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A tutorial on linear function approximators for dynamic programming and reinforcement learning

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A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning - Geramifard, Alborz, and Walsh, Thomas J., and Stefanie, Tellex
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A Markov Decision Process (MDP) is a natural framework for formulating sequential decision-making problems under uncertainty. In recent years, researchers have greatly advanced algorithms for learning and acting in MDPs. This book reviews such algorithms, beginning with well-known dynamic programming methods for solving MDPs such as policy iteration and value iteration, then describes approximate dynamic programming methods such as trajectory based value iteration, and finally moves to reinforcement learning methods such as ...

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A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning 2013, now publishers Inc, Hanover

ISBN-13: 9781601987600

Paperback