#### Overview of this book

Reinforcement Learning (RL) is the trending and most promising branch of artificial intelligence. Hands-On Reinforcement learning with Python will help you master not only the basic reinforcement learning algorithms but also the advanced deep reinforcement learning algorithms. The book starts with an introduction to Reinforcement Learning followed by OpenAI Gym, and TensorFlow. You will then explore various RL algorithms and concepts, such as Markov Decision Process, Monte Carlo methods, and dynamic programming, including value and policy iteration. This example-rich guide will introduce you to deep reinforcement learning algorithms, such as Dueling DQN, DRQN, A3C, PPO, and TRPO. You will also learn about imagination-augmented agents, learning from human preference, DQfD, HER, and many more of the recent advancements in reinforcement learning. By the end of the book, you will have all the knowledge and experience needed to implement reinforcement learning and deep reinforcement learning in your projects, and you will be all set to enter the world of artificial intelligence.
Preface
Free Chapter
Introduction to Reinforcement Learning
Getting Started with OpenAI and TensorFlow
The Markov Decision Process and Dynamic Programming
Gaming with Monte Carlo Methods
Temporal Difference Learning
Multi-Armed Bandit Problem
Deep Learning Fundamentals
Atari Games with Deep Q Network
Playing Doom with a Deep Recurrent Q Network
The Asynchronous Advantage Actor Critic Network
Policy Gradients and Optimization
Capstone Project – Car Racing Using DQN
Recent Advancements and Next Steps
Assessments
Other Books You May Enjoy

# The MAB problem

The MAB problem is one of the classical problems in RL. An MAB is actually a slot machine, a gambling game played in a casino where you pull the arm (lever) and get a payout (reward) based on a randomly generated probability distribution. A single slot machine is called a one-armed bandit and, when there are multiple slot machines it is called multi-armed bandits or k-armed bandits.

MABs are shown as follows:

As each slot machine gives us the reward from its own probability distribution, our goal is to find out which slot machine will give us the maximum cumulative reward over a sequence of time. So, at each time step t, the agent performs an action at, that is, pulls an arm from the slot machine and receives a reward rt, and the goal of our agent is to maximize the cumulative reward.

We define the value of an arm Q(a) as average rewards received by pulling the...