Approximate dynamic programming
by Warren B. Powell · first published 2011
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…Martin Puterman". It's fairly mathematical and is for grad-level learning. An alternative is another superb book "Dynamic Programming and Optimal Control" by Dimitri Bersekas. A more accessible book is "Approximate Dynamic Programming" by Warren Powell. I'm not sure if you know what a Markov chain is? Very roughly, any kind of data which changes its value (sometimes referred to as "state") and jumps to a new value is a Markov chain.…
on “Ask HN: Writing my first multi-armed bandit solution..?” ↗…right problem, but getting it to work well might be more of an art than a science. If anyone has any pointers to reading about this kind of thing, I'd be most grateful! I have previously read about "approximate dynamic programming" techniques, e.g. [1] [1] http://castlelab.princeton.edu/Papers/Powell-NRLWhat%20you%2...
on “Introduction to Monte Carlo Tree Search” ↗