right]. \tag*{(395)} ∇ θ i J ( θ ) = E ν θ [ S i j = 1 ∑ n Q j θ ( s g , a g ) ] . (395)
Adding and subtracting the truncated critics gives
g ~ i ( θ ) − ∇ θ i J ( θ ) = ∑ j ∈ N i k E ν θ [ S i ( Q ~ j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] − ∑ j ∉ N i k E ν θ [ S i Q j θ ( s g , a g ) ] . (396) \widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)=\sum_{j\in N_i^k}\mathbb{E}_{\nu_\theta}\left[S_i\left(\widetilde{Q}_j^\theta(s_j^k,a_j^k)-Q_j^\theta(s_g,a_g)\right)\right]-\sum_{j\notin N_i^k}\mathbb{E}_{\nu_\theta}\left[S_iQ_j^\theta(s_g,a_g)\right]. \tag*{(396)} g i ( θ ) − ∇ θ i J ( θ ) = j ∈ N i k ∑ E ν θ [ S i ( Q j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] − j ∈ / N i k ∑ E ν θ [ S i Q j θ ( s g , a g ) ] . (396)
For each included critic j ∈ N i k j \in N_i^k j ∈ N i k , Lemma 32 gives
sup s g , a g ∣ Q ~ j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ∣ ≤ c ρ k + 1 . \sup_{s_g,a_g}\left|\widetilde{Q}_j^\theta(s_j^k,a_j^k)-Q_j^\theta(s_g,a_g)\right| \le c\rho^{k+1}. s g , a g sup Q j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ≤ c ρ k + 1 .
Therefore, if ∥ S i ∥ 2 ≤ G i \|S_i\|_2 \le G_i ∥ S i ∥ 2 ≤ G i ,
∥ E ν θ [ S i ( Q ~ j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] ∥ 2 ≤ G i c ρ k + 1 . (397) \left\|\mathbb{E}_{\nu_\theta}\left[S_i\left(\widetilde{Q}_j^\theta(s_j^k,a_j^k)-Q_j^\theta(s_g,a_g)\right)\right]\right\|_2 \le G_i c\rho^{k+1}. \tag*{(397)} E ν θ [ S i ( Q j θ ( s j k , a j k ) − Q j θ ( s g , a g ) ) ] 2 ≤ G i c ρ k + 1 . (397)
Now let j ∉ N i k j \notin N_i^k j ∈ / N i k . Since the graph neighborhoods are symmetric, i ∉ N j k i \notin N_j^k i ∈ / N j k , so Q ~ j θ ( s j k , a j k ) \widetilde{Q}_j^\theta(s_j^k,a_j^k) Q j θ ( s j k , a j k ) does not depend on a i a_i a i . Conditional on all variables except a i a_i a i , the zero-mean score identity (362) gives
E ν θ [ S i Q ~ j θ ( s j k , a j k ) ] = 0. (398) \mathbb{E}_{\nu_\theta}\left[S_i\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right]=0. \tag*{(398)} E ν θ [ S i Q j θ ( s j k , a j k ) ] = 0. (398)
Hence
∥ E ν θ [ S i Q j θ ( s g , a g ) ] ∥ 2 = ∥ E ν θ [ S i ( Q j θ ( s g , a g ) − Q ~ j θ ( s j k , a j k ) ) ] ∥ 2 (399) \left\|\mathbb{E}_{\nu_\theta}\left[S_iQ_j^\theta(s_g,a_g)\right]\right\|_2
=
\left\|\mathbb{E}_{\nu_\theta}\left[S_i\left(Q_j^\theta(s_g,a_g)-\widetilde{Q}_j^\theta(s_j^k,a_j^k)\right)\right]\right\|_2 \tag*{(399)} E ν θ [ S i Q j θ ( s g , a g ) ] 2 = E ν θ [ S i ( Q j θ ( s g , a g ) − Q j θ ( s j k , a j k ) ) ] 2 (399)
≤ G i c ρ k + 1 , (400) \le G_i c\rho^{k+1}, \tag*{(400)} ≤ G i c ρ k + 1 , (400)
again by Lemma 32.
There are at most n n n terms total across the included and omitted critic sums in (396) . Combining (397) and (400) yields
∥ g ~ i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n G i c ρ k + 1 . \|\widetilde{g}_i(\theta)-\nabla_{\theta_i}J(\theta)\|_2 \le nG_i c\rho^{k+1}. ∥ g i ( θ ) − ∇ θ i J ( θ ) ∥ 2 ≤ n G i c ρ k + 1 .
Under tabular softmax, Lemma 29 gives G i = 2 G_i=\sqrt{2} G i = 2 , which proves (394) .
Lemma 34 (Smoothness of the unregularized objective under softmax, Lemma 14 restated). Suppose the policy is the finite-action product softmax policy and that ∣ r i ( s i , a i ) ∣ ≤ r max |r_i(s_i,a_i)| \le r_{\max} ∣ r i ( s i , a i ) ∣ ≤ r m a x for every i , s i , a i i,s_i,a_i i , s i , a i .
Let
R : = n r max , G : = 2 n , H : = 1. R := nr_{\max}, \qquad G := \sqrt{2n}, \qquad H := 1. R := n r m a x , G := 2 n , H := 1.
Assume that the policy-induced global kernels are uniformly ergodic in the sense that
K m i x : = sup θ ∑ t = 0 ∞ sup s g ∈ S g ∥ ( P π θ t ) ( s g , ⋅ ) − d θ ∥ 1 < ∞ . K_{\mathrm{mix}} := \sup_\theta\sum_{t=0}^{\infty}\sup_{s_g\in\mathcal{S}_g}\left\|(P_{\pi_\theta}^t)(s_g,\cdot)-d^\theta\right\|_1 < \infty. K mix := θ sup t = 0 ∑ ∞ s g ∈ S g sup ( P π θ t ) ( s g , ⋅ ) − d θ 1 < ∞.
Define
L d : = K m i x G , L J : = R ( L d + G ) , L V s m : = L d + G , L_d := K_{\mathrm{mix}}G,\qquad L_J := R(L_d+G),\qquad L_V^{\mathrm{sm}} := L_d+G, L d := K mix G , L J := R ( L d + G ) , L V sm := L d + G ,
B V : = 2 R K m i x , B Q : = 2 R + B V , B_V := 2RK_{\mathrm{mix}},\qquad B_Q := 2R+B_V, B V := 2 R K mix , B Q := 2 R + B V ,
L V : = K m i x ( R G ( K m i x + 2 ) + G B V ) + L d B V , L Q : = L J + L V , L_V := K_{\mathrm{mix}}\left(RG(K_{\mathrm{mix}}+2)+GB_V\right)+L_dB_V,\qquad L_Q := L_J+L_V, L V := K mix ( R G ( K mix + 2 ) + G B V ) + L d B V , L Q := L J + L V ,
and
L ∇ J : = L d G B Q + ( G 2 + H ) B Q + G L Q . L_{\nabla J} := L_dGB_Q+(G^2+H)B_Q+GL_Q. L ∇ J := L d G B Q + ( G 2 + H ) B Q + G L Q .
Then the objective-smoothness and objective-upper-bound conclusions used in the actor proof hold with this L ∇ J L_{\nabla J} L ∇ J and with
J max : = sup θ J ( θ ) ≤ n r max . (401) J_{\max}:=\sup_\theta J(\theta)\le nr_{\max}. \tag*{(401)} J m a x := θ sup J ( θ ) ≤ n r m a x . (401)
*That is, for all θ , θ ′ \theta,\theta' θ , θ ′ ,$
∥ ∇ J ( θ ) − ∇ J ( θ ′ ) ∥ ≤ L ∇ J ∥ θ − θ ′ ∥ , (402) \|\nabla J(\theta)-\nabla J(\theta')\|\le L_{\nabla J}\|\theta-\theta'\|, \tag*{(402)} ∥∇ J ( θ ) − ∇ J ( θ ′ ) ∥ ≤ L ∇ J ∥ θ − θ ′ ∥ , (402)
and J J J is bounded above by J max J_{\max} J m a x .
