6. Monte Carlo Methods

Overview

In this chapter, you will learn about the various types of Monte Carlo methods, including the first visit and every visit techniques. In the case, if the model of the environment is not known, you can use Monte Carlo methods to learn the environment by generating experience samples or by simulation. This chapter teaches you importance sampling and how to apply Monte Carlo methods to solve the frozen lake problem. By the end of this chapter, you will be able to identify problems where Monte Carlo methods of reinforcement learning can be applied. You will be able to solve prediction, estimation, and control problems using Monte Carlo reinforcement learning.

Introduction

In the previous chapter, we learned ...

Get The Reinforcement Learning Workshop now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.