Reinforcement learning and Optimal Control - Draft version_Dmitri Bertsekas.pdf

Reinforcement Learning and Optimal Control by Dimitri P. Bertsekas Massachusetts Institute of Technology DRAFT TEXTBOOK This is a draft of a textbook that is scheduled to be finalized in 2019, and to be published by Athena Scientific. It represents “work in progress,” and it will be periodically updated. It more than likely contains errors (hopefully not serious ones). Furthermore, its references to the literature are incomplete. Your comments and suggestions to the author at dim- [email protected] are welcome. The date of last revision is given below. February 13, 2019 WWW site for book information and orders http://www.athenasc.com Athena Scientific, Belmont, Massachusetts Athena Scientific Post Office Box 805 Nashua, NH 03060 U.S.A. Email: [email protected] WWW: http://www.athenasc.com Publisher’s Cataloging-in-Publication Data Bertsekas, Dimitri P. Reinforcement Learning and Optimal Control Includes Bibliography and Index 1. Mathematical Optimization. 2. Dynamic Programming. I. Title. QA402.5 .B465 2019 519.703 00-91281 ISBN-10: 1-886529-39-6, ISBN-13: 978-1-886529-39-7 ABOUT THE AUTHOR Dimitri Bertsekas studied Mechanical and Electrical Engineering atthe National Technical University of Athens, Greece, and obtained hisPh.D. in system science from the Massachusetts Institute of Technology. He has held faculty positions with the Engineering-Economic Systems Department, Stanford University, and the Electrical Engineering Department of the Uni- versity of Illinois, Urbana. Since 1979 he has been teaching at the Electrical Engineering and Computer Science Department of the Massachusetts In- stitute of Technology (M.I.T.), where he is currently the McAfee Professor of Engineering. His teaching and research have spanned several fields, including deter- ministic optimization, dynamic programming and stochastic control, large- scale and distributed computation, and data communication networks. He has authored or coauthored numerous research papers and seventeen books, several o