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Mathematical Foundation of RL

by Shiyu Zhao · A mathematical but friendly introduction to reinforcement learning

📘 Complete Book (PDF)

All 10 chapters in one PDF · ~400 pages

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Ch 1

Basic Concepts

Ch 2

State Values & Bellman Equation

Ch 3

Optimal State Values

Ch 4

Value & Policy Iteration

Ch 5

Monte Carlo Methods

Ch 6

Stochastic Approximation

Ch 7

Temporal-Difference Methods

Ch 8

Value Function Methods

Ch 9

Policy Gradient Methods

Ch 10

Actor-Critic Methods

GitHub Repo · Free for educational use