Control systems and reinforcement learning

Author(s)

Bibliographic Information

Control systems and reinforcement learning

Sean Meyn

Cambridge University Press, 2022

  • : hardback

Available at  / 1 libraries

Search this Book/Journal

Note

Bibliography: p. 415-430

Inculdes index

Description and Table of Contents

Description

A high school student can create deep Q-learning code to control her robot, without any understanding of the meaning of 'deep' or 'Q', or why the code sometimes fails. This book is designed to explain the science behind reinforcement learning and optimal control in a way that is accessible to students with a background in calculus and matrix algebra. A unique focus is algorithm design to obtain the fastest possible speed of convergence for learning algorithms, along with insight into why reinforcement learning sometimes fails. Advanced stochastic process theory is avoided at the start by substituting random exploration with more intuitive deterministic probing for learning. Once these ideas are understood, it is not difficult to master techniques rooted in stochastic control. These topics are covered in the second part of the book, starting with Markov chain theory and ending with a fresh look at actor-critic methods for reinforcement learning.

Table of Contents

  • 1. Introduction
  • Part I. Fundamentals Without Noise: 2. Control crash course
  • 3. Optimal control
  • 4. ODE methods for algorithm design
  • 5. Value function approximations
  • Part II. Reinforcement Learning and Stochastic Control: 6. Markov chains
  • 7. Stochastic control
  • 8. Stochastic approximation
  • 9. Temporal difference methods
  • 10. Setting the stage, return of the actors
  • A. Mathematical background
  • B. Markov decision processes
  • C. Partial observations and belief states
  • References
  • Glossary of Symbols and Acronyms
  • Index.

by "Nielsen BookData"

Details

Page Top