Proof. We use the matrix norm ∥ M ∥ ∞ , 1 : = max x ∑ y ∣ M ( x , y ) ∣ \|M\|_{\infty,1}:=\max_x\sum_y|M(x,y)| ∥ M ∥ ∞ , 1 := max x ∑ y ∣ M ( x , y ) ∣ . Since ∣ r ( s g , a g ) ∣ ≤ R |r(s_g,a_g)|\le R ∣ r ( s g , a g ) ∣ ≤ R , every stationary average reward satisfies J ( θ ) ≤ R = n r max J(\theta)\le R=nr_{\max} J ( θ ) ≤ R = n r m a x , proving the asserted upper bound.
By Lemma 29, each local softmax score has norm at most 2 \sqrt{2} 2 . Since the global product-policy score is the concatenation of the n n n local scores, its norm is at most G = 2 n G=\sqrt{2n} G = 2 n . The softmax coordinate formula in the same lemma also implies that the local score map is 1-Lipschitz in the local logit vector: for a fixed local state-action pair, the only nonconstant part of the score is − π θ i ( ⋅ ∣ s i ) -\pi_{\theta_i}(\cdot\mid s_i) − π θ i ( ⋅ ∣ s i ) , and softmax Jacobian diag ( p ) − p p ⊤ \operatorname{diag}(p)-pp^{\top} diag ( p ) − p p ⊤ has operator norm at most 1. Summing the squared local bounds over agents gives the global score-Lipschitz bound with H = 1 H=1 H = 1 .
For product softmax, ∇ θ π θ ( a g ∣ s g ) = π θ ( a g ∣ s g ) ∇ θ log π θ ( a g ∣ s g ) \nabla_{\theta}\pi_{\theta}(a_g\mid s_g)=\pi_{\theta}(a_g\mid s_g)\nabla_{\theta}\log\pi_{\theta}(a_g\mid s_g) ∇ θ π θ ( a g ∣ s g ) = π θ ( a g ∣ s g ) ∇ θ log π θ ( a g ∣ s g ) , and hence
∑ a g ∥ ∇ θ π θ ( a g ∣ s g ) ∥ ≤ G . \sum_{a_g}\lVert\nabla_{\theta}\pi_{\theta}(a_g\mid s_g)\rVert\leq G. a g ∑ ∥ ∇ θ π θ ( a g ∣ s g )∥ ≤ G .
Applying the mean-value theorem to π θ ( ⋅ ∣ s g ) \pi_{\theta}(\cdot\mid s_g) π θ ( ⋅ ∣ s g ) and to ∇ θ π θ ( ⋅ ∣ s g ) \nabla_{\theta}\pi_{\theta}(\cdot\mid s_g) ∇ θ π θ ( ⋅ ∣ s g ) gives
∥ π θ ( ⋅ ∣ s g ) − π θ ′ ( ⋅ ∣ s g ) ∥ 1 ≤ G ∥ θ − θ ′ ∥ , \lVert\pi_{\theta}(\cdot\mid s_g)-\pi_{\theta'}(\cdot\mid s_g)\rVert_1\leq G\lVert\theta-\theta'\rVert, ∥ π θ ( ⋅ ∣ s g ) − π θ ′ ( ⋅ ∣ s g ) ∥ 1 ≤ G ∥ θ − θ ′ ∥ ,
and
∑ a g ∥ ∇ θ π θ ( a g ∣ s g ) − ∇ θ π θ ′ ( a g ∣ s g ) ∥ ≤ ( G 2 + H ) ∥ θ − θ ′ ∥ . \sum_{a_g}\lVert\nabla_{\theta}\pi_{\theta}(a_g\mid s_g)-\nabla_{\theta}\pi_{\theta'}(a_g\mid s_g)\rVert\leq(G^2+H)\lVert\theta-\theta'\rVert. a g ∑ ∥ ∇ θ π θ ( a g ∣ s g ) − ∇ θ π θ ′ ( a g ∣ s g )∥ ≤ ( G 2 + H ) ∥ θ − θ ′ ∥ .
The second bound follows by writing ∇ π = π ∇ log π \nabla\pi=\pi\nabla\log\pi ∇ π = π ∇ log π and bounding ∑ a ∣ π θ ( a ∣ s ) − π θ ′ ( a ∣ s ) ∣ ∥ ∇ log π θ ( a ∣ s ) ∥ \sum_a\lvert\pi_{\theta}(a\mid s)-\pi_{\theta'}(a\mid s)\rvert\lVert\nabla\log\pi_{\theta}(a\mid s)\rVert ∑ a ∣ π θ ( a ∣ s ) − π θ ′ ( a ∣ s )∣ ∥ ∇ log π θ ( a ∣ s )∥ by G 2 ∥ θ − θ ′ ∥ G^2\lVert\theta-\theta'\rVert G 2 ∥ θ − θ ′ ∥ and ∑ a π θ ′ ( a ∣ s ) ∥ ∇ log π θ ( a ∣ s ) − ∇ log π θ ′ ( a ∣ s ) ∥ \sum_a\pi_{\theta'}(a\mid s)\lVert\nabla\log\pi_{\theta}(a\mid s)-\nabla\log\pi_{\theta'}(a\mid s)\rVert ∑ a π θ ′ ( a ∣ s ) ∥ ∇ log π θ ( a ∣ s ) − ∇ log π θ ′ ( a ∣ s )∥ by H ∥ θ − θ ′ ∥ H\lVert\theta-\theta'\rVert H ∥ θ − θ ′ ∥ . Therefore
∥ P π θ s − P π θ ′ s ∥ ∞ , 1 ≤ G ∥ θ − θ ′ ∥ . \lVert P_{\pi_{\theta}}^s-P_{\pi_{\theta'}}^s\rVert_{\infty,1}\leq G\lVert\theta-\theta'\rVert. ∥ P π θ s − P π θ ′ s ∥ ∞ , 1 ≤ G ∥ θ − θ ′ ∥ .
Define the fundamental matrix
Z θ : = ∑ t = 0 ∞ ( ( P π θ s ) t − 1 d θ ⊤ ) . Z_{\theta}:=\sum_{t=0}^{\infty}\left((P_{\pi_{\theta}}^s)^t-\mathbf{1}d^{\theta\top}\right). Z θ := t = 0 ∑ ∞ ( ( P π θ s ) t − 1 d θ ⊤ ) .
The definition of K m i x K_{\mathrm{mix}} K mix gives ∥ Z θ ∥ ∞ , 1 ≤ K m i x \lVert Z_{\theta}\rVert_{\infty,1}\leq K_{\mathrm{mix}} ∥ Z θ ∥ ∞ , 1 ≤ K mix . The stationary perturbation identity
d θ ′ − d θ = d θ ′ ( P π θ ′ s − P π θ s ) Z θ d^{\theta'}-d^{\theta}=d^{\theta'}(P_{\pi_{\theta'}}^s-P_{\pi_{\theta}}^s)Z_{\theta} d θ ′ − d θ = d θ ′ ( P π θ ′ s − P π θ s ) Z θ
then implies
∥ d θ − d θ ′ ∥ 1 ≤ K m i x ∥ P π θ s − P π θ ′ s ∥ ∞ , 1 , \lVert d^{\theta}-d^{\theta'}\rVert_1\leq K_{\mathrm{mix}}\lVert P_{\pi_{\theta}}^s-P_{\pi_{\theta'}}^s\rVert_{\infty,1}, ∥ d θ − d θ ′ ∥ 1 ≤ K mix ∥ P π θ s − P π θ ′ s ∥ ∞ , 1 ,
which proves the bound for d θ d^{\theta} d θ .
