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Paper · arXiv

Sample-Efficient Reinforcement Learning with General Utilities via Neural Dual Critics

Reinforcement learning with general utilities optimizes nonlinear functionals of policy-induced occupancy measures. We develop a natural actor-critic method for concave RLGU objectives admitting an exact variational dual representation, with explicit constructions for a broad class of separable occupancy utilities. Rather than estimating the occupancy measure and then forming the policy-gradient pseudo-reward, our method learns this pseudo-reward directly as a function of the state-action pair using a neural critic. The critic is trained by projected stochastic updates, while multilevel Monte Carlo combines outputs across training horizons to control its bias at logarithmic expected cost....

AuthorsAnkur Naskar, Vaneet Aggarwal
Primary categorycs.LG
Published17 October 2026
Last updated at source17 October 2026
cs.LG
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