We establish a global finite-sample guarantee for synchronous quantile temporal-difference learning (QTD) in tabular distributional reinforcement learning. The proof separates two stability mechanisms. A global comparison argument, based on the order monotonicity of reward cumulative distribution functions and the $W_\infty$ contraction of the distributional Bellman operator, brings an arbitrarily initialized iterate into a local neighborhood. Inside that neighborhood, we linearize the QTD mean field. Its Jacobian is a nonsingular $M$-matrix, and the associated positive semigroup permits a variance-sensitive martingale analysis. For stepsizes $α_t=c(t+1)^{-a}$ with $a\in(1/2,1)$, the leading last-iterate fluctuation is of order $\widetilde O\bigl(T^{-a/2}/\sqrt{1-γ}\bigr)$ and has no polynomial dependence on the number of quantiles. The deterministic transient and the required burn-in can still depend on the smallest Bellman-target density, which is of order $m^{-1}$ in the worst case. The result therefore distinguishes sharply between the local stochastic fluctuation and the global sample complexity.
Ege C. Kaya, Aliasghar Pourghani, Mahsa Ghasemi +2cs.LG math.OC
Coupled-dynamics environments expose the one-step outcomes that would follow from several possible counterfactual actions under a common realization of exogenous randomness. The ordinary Markov decision process formalism allows one to reason about the marginal law of each action but discards dependence across these counterfactual outcomes. The Joint Markov decision process (JMDP) formalism preserves that dependence. Prior work established the formalism and solved the fixed-policy joint moment evaluation problem in JMDPs. This paper develops optimal-control methods. We define a nonparametric distributional Bellman optimality operator for JMDPs, and prove that when the induced marginal MDP has a unique optimal policy, its iterates converge in Wasserstein distance to the optimal joint return law. For the first two moments, we establish convergence under a weaker condition that permits several mean-optimal actions as long as their tie resolutions share a second-moment fixed point. We also derive sampled targets for neural approximation.
In this paper, we study how to perform statistical inference for quantile temporal difference learning (QTD) in distributional reinforcement learning. Assuming access to a generative model, we first establish functional central limit theorems for both synchronous and asynchronous QTD, which show that the averaged iterates of QTD converge weakly to a rescaled Brownian motion. We next provide online inference methods. Based on random scaling, the inference procedure constructs an asymptotically pivotal statistic for inference by using the information along the whole QTD path. Meanwhile, the proposed statistic can be computed online without storing the entire trajectory of QTD iterates. This substantially reduces the memory requirement and enables efficient statistical inference in distributional reinforcement learning.
Distributional soft policy iteration (DSPI) provides an important framework for combining distributional reinforcement learning (DRL) with maximum-entropy control, in which the policy evaluation step is governed by a distributional soft Bellman operator acting on entropy-regularised returns. Theoretical analysis of such an evaluation step requires a probability metric under which Bellman updates can be controlled, typically by showing that the operator contracts the distance between any two candidate return-distribution estimates. In this paper, we focus on the Cramér geometry, a cumulative distribution function (CDF)-based metric with an $L^2$ structure, and study whether the fixed-policy distributional soft Bellman operator has this contraction property and hence a unique fixed point under this metric. Working directly on an admissible CDF field domain, we formulate the CDF-level distributional soft Bellman operator, prove that it is a $\sqrtγ$-contraction, and obtain the corresponding unique fixed point together with convergent iterative policy evaluation. The CDF formulation also shows that this finite-Cramér-domain property follows from a uniform first-moment condition on the combined one-step reward entropy shift, rather than from separate uniform boundedness assumptions on the reward and entropy terms. We then transport the same evaluation problem to the spectral domain by conjugation, obtaining an equivalent Hilbert-space representation of the same decision process. Taken together, these results identify the Cramér-geometric Bellman fixed point associated with the policy-evaluation step of DSPI, providing a reference point for studying approximate critics, evaluation error, and critic-loss design in DSPI-style algorithms.
Active beyond-diagonal reconfigurable intelligent surfaces (BD-RISs) enables hybrid transmitting and reflecting mode to achieve effective signal amplification and full-space coverage, thus providing a promising solution for blockage-aware uplink offloading in heterogeneous mobile edge computing (MEC) systems. However, practical hybrid mode active BD-RIS are realized by reciprocal devices, which inherently generate cross-sector energy leakage that will reshape the system-level energy-latency tradeoff. This paper studies energy-aware offloading and resource allocation for reciprocal active BD-RIS-assisted heterogeneous MEC, where offloading decisions, CPU/GPU computation allocation, transmit powers, receive processing, and active BD-RIS are tightly coupled. The resulting problem is a high-dimensional mixed integer nonconvex problem and is difficult to solve efficiently by conventional per-instance optimization. To address this challenge, we develop an end-to-end joint optimization framework based on a refined version of the distributional soft actor--critic algorithm, named as DSAC-T. By modeling return distributions rather than only expected values, DSAC-T improves policy stability under reward heterogeneity and feasibility-boundary sensitivity. Compared with other baseline algorithms, DSAC-T achieves the best energy-latency reward, the highest feasibility ratio of 81.67%, and a fast online decision time of 0.0267 s per scenario.
