Parametric Resonance in Primal-Dual Learning for Slowly Non-Stationary Constrained MDPs
Primal-dual methods for constrained Markov decision processes are analyzed under a two-timescale assumption, with non-stationarity entering through two channels. In the additive channel, where the constraint level oscillates, the dual oscillation saturates at a floor set by the moving optimum and is amplified linearly by the timescale ratio. In the parametric channel, where the constraint sensitivity oscillates, a coherent modulation carries no resonant forcing at any depth: the dual update's stiffness modulation cancels the primal update's damping modulation. Instability instead comes from a mismatch between the constraint estimate used by the primal update and the measurement used by th...
| Authors | Maxime Baelde |
|---|---|
| Primary category | stat.ML |
| Published | 16 October 2026 |
| Last updated at source | 16 October 2026 |
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