Lecture 7: Introduction to Reinforcement Learning and Q-learning

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After a general introduction, this lecture gives a general formulation of dynamic programming in discrete time.

• AlphaZero, off-line training and on-line play
• Stochastic dynamic programming
• Stochastic shortest path problems
• Q-learning

Read sections 1-2 in Bertsekas' tutorial paper Lessons from AlphaZero Download tutorial paper Lessons from AlphaZero plus sections 4.1-4.2 before Assumption 4.2.1 and 5.4 before 5.4.1 in his book Links to an external site..