A survey unifying the operator-theoretic, probabilistic, and optimization-based mathematical structures underlying modern reinforcement learning algorithms.
Regret analysis of stochastic and non- stochastic multi-armed bandit problems.Foundations and Trends in Machine Learn- ing, 5(1):1–122, 2012
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Mathematical methods of reinforcement learning
A survey unifying the operator-theoretic, probabilistic, and optimization-based mathematical structures underlying modern reinforcement learning algorithms.