Let r ˉ θ ( s g ) : = ∑ a g π θ ( a g ∣ s g ) r ( s g , a g ) \bar r_{\theta}(s_g):=\sum_{a_g}\pi_{\theta}(a_g\mid s_g)r(s_g,a_g) r ˉ θ ( s g ) := ∑ a g π θ ( a g ∣ s g ) r ( s g , a g ) . Since ∣ r ˉ θ ( s g ) ∣ ≤ R \lvert\bar r_{\theta}(s_g)\rvert\leq R ∣ r ˉ θ ( s g )∣ ≤ R and ∣ r ˉ θ ( s g ) − r ˉ θ ′ ( s g ) ∣ ≤ R G ∥ θ − θ ′ ∥ \lvert\bar r_{\theta}(s_g)-\bar r_{\theta'}(s_g)\rvert\leq RG\lVert\theta-\theta'\rVert ∣ r ˉ θ ( s g ) − r ˉ θ ′ ( s g )∣ ≤ R G ∥ θ − θ ′ ∥ ,
∣ J ( θ ) − J ( θ ′ ) ∣ ≤ ∑ s g ∣ d θ ( s g ) − d θ ′ ( s g ) ∣ ∣ r ˉ θ ( s g ) ∣ + ∑ s g d θ ′ ( s g ) ∣ r ˉ θ ( s g ) − r ˉ θ ′ ( s g ) ∣ ≤ R ( L d + G ) ∥ θ − θ ′ ∥ . \begin{aligned}
\lvert J(\theta)-J(\theta')\rvert
&\leq\sum_{s_g}\lvert d^{\theta}(s_g)-d^{\theta'}(s_g)\rvert\lvert\bar r_{\theta}(s_g)\rvert\\
&\quad+\sum_{s_g}d^{\theta'}(s_g)\lvert\bar r_{\theta}(s_g)-\bar r_{\theta'}(s_g)\rvert\\
&\leq R(L_d+G)\lVert\theta-\theta'\rVert.
\end{aligned} ∣ J ( θ ) − J ( θ ′ )∣ ≤ s g ∑ ∣ d θ ( s g ) − d θ ′ ( s g )∣ ∣ r ˉ θ ( s g )∣ + s g ∑ d θ ′ ( s g ) ∣ r ˉ θ ( s g ) − r ˉ θ ′ ( s g )∣ ≤ R ( L d + G ) ∥ θ − θ ′ ∥ .
Also,
∥ ν θ − ν θ ′ ∥ 1 ≤ ∑ s g ∣ d θ ( s g ) − d θ ′ ( s g ) ∣ + sup s g ∥ π θ ( ⋅ ∣ s g ) − π θ ′ ( ⋅ ∣ s g ) ∥ 1 ≤ ( L d + G ) ∥ θ − θ ′ ∥ . \begin{aligned}
\lVert\nu^{\theta}-\nu^{\theta'}\rVert_1\leq\sum_{s_g}\lvert d^{\theta}(s_g)-d^{\theta'}(s_g)\rvert+\sup_{s_g}\lVert\pi_{\theta}(\cdot\mid s_g)-\pi_{\theta'}(\cdot\mid s_g)\rVert_1 \\
&\leq(L_d+G)\lVert\theta-\theta'\rVert.
\end{aligned} ∥ ν θ − ν θ ′ ∥ 1 ≤ s g ∑ ∣ d θ ( s g ) − d θ ′ ( s g )∣ + s g sup ∥ π θ ( ⋅ ∣ s g ) − π θ ′ ( ⋅ ∣ s g ) ∥ 1 ≤ ( L d + G ) ∥ θ − θ ′ ∥ .
The centered reward h θ : = r ˉ θ − J ( θ ) h_{\theta}:=\bar r_{\theta}-J(\theta) h θ := r ˉ θ − J ( θ ) satisfies ∥ h θ ∥ ∞ ≤ 2 R \lVert h_{\theta}\rVert_{\infty}\leq2R ∥ h θ ∥ ∞ ≤ 2 R and ∥ h θ − h θ ′ ∥ ∞ ≤ R G ( K m i x + 2 ) ∥ θ − θ ′ ∥ \lVert h_{\theta}-h_{\theta'}\rVert_{\infty}\leq RG(K_{\mathrm{mix}}+2)\lVert\theta-\theta'\rVert ∥ h θ − h θ ′ ∥ ∞ ≤ R G ( K mix + 2 ) ∥ θ − θ ′ ∥ . Since
V θ = Z θ h θ , V^{\theta}=Z_{\theta}h_{\theta}, V θ = Z θ h θ ,
we have ∥ V θ ∥ ∞ ≤ B V \lVert V^{\theta}\rVert_{\infty}\leq B_V ∥ V θ ∥ ∞ ≤ B V . Moreover, subtracting the Poisson equations ( I − P π θ s ) V θ = h θ (I-P_{\pi_{\theta}}^s)V^{\theta}=h_{\theta} ( I − P π θ s ) V θ = h θ and ( I − P π θ ′ s ) V θ ′ = h θ ′ (I-P_{\pi_{\theta'}}^s)V^{\theta'}=h_{\theta'} ( I − P π θ ′ s ) V θ ′ = h θ ′ gives
( I − P π θ s ) ( V θ − V θ ′ ) = h θ − h θ ′ + ( P π θ s − P π θ ′ s ) V θ ′ . (I-P_{\pi_{\theta}}^s)(V^{\theta}-V^{\theta'})=h_{\theta}-h_{\theta'}+(P_{\pi_{\theta}}^s-P_{\pi_{\theta'}}^s)V^{\theta'}. ( I − P π θ s ) ( V θ − V θ ′ ) = h θ − h θ ′ + ( P π θ s − P π θ ′ s ) V θ ′ .
Let b θ , θ ′ : = h θ − h θ ′ + ( P π θ s − P π θ ′ s ) V θ ′ b_{\theta,\theta'}:=h_{\theta}-h_{\theta'}+(P_{\pi_{\theta}}^s-P_{\pi_{\theta'}}^s)V^{\theta'} b θ , θ ′ := h θ − h θ ′ + ( P π θ s − P π θ ′ s ) V θ ′ . The vector Z θ b θ , θ ′ Z_{\theta}b_{\theta,\theta'} Z θ b θ , θ ′ is centered under d θ d^{\theta} d θ , whereas V θ − V θ ′ V^{\theta}-V^{\theta'} V θ − V θ ′ has mean
d θ ⊤ ( V θ − V θ ′ ) = − d θ ⊤ V θ ′ = ( d θ ′ − d θ ) ⊤ V θ ′ , d^{\theta\top}(V^{\theta}-V^{\theta'})=-d^{\theta\top}V^{\theta'}=(d^{\theta'}-d^{\theta})^{\top}V^{\theta'}, d θ ⊤ ( V θ − V θ ′ ) = − d θ ⊤ V θ ′ = ( d θ ′ − d θ ) ⊤ V θ ′ ,
because the differential values are normalized by d θ ⊤ V θ = 0 d^{\theta\top}V^\theta=0 d θ ⊤ V θ = 0 and d θ ′ ⊤ V θ ′ = 0 d^{\theta'\top}V^{\theta'}=0 d θ ′ ⊤ V θ ′ = 0 . Hence
V θ − V θ ′ = Z θ b θ , θ ′ + 1 ( d θ ′ − d θ ) ⊤ V θ ′ . V^\theta-V^{\theta'}=Z_{\theta}b_{\theta,\theta'}+\mathbf{1}(d^{\theta'}-d^\theta)^\top V^{\theta'}. V θ − V θ ′ = Z θ b θ , θ ′ + 1 ( d θ ′ − d θ ) ⊤ V θ ′ .
