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Reinforcement-learning-MVA

This repo contains my assignments/projects of the MVA Reinforcement-learning course. This course introduce the models and mathematical tools used in formalizing the problem of learning and decision-making under uncertainty, with particular focus on the frameworks of reinforcement learning and multi-arm bandit. I got 17/20 at the end of this course

Topics:

  • Historical multi-disciplinary basis of reinforcement learning

  • Markov decision processes and dynamic programming

  • Stochastic approximation and Monte-Carlo methods

  • Function approximation and statistical learning theory

  • Approximate dynamic programming

  • Introduction to stochastic and adversarial multi-arm bandit

  • Learning rates and finite-sample analysis