最优停止理论的推导_强化学习与最优控制：入门

Lecture 1

资源：https://web.mit.edu/dimitrib/www/RLbook.html

在未来的自动控制方向研究中，强化学习与控制系统决策将通过互补的形式推导该领域技术的发展。强化学习与最优控制系统的核心是决策A technological “miracle” couched in sequential decision making methodology

人工智能（特别是强化学习）与动态规划是该研究方向的两个重要的理论基础：

• AI/RL = artificial intelligence / reinforcement learning: Learning through data/experience, simulation, model-free methods, feature-based representations
• Decision/Control/DP = Dynamic programming: Principle of Optimality; Markov decision problem; POMDP; policy iteration/value iteration

该领域的发展历史：Historical highlights

• Optimal control (Bellman, Shannon, and other 1950s)
• Al/Rl and decision/control/ DP ideas meet (late 80s-early 90s)
• First success, backgammon program (Tesauro, 1992, 1996)
• Algorithmic progress, analysis, applications (mid 90s)
• Machine learning, big data, robotics,