Reinforcement Learning and Optimal Control

Small book cover: Reinforcement Learning and Optimal Control

Reinforcement Learning and Optimal Control

by Dimitri P. Bertsekas

Publisher: Athena Scientific 2019
Number of pages: 276

Description:
The purpose of the book is to consider large and challenging multistage decision problems, which can be solved in principle by dynamic programming and optimal control, but their exact solution is computationally intractable. We discuss solution methods that rely on approximations to produce suboptimal policies with adequate performance.

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