IEEE TRANSACTIONS ON SYSTEMS, MAN AND CYBERNETICS—PART C: APPLICATIONS AND REVIEWS 1 A Survey of Actor-Critic Reinforcement Learning: Standard and Natural Policy Gradients

Abstract—Policy gradient based actor-critic algorithms are amongst the most popular algorithms in the reinforcement learning framework. Their advantage of being able to search for optimal policies using low-variance gradient estimates has made them useful in several real-life applications, such as robotics, power control and finance. Although general surveys on reinforcement learning techniques already exist, no survey is specifically dedicated to actor-critic algorithms in particular. This paper therefore describes the state of the art of actor-critic algorithms, with a focus on methods that can work in an online setting and use function approximation in order to deal with continuous state and action spaces. After starting with a discussion on the concepts of reinforcement learning and the origins of actor-critic algorithms, this paper describes the workings of the natural gradient, which has made its way into many actor-critic algorithms in the past few years. A review of several standard and natural actor-critic algorithms follows and the paper concludes with an overview of application areas and a discussion on open issues. Index Terms—reinforcement learning, actor-critic, natural gra-dient, policy gradient I