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18 - Reinforcement Learning

Published online by Cambridge University Press:  20 July 2023

Tong Zhang
Affiliation:
Hong Kong University of Science and Technology
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Summary

This chapter describes some theoretical results of reinforcement learning, and the analysis may be regarded as a natural generalization of techniques introduced for contextual bandit problems. We will consider both model-free and model-based algoithms, and introduce structural results for reinforcemet learning that lead to algorithms with provably efficient statistical complexity.

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Chapter
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Publisher: Cambridge University Press
Print publication year: 2023

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  • Reinforcement Learning
  • Tong Zhang, Hong Kong University of Science and Technology
  • Book: Mathematical Analysis of Machine Learning Algorithms
  • Online publication: 20 July 2023
  • Chapter DOI: https://doi.org/10.1017/9781009093057.019
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  • Reinforcement Learning
  • Tong Zhang, Hong Kong University of Science and Technology
  • Book: Mathematical Analysis of Machine Learning Algorithms
  • Online publication: 20 July 2023
  • Chapter DOI: https://doi.org/10.1017/9781009093057.019
Available formats
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Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Reinforcement Learning
  • Tong Zhang, Hong Kong University of Science and Technology
  • Book: Mathematical Analysis of Machine Learning Algorithms
  • Online publication: 20 July 2023
  • Chapter DOI: https://doi.org/10.1017/9781009093057.019
Available formats
×