随机过程

这里分享一下我制作的课件（全英文，30课时，打开密码请发邮件咨询）。主要介绍马尔科夫决策过程（Markov Decision Process）以及部分强化学习的知识，具体内容包括：

1. Introduction

• Course summary
• Problems
• Concepts
• MDP elements
• Agent-environment interface

2. Finite-horizon MDP

• Model formulation
• Finite-horizon MDP
• Solve four examples using dynamic programming
• Monotone policies

3. Infinite-horizon MDP

• Introduction
• Discounted MDP
• Expected total-reward criterion

4. ADP and RL

• Introduction
• Monte Carlo methods
• Temporal Difference learning
• Frontiers