We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal control problem that lends itself to an actor-critic learning approach. By explicitly learning a \textit{dual} network to coordinate the interaction between the planning and tracking layers, we demonstrate the ability to achieve an effective consensus between the two components, leading to an interpretable policy. We theoretically prove that our algorithm converges to the optimal dual network in the Linear Quadratic Regulator (LQR) setting and empirically validate its applicability to nonlinear systems through simulation experiments on a unicycle model.