Distributional reinforcement learning agents learn full return distributions that are increasingly read at face value: for interpretability, risk-sensitive control, and safety monitoring. We ask a question theory anticipates but that has not been measured directly: are the risk claims of a trained distributional agent true? Our audit combines a decision-relevant screening metric (the excess Wasserstein gap between the top two actions, which equals the mass by which first-order stochastic dominance is violated), ground truth from snapshot-restart Monte Carlo, and a statistical harness (permutation nulls, bootstrap refutation, FDR control) without which the audit itself manufactures false conclusions. Across QR-DQN, C51, and IQN on MinAtar (33 runs), 40-95% of the strongest claimed risk trade-offs are refuted at 95% confidence, the placement of the strongest claims is statistically indistinguishable from truth-blind, and essentially no claim is confirmable: for these agents, the learned "risk" reflects a training artifact rather than environment stochasticity. The artifact is structural (fully formed early in training, uncorrelated with final score, idiosyncratic to each seed) and appears unchanged at full-Atari scale, with every top Breakout claim of a pretrained near-state-of-the-art QR-DQN refuted. Positive controls of known magnitude confirm 96-100% of real claims (correlation 0.89-0.92): the reading measures the agents, not the audit. Acting on the heads' CVaR advice at their most-flagged states ranges from beneficial to significantly worse than chance. Neither training for risk nor ensembling removes the artifact, and recalibration passes the audit only by nullifying the claims: the head is uninformative, not merely miscalibrated. We release the toolkit and document two silent pitfalls that produced convincing but wrong audits of our own.
In this paper, we study quantile-based distributional reinforcement learning from the perspective of statistical efficiency. We focus on distributional policy evaluation, whose goal is to characterize the return distribution, namely the distribution of discounted cumulative rewards under a given policy. To obtain a finite-dimensional representation of the return distribution, we consider the quantile fixed point $η_m$ induced by the quantile-projected distributional Bellman equation. Assuming access to a generative model, we construct an estimator $η_m^{(n)}$ based on an empirical Markov decision process. For a fixed number of quantiles $m$, we establish a non-asymptotic error bound for $η_m^{(n)}$ and $η_m$ under the supremum $W_\infty$ metric, showing that the estimation error scales as $\widetilde{O}(\sqrt{m/n})$ with respect to $m$ and $n$. This implies that the quantile-based distributional policy evaluation problem can be solved with sample efficiency, achieving the optimal parametric $\sqrt{n}$ convergence rate. We derive the asymptotic distribution of the quantile parameters $\sqrt{n}(θ_m^{(n)}-θ_m)$ and characterize the semiparametric efficiency bound, which is attained by our estimator. Beyond the fixed-dimensional setting, we investigate the asymptotic regime in which the number of quantiles diverges. We characterize the limit covariance structure and show that it matches the semiparametric efficiency bound of the nonparametric model for distributional policy evaluation, showing that quantile-based estimators remain asymptotically efficient in the infinite-dimensional limit. Finally, we establish a Berry--Esseen theorem for smooth functionals $\sqrt{n}(η_m^{(n)}(s)-η_m(s))f$, thereby providing a foundation for statistically valid inference on functionals of the quantile-projected return distribution.
Value functions are an essential component in actor-critic based deep reinforcement learning (RL). Conventionally, these functions are trained as a regression task by minimising the mean squared error (MSE) relative to bootstrapped target values. Meanwhile, in distributional RL, a distribution of returns is modelled based on the distributional Bellman operator. This work investigates the Gaussian Histogram Loss (HL-Gauss), a recent approach that reframes value estimation as classification by encoding each scalar Bellman target as a Gaussian-smoothed categorical target. Despite its potential, applying histogram-based losses to RL presents inherent challenges, most notably the requirement to pre-define a fixed support interval, which is often complicated by the non-stationary and stochastic nature of target values typically found in RL tasks. In this work, we propose an approach that dynamically learns the lower and upper bounds of the support instead of assigning them beforehand. We derive an objective that jointly learns these bounds whilst learning the categorical representation of the scalar values, and we show that this objective forms an upper bound on the mean-squared Bellman error. Our theoretical analysis further shows that this bound is tighter than that of non-learned supports of HL-Gauss. Empirically, the proposed objective enables stable adaptation of the support interval and matches HL-Gauss-based actor-critic algorithms on most continuous-control tasks whilst improving on a subset, without requiring a pre-specified support interval.
Quantum reinforcement learning (QRL) is a promising approach to learn effective decision strategies across several applications with stochastic environments. Instead of directly modeling the random variables that govern these environments, existing QRL architectures indirectly approximate environment behavior by estimating expected outcomes, which limits their expressive power and adaptive potential. Overcoming such challenges requires a novel QRL approach that exploits the distributional nature of quantum computers to directly model environment random variables as quantum state distributions. Hence, in this paper, a novel framework dubbed quantum-native reinforcement learning (QnRL) is proposed. QnRL is a distributional RL framework that learns conditional distributions naturally in Hilbert space via superimposed and entangled quantum states. Thus, QnRL can directly model the behavior of stochastic learning environments via the natural properties of quantum systems. QnRL accomplishes this via a novel, proposed quantum amplitude kickback (QuAK) algorithm that enables comparing the $n$-th power of the $m$-th moment of multiple superimposed distributions. It is theoretically proven that a conditional action policy distribution is distilled from the moments of a quantum generative model entirely within Hilbert space via QuAK, and optimized via QnRL. This complex distribution composition is also shown to provide extra dimensions for expressing environment correlations that are unknown to purely classical and classically-sampled quantum distributional models. Experimental results across diverse environments show that QnRL achieves up to $82.9\%$ higher evaluation scores, with up to $94.3\%$ fewer parameters on average, more accurately estimates the expected return for unseen observations, and better adapts to varying stochastic conditions compared to the baseline.