Yixin Deng

2papers

2 Papers

4.9LGJul 20
Distributional Soft Bellman Operator under the Cramér Geometry

Keru Wang, Yixin Deng, Yao Lyu et al.

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.

5.4LGMar 13
A Spectral Revisit of the Distributional Bellman Operator under the Cramér Metric

Keru Wang, Yixin Deng, Yao Lyu et al.

Distributional reinforcement learning (DRL) studies the evolution of full return distributions under Bellman updates rather than focusing on expected values. A classical result is that the distributional Bellman operator is contractive under the Cramér metric, which corresponds to an $L^2$ geometry on differences of cumulative distribution functions (CDFs). While this contraction ensures stability of policy evaluation, existing analyses remain largely metric, focusing on contraction properties without elucidating the structural action of the Bellman update on distributions. In this work, we analyse distributional Bellman dynamics directly at the level of CDFs, treating the Cramér geometry as the intrinsic analytical setting. At this level, the Bellman update acts affinely on CDFs and linearly on differences between CDFs, and its contraction property yields a uniform bound on this linear action. Building on this intrinsic formulation, we construct a family of regularised spectral Hilbert representations that realise the CDF-level geometry by exact conjugation, without modifying the underlying Bellman dynamics. The regularisation affects only the geometry and vanishes in the zero-regularisation limit, recovering the native Cramér metric. This framework clarifies the operator structure underlying distributional Bellman updates and provides a foundation for further functional and operator-theoretic analyses in DRL.