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Mathematical Foundations of Reinforcement Learning


This is the homepage of a new book entitled "Mathematical Foundations of Reinforcement Learning." - MathFoundationRL/Book-Mathematical-Foundation-of-Reinforcement-Learning

This book aims to provide a mathematical but friendly introduction to the fundamental concepts, basic problems, and classic algorithms in reinforcement learning. All the examples in this book are based on a grid world task, which is easy to understand and helpful for illustrating concepts and algorithms. For example, we replotted most of the figures, reorganized some contents to make them clearer, corrected some typos, and added Chapter 10, which was not included in the first version.

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