Keras Reinforcement Learning Projects

Optimization techniques

An optimization problem is a problem whose solution can be measured in terms of a cost function, also called an objective. The value to look for is normally the minimum value or the maximum value of this function. Optimization problems can be reduced to a sequence of decision problems.

To solve an optimization problem, it is necessary to use an iterative algorithm—that is, a calculation program, given a current approximation of the solution, determines, with an appropriate sequence of operations, a new approximation. Starting from an initial approximation, a succession of possible solutions to the problem is thus determined.

The search algorithms of the optimal solution fall under the following three classes:

• Enumerative ...