Simulation-Based Optimization: Parametric Optimization Techniques & Reinforcement Learning Second Edition by Abhijit Gosavi Missouri University of Science and Technology |
Published by Springer, 2014; 2nd edition; XXX pages; Hardcover; ISBN: XXX.
All the C codes for MDPs, DP, and RL are available here for free download in a zipped format.
The C code for simultaneous perturbation is available here for free download in zipped format. A tutorial for using the codes will be provided here shortly.
MATLAB codes for DP and RL for MDPs and average reward SMDPs are available here
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