Mathematical Foundations of Reinforcement Learning

This textbook has received 5,000+ stars! Glad that it is helpful to many readers. (Dec 2024) English lecture videos My English open course is online now. You can click the above figure or the link here to jump to our YouTube channel. You can also click the following links to be directed to specific lecture videos. You are warmly welcome to check out the English videos to see if they are helpful! Why a new book on reinforcement learning? This book aims to provide a mathematical but friendly introduction to the fundamental concepts, basic problems, and classic algorithms in reinforcement learning. Some essential features of this book are highlighted as follows. The book introduces reinforcement learning from a mathematical point of view. Hopefully, readers will not only know the procedure of an algorithm but also understand why it was designed in the first place and why it works effectively. The depth of the mathematics is carefully controlled to an adequate level. The mathematics ... Read full article.