Using the bounds above yields
∥ V θ − V θ ′ ∥ ∞ ≤ K m i x ( ∥ h θ − h θ ′ ∥ ∞ + ∥ P π θ θ − P π θ ′ θ ′ ∥ ∞ , 1 ∥ V θ ′ ∥ ∞ ) + ∥ d θ ′ − d θ ∥ 1 ∥ V θ ′ ∥ ∞ ≤ L V ∥ θ − θ ′ ∥ . \begin{aligned}
\|V^\theta-V^{\theta'}\|_\infty\le K_{\mathrm{mix}}\left(\|h_\theta-h_{\theta'}\|_\infty+\|P_{\pi_\theta}^\theta-P_{\pi_{\theta'}}^{\theta'}\|_{\infty,1}\|V^{\theta'}\|_\infty\right)+\|d^{\theta'}-d^\theta\|_1\|V^{\theta'}\|_\infty\\
&\le L_V\|\theta-\theta'\|.
\end{aligned} ∥ V θ − V θ ′ ∥ ∞ ≤ K mix ( ∥ h θ − h θ ′ ∥ ∞ + ∥ P π θ θ − P π θ ′ θ ′ ∥ ∞ , 1 ∥ V θ ′ ∥ ∞ ) + ∥ d θ ′ − d θ ∥ 1 ∥ V θ ′ ∥ ∞ ≤ L V ∥ θ − θ ′ ∥.
Since Q θ ( s g , a g ) = r ( s g , a g ) − J ( θ ) + ∑ s g ′ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) Q^\theta(s_g,a_g)=r(s_g,a_g)-J(\theta)+\sum_{s'_g}P(s'_g\mid s_g,a_g)V^\theta(s'_g) Q θ ( s g , a g ) = r ( s g , a g ) − J ( θ ) + ∑ s g ′ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) , the Q Q Q -Lipschitz bound follows.
By the policy-gradient lemma,
∇ J ( θ ) = ∑ s g d θ ( s g ) ∑ a g ∇ θ π θ ( a g ∣ s g ) Q θ ( s g , a g ) . \nabla J(\theta)=\sum_{s_g}d^\theta(s_g)\sum_{a_g}\nabla_\theta\pi_\theta(a_g\mid s_g)Q^\theta(s_g,a_g). ∇ J ( θ ) = s g ∑ d θ ( s g ) a g ∑ ∇ θ π θ ( a g ∣ s g ) Q θ ( s g , a g ) .
Also, ∥ Q θ ∥ ∞ ≤ B Q \|Q^\theta\|_\infty\le B_Q ∥ Q θ ∥ ∞ ≤ B Q . Adding and subtracting the corresponding terms at θ ′ \theta' θ ′ gives three terms:
∥ ∇ J ( θ ) − ∇ J ( θ ′ ) ∥ ≤ ∥ d θ − d θ ′ ∥ 1 sup s g ∑ a g ∥ ∇ θ π θ ( a g ∣ s g ) ∥ ∥ Q θ ∥ ∞ + sup s g ∑ a g ∥ ∇ θ π θ ( a g ∣ s g ) − ∇ θ π θ ′ ( a g ∣ s g ) ∥ ∥ Q θ ∥ ∞ + sup s g ∑ a g ∥ ∇ θ π θ ′ ( a g ∣ s g ) ∥ ∣ Q θ ( s g , a g ) − Q θ ′ ( s g , a g ) ∣ ≤ ( L d G B Q + ( G 2 + H ) B Q + G L Q ) ∥ θ − θ ′ ∥ . \begin{aligned}
\|\nabla J(\theta)-\nabla J(\theta')\|
&\le\|d^\theta-d^{\theta'}\|_1\sup_{s_g}\sum_{a_g}\|\nabla_\theta\pi_\theta(a_g\mid s_g)\|\|Q^\theta\|_\infty\\
&\quad+\sup_{s_g}\sum_{a_g}\|\nabla_\theta\pi_\theta(a_g\mid s_g)-\nabla_\theta\pi_{\theta'}(a_g\mid s_g)\|\|Q^\theta\|_\infty\\
&\quad+\sup_{s_g}\sum_{a_g}\|\nabla_\theta\pi_{\theta'}(a_g\mid s_g)\||Q^\theta(s_g,a_g)-Q^{\theta'}(s_g,a_g)|\\
&\le(L_dGB_Q+(G^2+H)B_Q+GL_Q)\|\theta-\theta'\|.
\end{aligned} ∥∇ J ( θ ) − ∇ J ( θ ′ ) ∥ ≤ ∥ d θ − d θ ′ ∥ 1 s g sup a g ∑ ∥ ∇ θ π θ ( a g ∣ s g ) ∥∥ Q θ ∥ ∞ + s g sup a g ∑ ∥ ∇ θ π θ ( a g ∣ s g ) − ∇ θ π θ ′ ( a g ∣ s g ) ∥∥ Q θ ∥ ∞ + s g sup a g ∑ ∥ ∇ θ π θ ′ ( a g ∣ s g ) ∥∣ Q θ ( s g , a g ) − Q θ ′ ( s g , a g ) ∣ ≤ ( L d G B Q + ( G 2 + H ) B Q + G L Q ) ∥ θ − θ ′ ∥.
Lemma 35 (Average-reward policy gradient). Suppose that, for the product policy π θ \pi_\theta π θ , the induced global Markov chain admits a unique stationary distribution d θ d^\theta d θ over S g \mathcal{S}_g S g which is differentiable with respect to θ \theta θ . Let ν θ ( s g , a g ) : = d θ ( s g ) π θ ( a g ∣ s g ) \nu^\theta(s_g,a_g):=d^\theta(s_g)\pi_\theta(a_g\mid s_g) ν θ ( s g , a g ) := d θ ( s g ) π θ ( a g ∣ s g ) denote the stationary state-action distribution. Then, for every agent i ∈ N i\in\mathcal{N} i ∈ N ,
∇ θ i J ( θ ) = ∑ s g ∈ S g d θ ( s g ) ∑ a g ∈ A g ∇ θ i π θ ( a g ∣ s g ) Q θ ( s g , a g ) . \nabla_{\theta_i}J(\theta)=\sum_{s_g\in\mathcal{S}_g}d^\theta(s_g)\sum_{a_g\in\mathcal{A}_g}\nabla_{\theta_i}\pi_\theta(a_g\mid s_g)Q^\theta(s_g,a_g). ∇ θ i J ( θ ) = s g ∈ S g ∑ d θ ( s g ) a g ∈ A g ∑ ∇ θ i π θ ( a g ∣ s g ) Q θ ( s g , a g ) . Equivalently,
∇ θ i J ( θ ) = E ( s g , a g ) ∼ ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) Q θ ( s g , a g ) ] . \nabla_{\theta_i}J(\theta)=\mathbb{E}_{(s_g,a_g)\sim\nu^\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)Q^\theta(s_g,a_g)\right]. ∇ θ i J ( θ ) = E ( s g , a g ) ∼ ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) Q θ ( s g , a g ) ] . For the softmax parameterization, define the one-agent averaged advantage
A ˉ i θ ( s g , a i ) : = ∑ a − i ∈ A − i π θ − i ( a − i ∣ s − i ) Q θ ( s g , a i , a − i ) − V θ ( s g ) , \bar{A}_i^\theta(s_g,a_i):=\sum_{a_{-i}\in\mathcal{A}_{-i}}\pi_{\theta_{-i}}(a_{-i}\mid s_{-i})Q^\theta(s_g,a_i,a_{-i})-V^\theta(s_g), A ˉ i θ ( s g , a i ) := a − i ∈ A − i ∑ π θ − i ( a − i ∣ s − i ) Q θ ( s g , a i , a − i ) − V θ ( s g ) , where s − i s_{-i} s − i and a − i a_{-i} a − i collect the states and actions of all agents except i i i , S − i : = ∏ j ≠ i S j \mathcal{S}_{-i}:=\prod_{j\ne i}\mathcal{S}_j S − i := ∏ j = i S j , A − i : = ∏ j ≠ i A j \mathcal{A}_{-i}:=\prod_{j\ne i}\mathcal{A}_j A − i := ∏ j = i A j , and π θ − i ( a − i ∣ s − i ) : = ∏ j ≠ i π θ j ( a j ∣ s j ) \pi_{\theta_{-i}}(a_{-i}\mid s_{-i}):=\prod_{j\ne i}\pi_{\theta_j}(a_j\mid s_j) π θ − i ( a − i ∣ s − i ) := ∏ j = i π θ j ( a j ∣ s j ) . Then, for every ( s ˉ i , a ˉ i ) ∈ S i × A i (\bar{s}_i,\bar{a}_i)\in\mathcal{S}_i\times\mathcal{A}_i ( s ˉ i , a ˉ i ) ∈ S i × A i ,
∂ J ( θ ) ∂ θ i ( s ˉ i , a ˉ i ) = ∑ s − i ∈ S − i d θ ( s ˉ i , s − i ) π θ i ( a ˉ i ∣ s ˉ i ) A ˉ i θ ( ( s ˉ i , s − i ) , a ˉ i ) . \frac{\partial J(\theta)}{\partial\theta_i(\bar{s}_i,\bar{a}_i)}
=\sum_{s_{-i}\in\mathcal{S}_{-i}}d^\theta(\bar{s}_i,s_{-i})\pi_{\theta_i}(\bar{a}_i\mid\bar{s}_i)\bar{A}_i^\theta((\bar{s}_i,s_{-i}),\bar{a}_i). ∂ θ i ( s ˉ i , a ˉ i ) ∂ J ( θ ) = s − i ∈ S − i ∑ d θ ( s ˉ i , s − i ) π θ i ( a ˉ i ∣ s ˉ i ) A ˉ i θ (( s ˉ i , s − i ) , a ˉ i ) .
