Mathematical Foundations of Reinforcement Learning 2024th Edition

“The book gives a mathematical introduction to concepts, problems and algorithms in reinforcement learning, intended for graduate and senior undergraduate students, as well as for practitioners. After an introductory overview of its content, the book is divided into ten chapters, complemented with four mathematical appendices.” (Martin Holeňa, zbMATH 1573.68011, 2026)

This book provides a mathematical yet accessible introduction to the fundamental concepts, core challenges, and classic reinforcement learning algorithms. It aims to help readers understand the theoretical foundations of algorithms, providing insights into their design and functionality. Numerous illustrative examples are included throughout. The mathematical content is carefully structured to ensure readability and approachability.

The book is divided into two parts. The first part is on the mathematical foundations of reinforcement learning, covering topics such as the Bellman equation, Bellman optimality equation, and stochastic approximation. The second part explicates reinforcement learning algorithms, including value iteration and policy iteration, Monte Carlo methods, temporal-difference methods, value function methods, policy gradient methods, and actor-critic methods.

With its comprehensive scope, the book will appeal to undergraduate and graduate students, post-doctoral researchers, lecturers, industrial researchers, and anyone interested in reinforcement learning.