3 ms·

I chatted with Rich Sutton recently and he said he was writing and update - not sure how far along in the process he is though. Also Csaba Szepesvári (a collea

I chatted with Rich Sutton recently and he said he was writing and update - not sure how far along in the process he is though. Also Csaba Szepesvári (a colleague of Rich's at the U of A) has a free RL book you can download. http://www.ualberta.ca/~szepesva/RLBook.html http://www.ualberta.ca/~szepesva/RLBook.html

noelwelsh 12y ago
Csaba's book is the most up-to-date on RL I know of. Sutton and Barto is very old by now. For the POMDP side of things there are no recent books I know of, but http://www.cs.mcgill.ca/~jpineau/files/sross-jair08.pdf http://www.cs.mcgill.ca/~jpineau/files/sross-jair08.pdf is a recent enough survey. A related book is "Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems" which you can find at http://www.princeton.edu/~sbubeck/index.html http://www.princeton.edu/~sbubeck/index.html The bandit problem is very strongly related to the reinforcement learning problem, so you'll get some mileage out of studying bandits. Be aware this area is very maths heavy, which is good or bad depending on your background. If you like you like this stuff, also checkout "Prediction, Learning, and Games" which deals more with the "adversarial" setup.