Algorithms for Reinforcement Learning
Algorithms for Reinforcement LearningDraft of the lecture published in theSynthesis Lectures on Artificial Intelligence and Machine LearningseriesbyMorgan & Claypool PublishersCsaba Szepesv ariJune 9, 2009 Contents1 Overview32 Markov decision Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Markov Decision Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . Value functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dynamic programming Algorithms for solving MDPs . . . . . . . . . . . . . .163 Value prediction Temporal difference Learning in finite state spaces . . . . . . . . . . . . . . . TD(0).
ning; simulation; PAC-learning; Q-learning; actor-critic methods; policy gradient; natural gradient 1 Overview Reinforcement learning (RL) refers to both a learning problem and a sub eld of machine learning. As a learning problem, it refers to learning to control a system so as to maxi-mize some numerical value which represents a long-term ...
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