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Reinforcement Learning and Dynamic Programming Using Function Approximators
Hardcover
Series: Automation and Control Engineering, Book 39
Technology & EngineeringGeneral Computers
ISBN13: 9781439821084
Publisher: Crc Pr Inc
Published: Apr 29 2010
Pages: 280
Weight: 1.19
Height: 0.90 Width: 6.20 Depth: 9.30
Language: English
While Dynamic Programming (DP) has helped solve control problems involving dynamic systems, its value was limited by algorithms that lacked practical scale-up capacity. In recent years, developments in Reinforcement Learning (RL), DP's model-free counterpart, has changed this. Focusing on continuous-variable problems, this unparalleled work provides an introduction to classical RL and DP, followed by a presentation of current methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, it offers illustrative examples that readers will be able to adapt to their own work.
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