Reinforcement Learning and Optimal Control

If you're looking for a great lecture course, I highly recommend CS 294. It's taught by Sergey Levine, who is in my opinion one of the foundational researchers at the frontier of deep reinforcement learning, and provides a comprehensive overview on the current state of the art: http://rail.eecs.berkeley.edu/deeprlcourse/

Not meant as a critique to this book, but the fact that RL-based approaches rarely work for optimal control problems (in, for example, robotics) came as a surprise to me, given the hype and focus on RL [1]. It turns out that model-based methods for optimal control (e.g. linear quadratic control) invented quite a long time ago dramatically outperform RL-based approaches in most tasks and require multiple orders of magnitude less computational resources. Maybe there's some hope for RL method if they "course correct" for simpler control methods. At the moment, it seems like RL for robotics and control lies to the side of "research" and not "engineering."

[1]: https://www.alexirpan.com/2018/02/14/rl-hard.html

Bertsekas' earlier books (Dynamic Programming and Optimal Control + Neurodynamic Programming w/ Tsitsiklis) are great references and collect many insights & results that you'd otherwise have to trawl the literature for. I'm very interested to see what a book focused more narrowly on RL will be like-- Sutton's Introduction to Reinforcement Learning[0] is fantastic, but if you're going to do research on RL, another text such as this one is necessary.

0. http://www.incompleteideas.net/book/the-book-2nd.html

Seems like an interesting complement to the (free) book on planning algorithms by Steven Lavalle: http://planning.cs.uiuc.edu/

I liked the open courseware lectures with John Tsitsiklis and ended up with a few books by Bertsekas: neuro dynamic programming and intro probability. Both Bertsekas and Tsitsiklis recommended the Sutton and Barto intro book for an intuitive overview. I liked it.

This inspired me so much. Thank you for sharing!