Reinforcement Learning Algorithms for MDPs
Csaba Szepesvári · Wiley Encyclopedia of Operations Research and Management Science · 2011
Abstract 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. The goal in reinforcement learning is to develop efficient learning algorithms, as well as to understand the algorithms' merits and limitations. In this article we focus on a few selected algorithms of reinforcement learning which build on the powerful theory of dynamic programming.