Reinforcement Learning and Dynamic Programming Using Function Approximators

by Lucian Busoniu, Robert Babuska, Bart De Schutter, Damien Ernst
CRC Press, Automation and Control Engineering Series. April 2010, 280 pages, ISBN 978-1439821084

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About the book

Reinforcement learning (RL) can optimally solve decision and control problems involving complex dynamic systems, without requiring a mathematical model of the system. If a model is available, dynamic programming (DP), the model-based counterpart of RL, can be used. RL and DP are applicable in a variety of disciplines, including automatic control, artificial intelligence, economics, and medicine. Recent years have seen a surge of interest RL and DP using compact, approximate representations of the solution, which enable algorithms to scale up to realistic problems.

This book provides an in-depth introduction to RL and DP with function approximators. A concise description of classical RL and DP (Chapter 2) builds the foundation for the remainder of the book. This is followed by an extensive review of the state-of-the-art in RL and DP with approximation, which combines algorithm development with theoretical guarantees, illustrative numerical examples, and insightful comparisons (Chapter 3). Each of the final three chapters (4 to 6) is dedicated to a representative algorithm from the three major classes of methods: 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.

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.



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Comments, suggestions, and questions concerning the book or the Web site are welcome. Please contact preferably the first author, Lucian Busoniu, or otherwise any of the other authors (see their respective websites for contact information).