Algorithmic and Theoretical Foundations of RL

Course Description

This course aims to provide an introduction to basic algorithmic and theoretical ingredients behind reinforcement learning, including Markov decision process, value iteration and policy iteration, Monte Carlo and temporal-difference learning, value function approximation, policy optimization, and online planning.

Main References

  • Reinforcement learning: an introduction by Richard S. Sutton and Andrew G. Barto, 2018

  • Mathematical foundation of reinforcement learning by Shiyu Zhao, 2022

  • Algorithms for decision making by Mikel J. Kochenderfer, Tim A. Wheeler, and Kyle H. Wray, 2022

  • Introduction to Reinforcement Learning by David Silver, 2015