Recall that when using Dynamic Programming algorithms to solve RL problems, we made an assumption about the complete knowledge of the environment. With Monte Carlo methods, we only require experience - sample sequences of states, actions, and rewards from simulated or real interaction with an environment. ...
In two previous notes, MDPs and Bellman equations and Optimal Policy Existence, we have known how MDPs, Bellman equations were defined and how they worked. In this note, we are going to find the solution for the MDP framework with Dynamic Programming. ...
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. ...
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. ...