Proof. Let
P π θ s g ( s g ′ ∣ s g ) : = ∑ a g ∈ A g π θ ( a g ∣ s g ) P ( s g ′ ∣ s g , a g ) P_{\pi_\theta}^{s_g}(s'_g\mid s_g):=\sum_{a_g\in\mathcal{A}_g}\pi_\theta(a_g\mid s_g)P(s'_g\mid s_g,a_g) P π θ s g ( s g ′ ∣ s g ) := a g ∈ A g ∑ π θ ( a g ∣ s g ) P ( s g ′ ∣ s g , a g )
be the transition kernel of the global Markov chain under π θ \pi_\theta π θ , and let
r ˉ θ ( s g ) : = ∑ a g ∈ A g π θ ( a g ∣ s g ) r ( s g , a g ) . \bar{r}_\theta(s_g):=\sum_{a_g\in\mathcal{A}_g}\pi_\theta(a_g\mid s_g)r(s_g,a_g). r ˉ θ ( s g ) := a g ∈ A g ∑ π θ ( a g ∣ s g ) r ( s g , a g ) .
The average reward is J ( θ ) = ∑ s g d θ ( s g ) r ˉ θ ( s g ) J(\theta)=\sum_{s_g}d^\theta(s_g)\bar r_\theta(s_g) J ( θ ) = ∑ s g d θ ( s g ) r ˉ θ ( s g ) , and the differential value function satisfies the Poisson equation
J ( θ ) + V θ ( s g ) = r ˉ θ ( s g ) + ∑ s g ′ ∈ S g P π θ θ ( s g ′ ∣ s g ) V θ ( s g ′ ) . J(\theta)+V^\theta(s_g)=\bar r_\theta(s_g)+\sum_{s'_g\in\mathcal{S}_g}P^\theta_{\pi_\theta}(s'_g\mid s_g)V^\theta(s'_g). J ( θ ) + V θ ( s g ) = r ˉ θ ( s g ) + s g ′ ∈ S g ∑ P π θ θ ( s g ′ ∣ s g ) V θ ( s g ′ ) .
Differentiating J ( θ ) = d θ ⊤ r ˉ θ J(\theta)=d^{\theta\top}\bar r_\theta J ( θ ) = d θ ⊤ r ˉ θ with respect to any component of θ i \theta_i θ i gives
∇ θ i J ( θ ) = ( ∇ θ i d θ ) ⊤ r ˉ θ + d θ ⊤ ∇ θ i r ˉ θ . \nabla_{\theta_i}J(\theta)=(\nabla_{\theta_i}d^\theta)^\top\bar r_\theta+d^{\theta\top}\nabla_{\theta_i}\bar r_\theta. ∇ θ i J ( θ ) = ( ∇ θ i d θ ) ⊤ r ˉ θ + d θ ⊤ ∇ θ i r ˉ θ .
Since d θ ⊤ P π θ s = d θ ⊤ d^{\theta\top}P^\mathrm{s}_{\pi_\theta}=d^{\theta\top} d θ ⊤ P π θ s = d θ ⊤ and d θ ⊤ 1 = 1 d^{\theta\top}\mathbf{1}=1 d θ ⊤ 1 = 1 , differentiating the stationarity equation yields
( ∇ θ i d θ ) ⊤ ( I − P π θ s ) = d θ ⊤ ∇ θ i P π θ s , ( ∇ θ i d θ ) ⊤ 1 = 0. (\nabla_{\theta_i}d^\theta)^\top(I-P^\mathrm{s}_{\pi_\theta})=d^{\theta\top}\nabla_{\theta_i}P^\mathrm{s}_{\pi_\theta},\qquad(\nabla_{\theta_i}d^\theta)^\top\mathbf{1}=0. ( ∇ θ i d θ ) ⊤ ( I − P π θ s ) = d θ ⊤ ∇ θ i P π θ s , ( ∇ θ i d θ ) ⊤ 1 = 0.
Using the Poisson equation to replace r ˉ θ = J ( θ ) 1 + V θ − P π θ s V θ \bar r_\theta=J(\theta)\mathbf{1}+V^\theta-P^\mathrm{s}_{\pi_\theta}V^\theta r ˉ θ = J ( θ ) 1 + V θ − P π θ s V θ , we obtain
( ∇ θ i d θ ) ⊤ r ˉ θ = ( ∇ θ i d θ ) ⊤ ( J ( θ ) 1 + V θ − P π θ s V θ ) = d θ ⊤ ( ∇ θ i P π θ s ) V θ . \begin{aligned}
(\nabla_{\theta_i}d^\theta)^\top\bar r_\theta=(\nabla_{\theta_i}d^\theta)^\top\left(J(\theta)\mathbf{1}+V^\theta-P^\mathrm{s}_{\pi_\theta}V^\theta\right) \\
&=d^{\theta\top}(\nabla_{\theta_i}P^\mathrm{s}_{\pi_\theta})V^\theta.
\end{aligned} ( ∇ θ i d θ ) ⊤ r ˉ θ = ( ∇ θ i d θ ) ⊤ ( J ( θ ) 1 + V θ − P π θ s V θ ) = d θ ⊤ ( ∇ θ i P π θ s ) V θ .
Therefore,
∇ θ i J ( θ ) = d θ ⊤ ∇ θ i r ˉ θ + d θ ⊤ ( ∇ θ i P π θ s ) V θ = ∑ s g ∈ S g d θ ( s g ) ∑ a g ∈ A g ∇ θ i π θ ( a g ∣ s g ) ( r ( s g , a g ) + ∑ s g ′ ∈ S g P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) ) . \begin{aligned}
\nabla_{\theta_i}J(\theta)=d^{\theta\top}\nabla_{\theta_i}\bar r_\theta+d^{\theta\top}(\nabla_{\theta_i}P^\mathrm{s}_{\pi_\theta})V^\theta\\
&=\sum_{s_g\in\mathcal{S}_g}d^\theta(s_g)\sum_{a_g\in\mathcal{A}_g}\nabla_{\theta_i}\pi_\theta(a_g\mid s_g)\left(r(s_g,a_g)+\sum_{s'_g\in\mathcal{S}_g}P(s'_g\mid s_g,a_g)V^\theta(s'_g)\right).
