Second-Order Actor-Critic Methods for Discounted MDPs via Policy Hessian Decomposition

Fuente: arXiv
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Auteurs principaux: Manivannan, Sanjeev, V, Shuban
Format: Preprint
Publié: 2026
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author Manivannan, Sanjeev
V, Shuban
author_facet Manivannan, Sanjeev
V, Shuban
contents We address the discounted reward setting in reinforcement learning (RL). To mitigate the value approximation challenges in policy gradient methods, actor-critic approaches have been developed and are known to converge to stationary points under suitable assumptions. However, these methods rely on first-order updates. In contrast, second-order optimization provides principled curvature-aware updates that are proven to accelerate convergence, but its application in RL is limited by the computational complexity of Hessian estimation. In this work, we analyze second-order approximations for the actor update that leverage the full curvature information of the objective as much as possible. A stable approximation requires treating the action-value function as locally constant with respect to policy parameters, which does not generally hold in policy gradient methods. We show that this approximation becomes well-justified under a two-timescale actor-critic framework, where the critic evolves on a faster timescale and can be treated as quasi-stationary during actor updates. Building on this insight, we formulate a second-order actor-critic method for the discounted reward setting that leverages Hessian-vector product (HVP) computations, resulting in a computationally efficient and stable second-order update.
format Preprint
id arxiv_https___arxiv_org_abs_2605_14982
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Second-Order Actor-Critic Methods for Discounted MDPs via Policy Hessian Decomposition
Manivannan, Sanjeev
V, Shuban
Machine Learning
Artificial Intelligence
We address the discounted reward setting in reinforcement learning (RL). To mitigate the value approximation challenges in policy gradient methods, actor-critic approaches have been developed and are known to converge to stationary points under suitable assumptions. However, these methods rely on first-order updates. In contrast, second-order optimization provides principled curvature-aware updates that are proven to accelerate convergence, but its application in RL is limited by the computational complexity of Hessian estimation. In this work, we analyze second-order approximations for the actor update that leverage the full curvature information of the objective as much as possible. A stable approximation requires treating the action-value function as locally constant with respect to policy parameters, which does not generally hold in policy gradient methods. We show that this approximation becomes well-justified under a two-timescale actor-critic framework, where the critic evolves on a faster timescale and can be treated as quasi-stationary during actor updates. Building on this insight, we formulate a second-order actor-critic method for the discounted reward setting that leverages Hessian-vector product (HVP) computations, resulting in a computationally efficient and stable second-order update.
title Second-Order Actor-Critic Methods for Discounted MDPs via Policy Hessian Decomposition
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2605.14982