Download or read book A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning written by Alborz Geramifard and published by . This book was released on 2013 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 article 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 Q-Learning, SARSA, and least-squares policy iteration. We describe algorithms in a unified framework, giving pseudocode together with memory and iteration complexity analysis for each. Empirical evaluations of these techniques with four representations across four domains, provide insight into how these algorithms perform with various feature sets in terms of running time and performance.

Download or read book Reinforcement Learning and Dynamic Programming Using Function Approximators written by Lucian Busoniu and published by CRC Press. This book was released on 2017-07-28 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: From household appliances to applications in robotics, engineered systems involving complex dynamics can only be as effective as the algorithms that control them. While Dynamic Programming (DP) has provided researchers with a way to optimally solve decision and control problems involving complex dynamic systems, its practical value was limited by algorithms that lacked the capacity to scale up to realistic problems. However, in recent years, dramatic developments in Reinforcement Learning (RL), the model-free counterpart of DP, changed our understanding of what is possible. Those developments led to the creation of reliable methods that can be applied even when a mathematical model of the system is unavailable, allowing researchers to solve challenging control problems in engineering, as well as in a variety of other disciplines, including economics, medicine, and artificial intelligence. Reinforcement Learning and Dynamic Programming Using Function Approximators provides a comprehensive and unparalleled exploration of the field of RL and DP. With a focus on continuous-variable problems, this seminal text details essential developments that have substantially altered the field over the past decade. In its pages, pioneering experts provide a concise introduction to classical RL and DP, followed by an extensive presentation of the state-of-the-art and novel methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, they elaborate on their work with illustrative examples and insightful comparisons. Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications. The recent development of applications involving complex systems has led to a surge of interest in RL and DP methods and the subsequent need for a quality resource on the subject. For graduate students and others new to the field, this book offers a thorough introduction to both the basics and emerging methods. And for those researchers and practitioners working in the fields of optimal and adaptive control, machine learning, artificial intelligence, and operations research, this resource offers a combination of practical algorithms, theoretical analysis, and comprehensive examples that they will be able to adapt and apply to their own work. Access the authors' website at www.dcsc.tudelft.nl/rlbook/ for additional material, including computer code used in the studies and information concerning new developments.

Download or read book Automatic Basis Function Construction for Reinforcement Learning and Approximate Dynamic Programming written by Philipp W. Keller and published by . This book was released on 2008 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Tutorial on Linear Function Approximators for Dynamic Programming and Reinforcement Learning written by Alborz Geramifard and published by . This book was released on 2013-12 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: This tutorial reviews techniques for planning and learning in Markov Decision Processes (MDPs) with linear function approximation of the value function. Two major paradigms for finding optimal policies were considered: dynamic programming (DP) techniques for planning and reinforcement learning (RL).

Download or read book Reinforcement Learning and Dynamic Programming Using Function Approximators written by and published by . This book was released on 2010 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications.

Download or read book Reinforcement Learning and Dynamic Programming Using Function Approximators written by Lucian Busoniu and published by Createspace Independent Publishing Platform. This book was released on 2017-07-17 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reinforcement Learning and Dynamic Programming Using Function Approximators By Lucian Busoniu

Download or read book Reinforcement Learning and Approximate Dynamic Programming for Feedback Control written by Frank L. Lewis and published by John Wiley & Sons. This book was released on 2013-01-28 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reinforcement learning (RL) and adaptive dynamic programming (ADP) has been one of the most critical research fields in science and engineering for modern complex systems. This book describes the latest RL and ADP techniques for decision and control in human engineered systems, covering both single player decision and control and multi-player games. Edited by the pioneers of RL and ADP research, the book brings together ideas and methods from many fields and provides an important and timely guidance on controlling a wide variety of systems, such as robots, industrial processes, and economic decision-making.

Download or read book From Shortest Paths to Reinforcement Learning written by Paolo Brandimarte and published by Springer Nature. This book was released on 2021-01-11 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.

Download or read book Inference and Learning from Data written by Ali H. Sayed and published by Cambridge University Press. This book was released on 2022-11-30 with total page 1165 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover techniques for inferring unknown variables and quantities with the second volume of this extraordinary three-volume set.

Download or read book Algorithms for Reinforcement Learning written by Csaba Szepesvari and published by Morgan & Claypool Publishers. This book was released on 2010 with total page 89 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reinforcement learning is a learning paradigm concerned with learning to control a system so as to maximize a numerical performance measure that expresses a long-term objective. What distinguishes reinforcement learning from supervised learning is that only partial feedback is given to the learner about the learner's predictions. Further, the predictions may have long term effects through influencing the future state of the controlled system. Thus, time plays a special role. The goal in reinforcement learning is to develop efficient learning algorithms, as well as to understand the algorithms' merits and limitations. Reinforcement learning is of great interest because of the large number of practical applications that it can be used to address, ranging from problems in artificial intelligence to operations research or control engineering. In this book, we focus on those algorithms of reinforcement learning that build on the powerful theory of dynamic programming.We give a fairly comprehensive catalog of learning problems, describe the core ideas, note a large number of state of the art algorithms, followed by the discussion of their theoretical properties and limitations.