\end{aligned} ∇ θ i J ( θ ) = d θ ⊤ ∇ θ i r ˉ θ + d θ ⊤ ( ∇ θ i P π θ s ) V θ = s g ∈ S g ∑ d θ ( s g ) a g ∈ A g ∑ ∇ θ i π θ ( a g ∣ s g ) r ( s g , a g ) + s g ′ ∈ S g ∑ P ( s g ′ ∣ s g , a g ) V θ ( s g ′ ) .
Since ∑ a g ∇ θ i π θ ( a g ∣ s g ) = 0 \sum_{a_g}\nabla_{\theta_i}\pi_\theta(a_g\mid s_g)=0 ∑ a g ∇ θ i π θ ( a g ∣ s g ) = 0 , we may subtract J ( θ ) J(\theta) J ( θ ) inside the parentheses. By the definition of Q θ Q^\theta Q θ ,
∇ θ i J ( θ ) = ∑ s g ∈ S g d θ ( s g ) ∑ a g ∈ A g ∇ θ i π θ ( a g ∣ s g ) Q θ ( s g , a g ) . \nabla_{\theta_i}J(\theta)=\sum_{s_g\in\mathcal{S}_g}d^\theta(s_g)\sum_{a_g\in\mathcal{A}_g}\nabla_{\theta_i}\pi_\theta(a_g\mid s_g)Q^\theta(s_g,a_g). ∇ θ i J ( θ ) = s g ∈ S g ∑ d θ ( s g ) a g ∈ A g ∑ ∇ θ i π θ ( a g ∣ s g ) Q θ ( s g , a g ) .
Using ∇ θ i π θ ( a g ∣ s g ) = π θ ( a g ∣ s g ) ∇ θ i log π θ ( a g ∣ s g ) \nabla_{\theta_i}\pi_\theta(a_g\mid s_g)=\pi_\theta(a_g\mid s_g)\nabla_{\theta_i}\log\pi_\theta(a_g\mid s_g) ∇ θ i π θ ( a g ∣ s g ) = π θ ( a g ∣ s g ) ∇ θ i log π θ ( a g ∣ s g ) and the product-policy score identity gives
∇ θ i J ( θ ) = E ( s g , a g ) ∼ ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) Q θ ( s g , a g ) ] . \nabla_{\theta_i}J(\theta)=\mathbb{E}_{(s_g,a_g)\sim\nu^\theta}\left[\nabla_{\theta_i}\log\pi_{\theta_i}(a_i\mid s_i)Q^\theta(s_g,a_g)\right]. ∇ θ i J ( θ ) = E ( s g , a g ) ∼ ν θ [ ∇ θ i log π θ i ( a i ∣ s i ) Q θ ( s g , a g ) ] .
It remains to derive the componentwise softmax expression. Fix ( s ˉ i , a ˉ i ) ∈ S i × A i (\bar s_i,\bar a_i)\in\mathcal{S}_i\times\mathcal{A}_i ( s ˉ i , a ˉ i ) ∈ S i × A i , and write s ˉ g = ( s ˉ i , s − i ) \bar s_g=(\bar s_i,s_{-i}) s ˉ g = ( s ˉ i , s − i ) . From the product form of the policy and the softmax derivative,
∂ J ( θ ) ∂ θ i ( s ˉ i , a ˉ i ) = ∑ s − i ∈ S − i d θ ( s ˉ g ) ∑ a − i ∈ A − i π θ − i ( a − i ∣ s − i ) ∑ a i ∈ A i ∂ π θ i ( a i ∣ s ˉ i ) ∂ θ i ( s ˉ i , a ˉ i ) Q θ ( s ˉ g , a i , a − i ) = ∑ s − i ∈ S − i d θ ( s ˉ g ) ∑ a − i ∈ A − i π θ − i ( a − i ∣ s − i ) ∑ a i ∈ A i π θ i ( a i ∣ s ˉ i ) ( I { a i = a ˉ i } − π θ i ( a ˉ i ∣ s ˉ i ) ) Q θ ( s ˉ g , a i , a − i ) = ∑ s − i ∈ S − i d θ ( s ˉ g ) π θ i ( a ˉ i ∣ s ˉ i ) ∑ a − i ∈ A − i π θ − i ( a − i ∣ s − i ) Q θ ( s ˉ g , a ˉ i , a − i ) − V θ ( s ˉ g ) = ∑ s − i ∈ S − i d θ ( s ˉ g ) π θ i ( a ˉ i ∣ s ˉ i ) A ˉ i θ ( s ˉ g , a ˉ i ) , \begin{aligned}
\frac{\partial J(\theta)}{\partial\theta_i(\bar s_i,\bar a_i)}
=\sum_{s_{-i}\in\mathcal{S}_{-i}}d^\theta(\bar s_g)\sum_{a_{-i}\in\mathcal{A}_{-i}}\pi_{\theta_{-i}}(a_{-i}\mid s_{-i})\sum_{a_i\in\mathcal{A}_i}\frac{\partial\pi_{\theta_i}(a_i\mid\bar s_i)}{\partial\theta_i(\bar s_i,\bar a_i)}Q^\theta(\bar s_g,a_i,a_{-i}) \\
&=\sum_{s_{-i}\in\mathcal{S}_{-i}}d^\theta(\bar s_g)\sum_{a_{-i}\in\mathcal{A}_{-i}}\pi_{\theta_{-i}}(a_{-i}\mid s_{-i})\sum_{a_i\in\mathcal{A}_i}\pi_{\theta_i}(a_i\mid\bar s_i)\left(\mathbb{I}\{a_i=\bar a_i\}-\pi_{\theta_i}(\bar a_i\mid\bar s_i)\right)Q^\theta(\bar s_g,a_i,a_{-i}) \\
&=\sum_{s_{-i}\in\mathcal{S}_{-i}}d^\theta(\bar s_g)\pi_{\theta_i}(\bar a_i\mid\bar s_i)\sum_{a_{-i}\in\mathcal{A}_{-i}}\pi_{\theta_{-i}}(a_{-i}\mid s_{-i})Q^\theta(\bar s_g,\bar a_i,a_{-i})-V^\theta(\bar s_g) \\
&=\sum_{s_{-i}\in\mathcal{S}_{-i}}d^\theta(\bar s_g)\pi_{\theta_i}(\bar a_i\mid\bar s_i)\bar A^\theta_i(\bar s_g,\bar a_i),
\end{aligned} ∂ θ i ( s ˉ i , a ˉ i ) ∂ J ( θ ) = s − i ∈ S − i ∑ d θ ( s ˉ g ) a − i ∈ A − i ∑ π θ − i ( a − i ∣ s − i ) a i ∈ A i ∑ ∂ θ i ( s ˉ i , a ˉ i ) ∂ π θ i ( a i ∣ s ˉ i ) Q θ ( s ˉ g , a i , a − i ) = s − i ∈ S − i ∑ d θ ( s ˉ g ) a − i ∈ A − i ∑ π θ − i ( a − i ∣ s − i ) a i ∈ A i ∑ π θ i ( a i ∣ s ˉ i ) ( I { a i = a ˉ i } − π θ i ( a ˉ i ∣ s ˉ i ) ) Q θ ( s ˉ g , a i , a − i ) = s − i ∈ S − i ∑ d θ ( s ˉ g ) π θ i ( a ˉ i ∣ s ˉ i ) a − i ∈ A − i ∑ π θ − i ( a − i ∣ s − i ) Q θ ( s ˉ g , a ˉ i , a − i ) − V θ ( s ˉ g ) = s − i ∈ S − i ∑ d θ ( s ˉ g ) π θ i ( a ˉ i ∣ s ˉ i ) A ˉ i θ ( s ˉ g , a ˉ i ) ,
where the third equality uses V θ ( s g ) = ∑ a g π θ ( a g ∣ s g ) Q θ ( s g , a g ) V^\theta(s_g)=\sum_{a_g}\pi_\theta(a_g\mid s_g)Q^\theta(s_g,a_g) V θ ( s g ) = ∑ a g π θ ( a g ∣ s g ) Q θ ( s g , a g ) . This completes the proof. □
Numerical Illustration of the Localization–Compression Tradeoff
This section provides a numerical illustration of the interaction between the critic neighborhood radius k k k and the dimension D = d i D=d_i D = d i of a linear representation. The experiment is designed to visualize the structural tradeoff in the bounds that a larger neighborhood can reduce omitted-information error while making a fixed-dimensional critic harder to fit.
