Alexander Gasnikov

Mathematical methods of reinforcement learning

Denis Belomestny, Alexander Gasnikov, Egor Gladin, Alexey Naumov, Artemy Rubtsov, Yuri Sapronov, et al.

Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) an…Read more