Questions tagged [reinforcement-learning]

For questions related to reinforcement learning, a type of machine learning algorithm in which a computerized agent learns through experimentation how to optimize its actions in an environment to maximize its reward.

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Convergence of an approximate DP for a stochastic shortest path problem

I'm new to the field of sequential decision making. I got intrigued by a stochastic shortest path problem, described in Chapter 5 of this book by W. Powell. Consider the following stochastic shortest ...