Environment and protocol. We use a finite-state networked maintenance environment with local state s i = ( h i , m i ) ∈ { 0 , 1 } 2 s_i=(h_i,m_i)\in\{0,1\}^2 s i = ( h i , m i ) ∈ { 0 , 1 } 2 , action a i ∈ { 0 , 1 } a_i\in\{0,1\} a i ∈ { 0 , 1 } , and local reward r i ( s i , a i ) = h i − 0.20 a i r_i(s_i,a_i)=h_i-0.20a_i r i ( s i , a i ) = h i − 0.20 a i . Here h i h_i h i is a health indicator and m i m_i m i is the action taken by agent i i i in the previous round. With h ˉ i \bar{h}_i h ˉ i and m ˉ i \bar{m}_i m ˉ i denoting the averages of these coordinates over the neighbors of agent i i i , the transition is
Pr ( h i ′ = 1 ∣ s , a i ) = clip ( 0.05 + 0.03 h i + 0.01 a i + 0.05 h ˉ i + 0.75 m ˉ i , 0.05 , 0.95 ) , m i ′ = a i . \Pr(h_i'=1\mid s,a_i)=\operatorname{clip}(0.05+0.03h_i+0.01a_i+0.05\bar{h}_i+0.75\bar{m}_i,0.05,0.95),\qquad m_i'=a_i. Pr ( h i ′ = 1 ∣ s , a i ) = clip ( 0.05 + 0.03 h i + 0.01 a i + 0.05 h ˉ i + 0.75 m ˉ i , 0.05 , 0.95 ) , m i ′ = a i .
The equation assigns small positive effects to the agent’s current health and intervention, a modest effect to its neighbors’ current health, and a much stronger effect to their previous-round interventions; clipping bounds the health probability between 0.05 and 0.95, while m i ′ = a i m_i'=a_i m i ′ = a i stores the current action for the next round. Thus, the current action of a neighbor affects agent i i i only after becoming a state coordinate at the next step, so the transition retains the local factorization used in the main text. We consider paths with 8, 16, 32, and 64 agents and grids of sizes 3 × 3 3\times3 3 × 3 , 4 × 4 4\times4 4 × 4 , 6 × 6 6\times6 6 × 6 , and 8 × 8 8\times8 8 × 8 . Figure H.1 illustrates both network families. The actor observes its own state, while the critic uses radii k ∈ { 0 , 1 , 2 , 3 } k\in\{0,1,2,3\} k ∈ { 0 , 1 , 2 , 3 } . We compare additive and pairwise deterministic hashed embeddings with D ∈ { 4 , 8 , 16 , 32 , 64 , 128 , 256 , 512 } D\in\{4,8,16,32,64,128,256,512\} D ∈ { 4 , 8 , 16 , 32 , 64 , 128 , 256 , 512 } and a tabular baseline. Each main run uses 3,000 training steps and a fresh 300-step greedy evaluation. Curves pool four graph sizes and three seeds; error bars are descriptive normal-approximation 95% confidence intervals. Hyperparameters were tuned separately for each graph family, embedding, D D D , and k k k on a representative path or grid.
Figure H.1. (a) Path: 8 agents (b) Grid: 4 × 4 4\times4 4 × 4 agents. Examples of the experimental networks. Edges connect adjacent agents, with no wraparound connections. The dark node marks agent i i i and light nodes mark its immediate neighbors; together they form the one-hop neighborhood N i 1 N_i^1 N i 1 .
Tuning and selected settings. Tuning uses a 16-node path and a 4 × 4 4\times4 4 × 4 grid, seeds 0, 1, 1,500 training steps, and 180 greedy-evaluation steps. The four joint configurations H j = ( α , β , η , C w , C θ ) H_j=(\alpha,\beta,\eta,C_w,C_\theta) H j = ( α , β , η , C w , C θ ) are
H 1 = ( 0.03 , 0.05 , 0 , 50 , 8 ) , H 2 = ( 0.06 , 0.08 , 0 , 70 , 10 ) , H 3 = ( 0.10 , 0.10 , 0.001 , 70 , 10 ) , H 4 = ( 0.16 , 0.10 , 0.003 , 100 , 12 ) . \begin{aligned}
H_1&=(0.03,0.05,0,50,8), & H_2&=(0.06,0.08,0,70,10),\\
H_3&=(0.10,0.10,0.001,70,10), & H_4&=(0.16,0.10,0.003,100,12).
\end{aligned} H 1 H 3 = ( 0.03 , 0.05 , 0 , 50 , 8 ) , = ( 0.10 , 0.10 , 0.001 , 70 , 10 ) , H 2 H 4 = ( 0.06 , 0.08 , 0 , 70 , 10 ) , = ( 0.16 , 0.10 , 0.003 , 100 , 12 ) .
Here α \alpha α and β \beta β are constant actor and critic stepsizes, η \eta η weights the sampled-state entropy bonus, and C w , C θ C_w,C_\theta C w , C θ bound critic and actor parameters as described below. For each graph family, feature map, D D D , and k k k , we select the individual successful tuning run with the largest greedy reward minus 0.0002 times the Euclidean norm of its critic parameters, including all table entries for the tabular baseline. Table H.1 lists the selected settings. Final runs use seeds 0, 1, 2 at every size, so tuning and final seeds partially overlap. Greedy evaluation starts from a fresh environment with seed s + 4000 s+4000 s + 4000 for training seed s s s , averages all 300 steps without burn-in, and breaks action ties in favor of action 0.
Table H.1: Selected configurations. Each tuple lists the indices of H j H_j H j for k = 0 , 1 , 2 , 3 k = 0, 1, 2, 3 k = 0 , 1 , 2 , 3 , respectively, shared across all four sizes and three final seeds. The D = 4 D = 4 D = 4 entries use the corrected runs.
Table H.1.
Feature construction and updates. Neighborhood observations concatenate ( h j , m j ) (h_j, m_j) ( h j , m j ) in increasing node-index order. Critic keys append the focal action and the number of active immediate neighbors, capped at four; this count is retained even at k = 0 k = 0 k = 0 . For a token sequence q q q , the first four feature coordinates are initialized as 1 1 1 , mean ( q ) / 4 \operatorname{mean}(q)/4 mean ( q ) /4 , max ( q ) / 4 \operatorname{max}(q)/4 max ( q ) /4 , and min ( 1 , ∣ q ∣ / 32 ) \min(1, |q|/32) min ( 1 , ∣ q ∣/32 ) . Deterministic signed hashes add individual-token contributions; pairwise features also hash adjacent tokens in this sequence. Critic features additionally hash the action, count, and their interaction. Hashes use the remaining coordinates for D > 4 D > 4 D > 4 and share the three non-bias coordinates for D = 4 D = 4 D = 4 ; the resulting vector is normalized to unit Euclidean norm. The exact integer mixer and token weights are specified in src/sampled_actor_critic.py in the accompanying source package.
Initial health and memory coordinates are independent Bernoulli( 1 / 2 ) (1/2) ( 1/2 ) draws. Linear actor entries start as independent 0.01 N ( 0 , 1 ) 0.01\,\mathcal{N}(0, 1) 0.01 N ( 0 , 1 ) draws; critics and average-reward estimates start at zero. Each transition updates critics and then actors sequentially by agent index, with average-reward stepsize β \beta β . The actor signal combines the neighborhood mean TD error with the mean critic value minus its counterfactual baseline. Linear critic weights are projected onto the Euclidean ball of radius C w C_w C w , and actor entries are clipped to [ − C θ , C θ ] [-C_\theta, C_\theta] [ − C θ , C θ ] . The tabular baseline instead uses per-agent critic tables and local plus shared actor-logit tables, splitting each actor update equally between the latter two. Its logits use the same Gaussian initialization, unseen critic entries start at zero, and critic entries are clipped individually to [ − C w , C w ] [-C_w, C_w] [ − C w , C w ] .
