TY  - BOOK
AU  - Bertsekas, Dimitri P.
TI  - Reinforcement learning and optimal control
SN  - 9781886529397 (hb.)
U1  - 519.703 
PY  - 2019///
CY  - Massachusetts
PB  - Athena Scientific
KW  - Mathematics
KW  - Mathematical optimization
KW  - Dynamic programming
KW  - Reinforcement learning
N1  - http://www.athenasc.com/rlbook_athena.html
N2  - This book considers large and challenging multistage decision problems, which can be solved in principle by dynamic programming (DP), but their exact solution is computationally intractable. We discuss solution methods that rely on approximations to produce suboptimal policies with adequate performance. These methods are collectively known by several essentially equivalent names: reinforcement learning, approximate dynamic programming, and neuro-dynamic programming. They have been at the forefront of research for the last 25 years, and they underlie, among others, the recent impressive successes of self-learning in the context of games such as chess and Go
ER  -