Download or read book Dynamic Programming and Optimal Control written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2012-10-23 with total page 715 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the leading and most up-to-date textbook on the far-ranging algorithmic methodology 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. Among its special features, the book 1) provides a unifying framework for sequential decision making, 2) treats simultaneously deterministic and stochastic control problems popular in modern control theory and Markovian decision popular in operations research, 3) develops the theory of deterministic optimal control problems including the Pontryagin Minimum Principle, 4) introduces recent suboptimal control and simulation-based approximation techniques (neuro-dynamic programming), which allow the practical application of dynamic programming to complex problems that involve the dual curse of large dimension and lack of an accurate mathematical model, 5) provides a comprehensive treatment of infinite horizon problems in the second volume, and an introductory treatment in the first volume.

Download or read book Reinforcement Learning and Optimal Control written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2019-07-01 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book considers large and challenging multistage decision problems, which can be solved in principle by dynamic programming (DP), but their exact solution is computationally intractable. We discuss solution methods that rely on approximations to produce suboptimal policies with adequate performance. These methods are collectively known by several essentially equivalent names: reinforcement learning, approximate dynamic programming, neuro-dynamic programming. They have been at the forefront of research for the last 25 years, and they underlie, among others, the recent impressive successes of self-learning in the context of games such as chess and Go. Our subject has benefited greatly from the interplay of ideas from optimal control and from artificial intelligence, as it relates to reinforcement learning and simulation-based neural network methods. One of the aims of the book is to explore the common boundary between these two fields and to form a bridge that is accessible by workers with background in either field. Another aim is to organize coherently the broad mosaic of methods that have proved successful in practice while having a solid theoretical and/or logical foundation. This may help researchers and practitioners to find their way through the maze of competing ideas that constitute the current state of the art. This book relates to several of our other books: Neuro-Dynamic Programming (Athena Scientific, 1996), Dynamic Programming and Optimal Control (4th edition, Athena Scientific, 2017), Abstract Dynamic Programming (2nd edition, Athena Scientific, 2018), and Nonlinear Programming (Athena Scientific, 2016). However, the mathematical style of this book is somewhat different. While we provide a rigorous, albeit short, mathematical account of the theory of finite and infinite horizon dynamic programming, and some fundamental approximation methods, we rely more on intuitive explanations and less on proof-based insights. Moreover, our mathematical requirements are quite modest: calculus, a minimal use of matrix-vector algebra, and elementary probability (mathematically complicated arguments involving laws of large numbers and stochastic convergence are bypassed in favor of intuitive explanations). The book illustrates the methodology with many examples and illustrations, and uses a gradual expository approach, which proceeds along four directions: (a) From exact DP to approximate DP: We first discuss exact DP algorithms, explain why they may be difficult to implement, and then use them as the basis for approximations. (b) From finite horizon to infinite horizon problems: We first discuss finite horizon exact and approximate DP methodologies, which are intuitive and mathematically simple, and then progress to infinite horizon problems. (c) From deterministic to stochastic models: We often discuss separately deterministic and stochastic problems, since deterministic problems are simpler and offer special advantages for some of our methods. (d) From model-based to model-free implementations: We first discuss model-based implementations, and then we identify schemes that can be appropriately modified to work with a simulator. The book is related and supplemented by the companion research monograph Rollout, Policy Iteration, and Distributed Reinforcement Learning (Athena Scientific, 2020), which focuses more closely on several topics related to rollout, approximate policy iteration, multiagent problems, discrete and Bayesian optimization, and distributed computation, which are either discussed in less detail or not covered at all in the present book. The author's website contains class notes, and a series of videolectures and slides from a 2021 course at ASU, which address a selection of topics from both books.

Download or read book Algorithms for Decision Making written by Mykel J. Kochenderfer and published by MIT Press. This book was released on 2022-08-16 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: A broad introduction to algorithms for decision making under uncertainty, introducing the underlying mathematical problem formulations and the algorithms for solving them. Automated decision-making systems or decision-support systems—used in applications that range from aircraft collision avoidance to breast cancer screening—must be designed to account for various sources of uncertainty while carefully balancing multiple objectives. This textbook provides a broad introduction to algorithms for decision making under uncertainty, covering the underlying mathematical problem formulations and the algorithms for solving them. The book first addresses the problem of reasoning about uncertainty and objectives in simple decisions at a single point in time, and then turns to sequential decision problems in stochastic environments where the outcomes of our actions are uncertain. It goes on to address model uncertainty, when we do not start with a known model and must learn how to act through interaction with the environment; state uncertainty, in which we do not know the current state of the environment due to imperfect perceptual information; and decision contexts involving multiple agents. The book focuses primarily on planning and reinforcement learning, although some of the techniques presented draw on elements of supervised learning and optimization. Algorithms are implemented in the Julia programming language. Figures, examples, and exercises convey the intuition behind the various approaches presented.

