Optimal Policy Existence
In the previous note about Markov Decision Processes, Bellman equations, we mentioned that there exists a policy $\pi_*$ that is better than or equal to all other policies. In this note, we will be proving that. ...
Bellman-Equation
Markov Decision Processes, Bellman equations
You may have known or heard vaguely about a computer program called AlphaGo - the AI has beaten Lee Sedol - the winner of 18 world Go titles. One of the techniques it used is called self-play against its other instances, with Reinforcement Learning. ...