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Global Convergence of Average Reward Constrained MDPs with Neural Critic and General Policy Parameterization

2026-03-08 · Anirudh Satheesh, Pankaj Kumar Barman, Washim Uddin Mondal, Vaneet Aggarwal arxiv

We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on tabular policies or linear critics, which limits their applicability to high-dimensional and continuous control problems. We propose a primal-dual natural actor-critic algorithm that integrates neural critic estimation with natural policy gradient updates and leverages Neural Tangent Kernel (NTK) theory to control function-approximation error under Markovian sampling, without requiring access to mixing-time oracles. We establish global convergence and cumulative constraint violation rates of $\tilde{\mathcal{O}}(T^-1/4)$ up to approximation errors induced by the policy and critic classes. Our results provide the first such guarantees for CMDPs with general policies and multi-layer neural critics, substantially extending the theoretical foundations of actor-critic methods beyond the linear-critic regime.

📄 PDF Abstract BibTeX arXiv:2603.07698

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Reinforcement LearningContinuous Control

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