Dynamic Programming and Reinforcement Learning (A.Y. 2023/24)

Textbooks

Dynamic Programming

• [RLOC] Reinforcement Learning and Optimal Control, D. Bertsekas, Athena Scientific, 2019.

• Slides provided during the classes

Reinforcement Learning

• [RLI] Reinforcement Learning: An introduction, 2nd ed., R. Sutton, A. Barto, MIT Press, 2018.

  • Richard Sutton's slides on shared drive (login with your Google account)

  • Shangtong Zhang's python code on github

Further readings

• [RLP] Hands-On Reinforcement Learning with Python, S. Ravichandiran, O'Reilly, 2018.

  • Packet Publishing python code on github

• [PSES] Introduction to Probability and Statistics for Engineers and Scientists, 5th ed., S. Ross, Academic Press, 2014

Online resources

Python

• Installing Python - Anaconda distribution

• Setting up Jupyter Lab (video)

• numpy: User guide, API reference, Introdution (video)

• matplotlib: User guide, API reference

• seaborn: User guide, API reference

• Stable-Baselines3: User guide

• Gymnasium: Toy Text Documentation

Reinforcement Learning

• RL Introduction@OpenAI Spinning Up

• RL resources@Stable-Baselines3

• RL Applications David Silver's page

• League of Robot Runners Amazon testbed

• Taxonomy of RL algorithms OpenAI documentation