Reinforcement Learning in Non-Stationary Environments

This academic paper introduces Non-Stationary Natural Actor-Critic (NS-NAC), a novel model-free, policy-based reinforcement learning algorithm designed for time-varying environments where rewards and transition probabilities change. Traditional reinforcement learning often assumes stationary environments, but real-world applications frequently involve dynamic systems. NS-NAC addresses this by incorporating restart-based exploration and adaptive learning rates to balance forgetting outdated information and learning new environmental dynamics. The paper also presents BORL-NS-NAC, a parameter-free extension that does not require prior knowledge of environmental variation, and provides theoretical guarantees for both algorithms through dynamic regret analysis, supported by empirical simulations.