Author

Asha Barua

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Jul 2026

Finite-Time Analysis of the Natural Policy Gradient in Finite-Horizon Markov Decision Processes

This paper provides the first finite-time convergence guarantees for this algorithm in this setting, for which it is proved that NPG converges sublinearly with a rate of $\mathcal{O}(H^{2}/t)$ after $t$ iterations, where $H$ is the horizon length.

Asha Barua, S. Khodadadian · arXiv.org · 0 citations