Open AccessBook
Dynamic Programming and Optimal Control
TLDR
The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization.Abstract:
The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning.read more
Citations
More filters
Journal ArticleDOI
Deep learning in neural networks
TL;DR: This historical survey compactly summarizes relevant work, much of it from the previous millennium, review deep supervised learning, unsupervised learning, reinforcement learning & evolutionary computation, and indirect search for short programs encoding deep and large networks.
Journal ArticleDOI
Machine learning
TL;DR: Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis.
Journal ArticleDOI
Reinforcement learning: a survey
TL;DR: Central issues of reinforcement learning are discussed, including trading off exploration and exploitation, establishing the foundations of the field via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state.
BookDOI
Sequential Monte Carlo methods in practice
TL;DR: This book presents the first comprehensive treatment of Monte Carlo techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modeling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection.
Posted Content
Reinforcement Learning: A Survey
TL;DR: A survey of reinforcement learning from a computer science perspective can be found in this article, where the authors discuss the central issues of RL, including trading off exploration and exploitation, establishing the foundations of RL via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state.
References
More filters
Journal ArticleDOI
Machine learning
TL;DR: Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis.
Journal ArticleDOI
Learning from delayed rewards
TL;DR: The invention relates to a circuit for use in a receiver which can receive two-tone/stereo signals which is intended to make a choice between mono or stereo reproduction of signal A or of signal B and vice versa.
Journal ArticleDOI
Simulation and the Monte Carlo Method.
Book ChapterDOI
Residual algorithms: reinforcement learning with function approximation
TL;DR: Both direct and residual gradient algorithms are shown to be special cases of residual algorithms, and it is shown that residual algorithms can combine the advantages of each approach.
Journal ArticleDOI
Convergence of Stochastic Iterative Dynamic Programming Algorithms
TL;DR: A rigorous proof of convergence of DP-based learning algorithms is provided by relating them to the powerful techniques of stochastic approximation theory via a new convergence theorem, which establishes a general class of convergent algorithms to which both TD() and Q-learning belong.