Transcription of Algorithms for Reinforcement Learning
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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) .. Monte-Carlo .. ( ): Unifying Monte-Carlo and TD(0) .. Algorithms for large state spaces .. ( ) with function approximation .. temporal difference Learning .. methods ..36 Last update: March 12, choice of the function space ..424 A catalog of Learning problems .. Closed-loop interactive Learning .. Learning in bandits .. Learning in bandits.
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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