ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Reinforcement learning - 3A/MS


Text/References: There is no single reference text for the course. However, a rough basis will be "Prediction, Learning and Games" (PLG). Cesa-Bianchi and Lugosi, for the first parts of the course, and “Reinforcement Learning: an Introduction” Sutton and Barto for the reinforcement learning part.