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Deep Reinforcement Learning Hands-On

You're reading from   Deep Reinforcement Learning Hands-On Apply modern RL methods, with deep Q-networks, value iteration, policy gradients, TRPO, AlphaGo Zero and more

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Product type Paperback
Published in Jun 2018
Publisher Packt
ISBN-13 9781788834247
Length 546 pages
Edition 1st Edition
Languages
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Author (1):
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Maxim Lapan Maxim Lapan
Author Profile Icon Maxim Lapan
Maxim Lapan
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Table of Contents (21) Chapters Close

Preface 1. What is Reinforcement Learning? FREE CHAPTER 2. OpenAI Gym 3. Deep Learning with PyTorch 4. The Cross-Entropy Method 5. Tabular Learning and the Bellman Equation 6. Deep Q-Networks 7. DQN Extensions 8. Stocks Trading Using RL 9. Policy Gradients – An Alternative 10. The Actor-Critic Method 11. Asynchronous Advantage Actor-Critic 12. Chatbots Training with RL 13. Web Navigation 14. Continuous Action Space 15. Trust Regions – TRPO, PPO, and ACKTR 16. Black-Box Optimization in RL 17. Beyond Model-Free – Imagination 18. AlphaGo Zero Other Books You May Enjoy Index

The Bellman equation of optimality

To explain the Bellman equation, it's better to go a bit abstract. Don't be afraid, I'll provide the concrete examples later to support your intuition! Let's start with a deterministic case, when all our actions have a 100% guaranteed outcome. Imagine that our agent observes state The Bellman equation of optimality and has N available actions. Every action leads to another state, The Bellman equation of optimality, with a respective reward, The Bellman equation of optimality. Also assume that we know the values, The Bellman equation of optimality, of all states connected to the state The Bellman equation of optimality. What will be the best course of action that the agent can take in such a state?

The Bellman equation of optimality

Figure 3: An abstract environment with N states reachable from the initial state

If we choose the concrete action The Bellman equation of optimality, and calculate the value given to this action, then the value will be The Bellman equation of optimality. So, to choose the best possible action, the agent needs to calculate the resulting values for every action and choose the maximum possible outcome. In other words: The Bellman equation of optimality. If we're using discount factor The Bellman equation of optimality, we need to multiply...

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