Dynamic Programming

Dynamic Programming

Dynamic Programming #

Dynamic Programming (DP) solves a reinforcement learning problem by repeatedly applying Bellman equations. It uses a complete model of the environment to calculate value functions and improve a policy.

Dynamic Programming turns a known model of an MDP into a policy for choosing actions.
  • Dynamic Programming
  • Policy Iteration
  • Value Iteration
  • Generalized policy iteration
  • Efficiency of Dynamic Programming

1. When Dynamic Programming Can Be Used ☆ #

DP assumes that the environment dynamics are known. For every state and action, the agent needs the probabilities of possible next states and rewards: