Reinforcement Learning for Learning of Dynamical Systems in Uncertain Environment: a Tutorial

Abstract: In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning algorithms such as Temporal Difference (TD) learning, Q-Learning, and Approximate Q-learning as model-free algorithms which constitute the main part of this article have been investigated, and benefits and drawbacks of each algorithm will be discussed. The discussed concepts in each section are explaining with details and examples.