Neuro-Dynamic Programming
- 书名：Neuro-Dynamic Programming
- 作者： Dimitri P. Bertsekas John N. Tsitsiklis John Tsitsiklis
- 格式：PDF
- 时间：2024-07-10
- 评分：
- ISBN：9781886529106
This is the first textbook that fully explains the neuro-dynamic programming/reinforcement learning methodology, which is a recent breakthrough in the practical application of neural networks and dynamic programming to complex problems of planning, optimal decision making, and intelligent control.
Neuro-dynamic programming uses neural network approximations to overcome the "curse of dimensionality" and the "curse of modeling" that have been the bottlenecks to the practical application of dynamic programming and stochastic control to complex problems. The methodology allows systems to learn about their behavior through simulation, and to improve their performance through iterative reinforcement.
This book provides the first systematic presentation of the science and the art behind this exciting and far-reaching methodology.
The book develops a comprehensive analysis of neuro-dynamic programming algorithms, and guides the reader to their successful application through case studies from complex problem areas.
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shimmeringx11-13绝大部分想用强化学习的人只需要看Sutton那本书就可以了。但如果想搞清楚强化学习为什么行，想知道值函数近似、迭代、收敛的数学原理，这本书是最好的去处。相比作者2019年新出的强化学习和最优控制，这本1996的书质量要高很多，也一点都不过时（神经网络部分这些年并没有理论上的重要进展，两本书也均没有深入描述）。2019年的书有点像机器学习大潮下，作者从自己的著作里仓促选取了几部分成书，系统性和故事完整性有所欠缺。
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