Transcription of A Tutorial for Reinforcement Learning
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A Tutorial for Reinforcement Learning
A Tutorial for Reinforcement Learning Abhijit Gosavi Department of Engineering Management and Systems Engineering Missouri University of Science and Technology 219 Engineering Management, Rolla, MO 65409. February 11, 2017. If you nd this Tutorial useful, or the codes in C and MATLAB at ~ useful, please do cite my book (for which this material was prepared), now in its second edition: A. Gosavi. Simulation-Based Optimization: Parametric Optimization Techniques and Re- inforcement Learning , Springer, New York, NY, Second edition, 2014. Book website: 1. Contents 1 Introduction 3. 2 MDPs and SMDPs 3. 3 Reinforcement Learning 7. Average reward .. 7. Selecting the appropriate Learning rate or step size .. 10. Discounted reward .. 10. Codes .. 11. 4 MDP Example 12. Average reward .. 12. Discounted reward .. 12. 5 Conclusions 13. 2.
A Tutorial for Reinforcement Learning Abhijit Gosavi Department of Engineering Management and Systems Engineering Missouri University of Science and Technology
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