Environment selection and aggregation. The environment was selected to illustrate the tradeoff. Calibration screened five parameter settings on the representative graphs, using seed 0, 800 training steps, and 120 evaluation steps. For additive features at D = 8 D = 8 D = 8 and pairwise features at D = 8 , 16 D = 8, 16 D = 8 , 16 , it retained the best-scoring configuration at each k k k and maximized, across graph families and feature settings, the average of max ( R 1 , R 2 ) − max ( R 0 , R 3 ) \max(R_1, R_2) - \max(R_0, R_3) max ( R 1 , R 2 ) − max ( R 0 , R 3 ) , where R k R_k R k is the corresponding greedy reward; mean peak reward broke ties. Thus, the observed curve shape describes this selected example and need not hold across environments.
Reported intervals are R ˉ ± 1.96 s R / m \bar{R} \pm1.96s_R/\sqrt{m} R ˉ ± 1.96 s R / m , where s R s_R s R is the sample standard deviation and m = 12 m = 12 m = 12 for pooled curves or m = 3 m = 3 m = 3 for size-specific results. They summarize variation across the included runs. An initial feature-indexing bug caused the original D = 4 D = 4 D = 4 runs to fail; these records are retained but excluded, and all reported D = 4 D = 4 D = 4 results use successful runs after the repair. Dimensions 128, 256, 512 were completed in a later extension with the same tuning and evaluation protocol.
Reproduction records and computation. The accompanying anc/experiment_reproducibility directory contains the implementation, calibration and tuning records, final-run data, selected settings, and execution instructions. It also includes the script for Figure 3 . Recorded elapsed counters sum to approximately 6.33 hours across retained calibration, tuning, final, and auxiliary runs. This is partial timing: setup, final policy evaluations, and failed-run costs are excluded. Runs used NumPy on a local macOS CPU; the historical CPU model, RAM capacity, and peak memory were not logged.
Figure 3. Greedy reward per agent versus k k k (a,b) and d i d_i d i (c,d). Means pool 12 runs (four sizes, three seeds each); bars show descriptive normal-approximation 95% confidence intervals.
Figure H.2. Mean greedy-evaluation reward per agent as the critic radius k k k and representation dimension D D D vary. Each panel pools the four tested sizes in one graph family and the three main-run seeds. The plot uses the corrected summaries that exclude failed pre-repair D = 4 D = 4 D = 4 runs.
Table H.2. Representative entries from Figure H.2. Values are mean reward per agent ± the descriptive 95% confidence interval.
Table H.3. Grid results separated by network size for the pairwise-hashed critic used in Figure 3 . Values are mean greedy reward per agent ± \pm ± the descriptive 95% confidence interval across the three seeds for that size; unlike the main figure, no graph sizes are pooled.
Results. The pooled curves in Figure H.2 and representative entries in Table H.2 show that at small and intermediate D D D , reward can first improve and then deteriorate as k k k grows. For example, on grids with additive features and D = 16 D = 16 D = 16 , reward increases from 0.058 ± 0.003 0.058 \pm0.003 0.058 ± 0.003 at k = 0 k = 0 k = 0 to 0.499 ± 0.117 0.499 \pm0.117 0.499 ± 0.117 at k = 2 k = 2 k = 2 , then falls to 0.314 ± 0.146 0.314 \pm0.146 0.314 ± 0.146 at k = 3 k = 3 k = 3 . The grid pairwise result at D = 8 D = 8 D = 8 and the path pairwise result at D = 16 D = 16 D = 16 show analogous reversals. The size-specific path and grid radius plots in Figures H.3 and H.5, together with the grid values in Table H.3, show how these reversals vary across network sizes. These patterns are consistent with an information–compression tradeoff: a positive radius makes neighbor-state information available, while a growing neighborhood must be represented with the same number of features. The precise best radius depends on the embedding and feature dimension, and the wider intervals at smaller D D D indicate sensitivity to training and hash collisions.
The dimension sweeps in Figures H.4 and H.6 show that increasing D D D largely removes this bottleneck in the tested instances. Every positive path radius reaches approximately 0.676 by D = 32 D = 32 D = 32 , and every positive radius for the grid pairwise embedding reaches 0.676 ± 0.003 0.676 \pm0.003 0.676 ± 0.003 at D = 64 D = 64 D = 64 . Under the same finite trajectory budget, the tabular critic remains near 0.058 for every grid radius and reaches only 0.369 ± 0.006 0.369 \pm0.006 0.369 ± 0.006 on paths, consistent with sparse visitation of a rapidly growing local table. These comparisons illustrate why a compact linear critic can be useful even though it introduces a feature-approximation floor.
Relation to the theoretical framework. These experiments follow the same high-level localization–representation idea as Algorithm 1: actors use local observations, critics incorporate information from a k k k -hop neighborhood, rewards and transitions are locally structured, and finite-dimensional features control critic representation capacity. For scalable implementation across the tested graph families, linear actor and critic parameterizations are shared across agents, neighborhood critic quantities are averaged using a counterfactual baseline, and the actor feature map is varied together with D D D . A few protocol details differ slightly: evaluation uses greedy actions rather than sampling from the stochastic softmax policy, and the tuning and main runs use partially overlapping seeds. The deterministic memory update preserves the local factorization and delayed neighbor interactions; its unit self-interaction places this instance at the boundary of, rather than strictly inside, the coefficient condition used as a sufficient route to spatial decay. These choices preserve the mechanism of interest, and the results provide a reproducible finite-state illustration of the practical localization–representation tradeoff highlighted by the analysis.
Figure H.3. Path results separated by network size for the pairwise-hashed critic. Each panel averages only the three seeds for the indicated path size, so no network sizes are pooled. Curves show d i ∈ { 4 , 8 , 16 , 32 , 64 } d_i \in\{4, 8, 16, 32, 64\} d i ∈ { 4 , 8 , 16 , 32 , 64 } and the tabular critic across k ∈ { 0 , 1 , 2 , 3 } k \in\{0, 1, 2, 3\} k ∈ { 0 , 1 , 2 , 3 } ; error bars are descriptive normal-approximation 95% confidence intervals across the three seeds.
Figure H.4. Path reward versus feature dimension, separated by network size, for the pairwise-hashed critic. Each panel averages only the three seeds for the indicated path size, so no network sizes are pooled. Curves show k ∈ { 0 , 1 , 2 , 3 } k \in\{0, 1, 2, 3\} k ∈ { 0 , 1 , 2 , 3 } ; error bars are descriptive normal-approximation 95% confidence intervals across the three seeds.
Figure H.5. Grid results separated by network size for the pairwise-hashed critic. Each panel averages only the three seeds for the indicated grid size, so no network sizes are pooled. Curves show d i ∈ { 4 , 8 , 16 , 32 , 64 } d_i \in\{4, 8, 16, 32, 64\} d i ∈ { 4 , 8 , 16 , 32 , 64 } and the tabular critic across k ∈ { 0 , 1 , 2 , 3 } k \in\{0, 1, 2, 3\} k ∈ { 0 , 1 , 2 , 3 } ; error bars are descriptive normal-approximation 95% confidence intervals across the three seeds. The corresponding numerical values appear in Table H.3.
Figure H.6. Grid reward versus feature dimension, separated by network size, for the pairwise-hashed critic. Each panel averages only the three seeds for the indicated grid size, so no network sizes are pooled. Curves show k ∈ { 0 , 1 , 2 , 3 } k \in\{0, 1, 2, 3\} k ∈ { 0 , 1 , 2 , 3 } ; error bars are descriptive normal-approximation 95% confidence intervals across the three seeds. The corresponding numerical values appear in Table H.3.