/Bayesian-reinforcement-learning

Presentation and implementation of reinforcement learning and bayesian RL techniques

Primary LanguageJupyter Notebook

Bayesian-reinforcement-learning

  • In the pdf file, you will find a summary of RL and BRL theory.
  • In notebook (not yet well documented), there is a implementation of Markov decision process, its solution and one bayesian solution of RL : Thompson sampling.