Download or read book Advances in Artificial Intelligence written by Katsutoshi Yada and published by Springer Nature. This book was released on 2021-07-22 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains expanded versions of research papers presented at the international sessions of Annual Conference of the Japanese Society for Artificial Intelligence (JSAI), which was held online in June 2020. The JSAI annual conferences are considered key events for our organization, and the international sessions held at these conferences play a key role for the society in its efforts to share Japan’s research on artificial intelligence with other countries. In recent years, AI research has proved of great interest to business people. The event draws both more and more presenters and attendees every year, including people of diverse backgrounds such as law and the social sciences, in additional to artificial intelligence. We are extremely pleased to publish this collection of papers as the research results of our international sessions.

Download or read book Reinforcement Learning second edition written by Richard S. Sutton and published by MIT Press. This book was released on 2018-11-13 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: The significantly expanded and updated new edition of a widely used text on reinforcement learning, one of the most active research areas in artificial intelligence. Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives while interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the field's key ideas and algorithms. This second edition has been significantly expanded and updated, presenting new topics and updating coverage of other topics. Like the first edition, this second edition focuses on core online learning algorithms, with the more mathematical material set off in shaded boxes. Part I covers as much of reinforcement learning as possible without going beyond the tabular case for which exact solutions can be found. Many algorithms presented in this part are new to the second edition, including UCB, Expected Sarsa, and Double Learning. Part II extends these ideas to function approximation, with new sections on such topics as artificial neural networks and the Fourier basis, and offers expanded treatment of off-policy learning and policy-gradient methods. Part III has new chapters on reinforcement learning's relationships to psychology and neuroscience, as well as an updated case-studies chapter including AlphaGo and AlphaGo Zero, Atari game playing, and IBM Watson's wagering strategy. The final chapter discusses the future societal impacts of reinforcement learning.

Download or read book Intelligent Robotics and Applications written by YongAn Huang and published by Springer. This book was released on 2017-08-04 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three volume set LNAI 10462, LNAI 10463, and LNAI 10464 constitutes the refereed proceedings of the 10th International Conference on Intelligent Robotics and Applications, ICIRA 2017, held in Wuhan, China, in August 2017. The 235 papers presented in the three volumes were carefully reviewed and selected from 310 submissions. The papers in this first volume of the set are organized in topical sections on soft, micro-nano, bio-inspired robotics; human-machine interaction; swarm robotics; underwater robotics.

Download or read book The Art of Reinforcement Learning written by Michael Hu and published by Apress. This book was released on 2023-08-24 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlock the full potential of reinforcement learning (RL), a crucial subfield of Artificial Intelligence, with this comprehensive guide. This book provides a deep dive into RL's core concepts, mathematics, and practical algorithms, helping you to develop a thorough understanding of this cutting-edge technology. Beginning with an overview of fundamental concepts such as Markov decision processes, dynamic programming, Monte Carlo methods, and temporal difference learning, this book uses clear and concise examples to explain the basics of RL theory. The following section covers value function approximation, a critical technique in RL, and explores various policy approximations such as policy gradient methods and advanced algorithms like Proximal Policy Optimization (PPO). This book also delves into advanced topics, including distributed reinforcement learning, curiosity-driven exploration, and the famous AlphaZero algorithm, providing readers with a detailed account of these cutting-edge techniques. With a focus on explaining algorithms and the intuition behind them, The Art of Reinforcement Learning includes practical source code examples that you can use to implement RL algorithms. Upon completing this book, you will have a deep understanding of the concepts, mathematics, and algorithms behind reinforcement learning, making it an essential resource for AI practitioners, researchers, and students. What You Will Learn Grasp fundamental concepts and distinguishing features of reinforcement learning, including how it differs from other AI and non-interactive machine learning approaches Model problems as Markov decision processes, and how to evaluate and optimize policies using dynamic programming, Monte Carlo methods, and temporal difference learning Utilize techniques for approximating value functions and policies, including linear and nonlinear value function approximation and policy gradient methods Understand the architecture and advantages of distributed reinforcement learning Master the concept of curiosity-driven exploration and how it can be leveraged to improve reinforcement learning agents Explore the AlphaZero algorithm and how it was able to beat professional Go players Who This Book Is For Machine learning engineers, data scientists, software engineers, and developers who want to incorporate reinforcement learning algorithms into their projects and applications.