Advanced Reinforcement Learning Techniques
Chapter 1: Foundations Revisited and Function Approximation
Markov Decision Processes Formulation Review
Bellman Equations and Optimality Conditions
Value Iteration and Policy Iteration
Temporal Difference Learning Methods
Introduction to Policy Gradient Methods
Function Approximation in Reinforcement Learning
The Deadly Triad in Off-Policy Learning
Chapter 2: Deep Q-Networks and Enhancements
Limitations of Linear Function Approximation
Deep Q-Networks (DQN) Algorithm
Experience Replay Mechanism
Target Networks for Training Stability
Double Deep Q-Networks (DDQN)
Dueling Network Architectures
Prioritized Experience Replay (PER)
Distributional Reinforcement Learning Concepts
Rainbow DQN Integration
DQN Variants Implementation Hands-on Practical
Chapter 3: Advanced Policy Gradient and Actor-Critic Methods
Challenges in Basic Policy Gradients
Actor-Critic Architecture Fundamentals
Baselines for Variance Reduction
Advantage Actor-Critic (A2C) and A3C
Generalized Advantage Estimation (GAE)
Deep Deterministic Policy Gradient (DDPG)
Trust Region Policy Optimization (TRPO)
Proximal Policy Optimization (PPO)
Soft Actor-Critic (SAC)
Actor-Critic Methods Implementation Practice
Chapter 4: Advanced Exploration Strategies
The Exploration-Exploitation Trade-off Revisited
Optimism in the Face of Uncertainty: UCB Methods
Probability Matching: Thompson Sampling
Parameter Space Noise for Exploration
Pseudo-Counts: Count-Based Exploration
Prediction Error as Curiosity: Intrinsic Motivation
State Novelty: Random Network Distillation (RND)
Information Gain for Exploration
Comparing and Combining Exploration Techniques
Exploration Strategy Implementation Practice
Chapter 5: Model-Based Reinforcement Learning
Rationale for Model-Based RL
Taxonomy of Model-Based Methods
Learning Environment Dynamics Models
Dyna Architectures: Integrating Learning and Planning
Planning with Learned Models: Trajectory Sampling
Monte Carlo Tree Search (MCTS) Fundamentals
Integrating MCTS with Learned Models
Model Predictive Control (MPC) Connections
Challenges: Model Accuracy and Computational Cost
Simple Model-Based Agent Hands-on Practical
Chapter 6: Multi-Agent Reinforcement Learning
Introduction to Multi-Agent Systems
MARL Problem Formulation: Stochastic Games
Centralized vs Decentralized Control
Challenge: The Non-Stationarity Problem
Independent Learners (IQL, IDDPG)
Parameter Sharing Strategies
Centralized Training with Decentralized Execution (CTDE)
Value Decomposition Methods (VDN, QMIX)
Multi-Agent Deep Deterministic Policy Gradient (MADDPG)
Communication Protocols in MARL
MARL Implementation Practice
Chapter 7: Offline Reinforcement Learning
Introduction to Offline RL (Batch RL)
Differences from Online and Off-Policy RL
Challenge: Distributional Shift
Off-Policy Evaluation in the Offline Setting
Importance Sampling and its Limitations
Fitted Q-Iteration (FQI) Approaches
Policy Constraint Methods
Batch-Constrained Deep Q-learning (BCQ)
Value Regularization Methods
Conservative Q-Learning (CQL)
Offline RL Implementation Considerations
Offline RL Algorithm Practice
Chapter 8: Implementation Details and Optimization
Neural Network Architectures for RL
Hyperparameter Tuning Strategies
Action and Observation Space Representation
Code Structuring for RL Projects
Software Frameworks and Libraries
Distributed Reinforcement Learning Approaches
Reproducibility in Deep RL
Debugging and Visualization Techniques
Performance Optimization and Hardware Considerations
Agent Debugging and Tuning Practice
MARL Problem Formulation: Stochastic Games
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- Stochastic Games, Lloyd S. Shapley, 1953 Proceedings of the National Academy of Sciences of the United States of America, Vol. 39 (National Academy of Sciences) DOI: 10.1073/pnas.39.10.1095 - Presents the seminal formal definition of stochastic games, establishing the theoretical framework for multi-agent sequential decision-making.
- Reinforcement Learning: An Introduction, Richard S. Sutton and Andrew G. Barto, 2018 (MIT Press) - Provides a general introduction to reinforcement learning (2nd edition), including discussions on game theory and multi-agent aspects that offer fundamental context for MARL.
- Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations, Yoav Shoham, Kevin Leyton-Brown, 2009 (Cambridge University Press) - This academic work offers a thorough treatment of multi-agent system foundations, detailed game theory, repeated games, and stochastic games.
- Multi-Agent Reinforcement Learning: An Overview of Concepts and Applications, Lucian Buşoniu, Robert De Schutter, and Robert Babuška, 2010 (Springer) DOI: 10.1007/978-3-642-13627-1 - A dedicated text providing an overview of multi-agent reinforcement learning, focusing on the formulation of stochastic games and related solution concepts.
- Multi-Agent Reinforcement Learning: A Comprehensive Survey, Peter Kairouz, H. Brendan McMahan, Brendan Avent, Aurélien Bellet, Mehdi Bennis, Arjun Nitin Bhagoji, Kallista Bonawitz, Zachary Charles, Graham Cormode, Rachel Cummings, Rafael G. L. D’Oliveira, Hubert Eichner, Salim El Rouayheb, David Evans, Josh Gardner, Zachary Garrett, Adrià Gascón, Badih Ghazi, Phillip B. Gibbons, Marco Gruteser, Zaid Harchaoui, Chaoyang He, Lie He, Zhouyuan Huo, Ben Hutchinson, Justin Hsu, Martin Jaggi, Tara Javidi, Gauri Joshi, Mikhail Khodak, Jakub Konecný, Aleksandra Korolova, Farinaz Koushanfar, Sanmi Koyejo, Tancrède Lepoint, Yang Liu, Prateek Mittal, Mehryar Mohri, Richard Nock, Ayfer Özgür, Rasmus Pagh, Hang Qi, Daniel Ramage, Ramesh Raskar, Mariana Raykova, Dawn Song, Weikang Song, Sebastian U. Stich, Ziteng Sun, Ananda Theertha Suresh, Florian Tramèr, Praneeth Vepakomma, Jianyu Wang, Li Xiong, Zheng Xu, Qiang Yang, Felix X. Yu, Han Yu and Sen Zhao, 2021 Foundations and Trends® in Machine Learning, Vol. 14 (now publishers) DOI: 10.1561/2200000083 - This extensive survey offers an up-to-date look at multi-agent reinforcement learning, covering stochastic games, non-stationarity, and current solution approaches.