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Reinforcement learning is a mathematical framework for developing computer agents that can learn an optimal behavior by relating generic reward signals with its past actions. With numerous successful applications in business intelligence, plant control, and gaming, the RL framework is ideal for decision making in unknown environments with large amounts of data.Supplying an uptodate and accessible introduction to the field, Statistical Reinforcement Learning: Modern Machine Learning Approaches presents fundamental concepts and practical algorithms of statistical reinforcement learning from the modern machine learning viewpoint. It covers various types of RL approaches, including modelbased and modelfree approaches, policy iteration, and policy search methods. Covers the range of reinforcement learning algorithms from a modern perspective Lays out the associated optimization problems for each reinforcement learning scenario covered Provides thoughtprovoking statistical treatment of reinforcement learning algorithmsThe book covers approaches recently introduced in the data mining and machine learning fields to provide a systematic bridge between RL and data mining/machine learning researchers. It presents stateoftheart results, including dimensionality reduction in RL and risksensitive RL. Numerous illustrative examples are included to help readers understand the intuition and usefulness of reinforcement learning techniques.This book is an ideal resource for graduatelevel students in computer science and applied statistics programs, as well as researchers and engineers in related fields.
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