Dynamic programming and optimal control
by Dimitri P. Bertsekas · first published 1995
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2011–2019first – last mentioned
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…book on MDP's is "Markov Decision Processes: Discrete Stochastic Dynamic Programming by 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…
on “Ask HN: Writing my first multi-armed bandit solution..?” ↗Bertsekas' earlier books (Dynamic Programming and Optimal Control + Neurodynamic Programming w/ Tsitsiklis) are great references and collect many insights & results that you'd otherwise have to trawl the literature for. I'm very interested to see what a book focused…
on “Reinforcement Learning and Optimal Control” ↗