1.
Study of Various Reinforcement Learning Problems
A. Grid World Problem
Definition
o Grid World is a simple environment represented as a 2D grid.
o An agent moves from one cell (state) to another to reach a goal.
Components
o States: Each grid cell.
o Actions: Up, Down, Left, Right.
o Rewards:
Positive reward for goal
Negative or zero reward for other moves
o Policy: Mapping from states to actions.
Objective
o Learn an optimal policy to reach the goal with maximum
cumulative reward.
Applications
o Robot navigation
o Path planning
o Understanding value iteration & policy iteration
B. Tic-Tac-Toe Problem
Definition
o A two-player, turn-based reinforcement learning problem.
o Agent learns to play optimally through repeated games.
Components
o States: Board configurations.
o Actions: Placing X or O in empty cells.
o Rewards:
Win → +1
Loss → −1
Draw → 0
Learning Process
o Uses Q-learning or Monte Carlo methods.
o Learns optimal moves by self-play.
Key Insight
o Demonstrates adversarial learning and exploration vs
exploitation.
C. Maze Problem
Definition
o Agent navigates through a maze to reach a target.
Components
o States: Positions in the maze.
o Actions: Move in directions.
o Rewards:
Goal → positive reward
Wall hit → penalty
Step cost → small negative reward
Challenges
o Sparse rewards
o Dead ends
o Long-term planning
Algorithms Used
o Q-learning
o SARSA
o Deep Q-Networks (DQN)
2. Policy Gradient Methods
A. Definition
Policy Gradient methods directly optimize the policy instead of
value functions.
Policy is represented by parameters θ.
B. Core Idea
Adjust policy parameters to maximize expected reward.
Uses gradient ascent on expected return.
C. Mathematical Objective
Maximize:
o
Update rule:
o
D. Common Policy Gradient Algorithms
REINFORCE
Actor-Critic
Proximal Policy Optimization (PPO)
Trust Region Policy Optimization (TRPO)
E. Advantages
Works well with continuous action spaces
Learns stochastic policies
More stable in complex environments
F. Disadvantages
High variance
Slower convergence
Requires many samples
3. Bellman Expectation Equations & Optimality
A. Bellman Expectation Equation (State Value Function)
Defines value of a state under a policy π:
V^\pi(s) = \sum_a \pi(a|s) \sum_{s'} P(s'|s,a)
[ R(s,a,s') + \gamma V^\pi(s') ]
Meaning:
o Current value = immediate reward + discounted future value
B. Bellman Expectation for Action-Value Function
Q^\pi(s,a) = \sum_{s'} P(s'|s,a)
[ R(s,a,s') + \gamma \sum_{a'} \pi(a'|s') Q^\pi(s',a') ]
C. Optimal Value Functions
Optimal state value function:
V^*(s) = \max_\pi V^\pi(s)
Optimal action value function:
Q^*(s,a) = \max_\pi Q^\pi(s,a)
D. Bellman Optimality Equation
V^*(s) = \max_a \sum_{s'} P(s'|s,a)
[ R(s,a,s') + \gamma V^*(s') ]
E. Optimal Policy
A policy π* is optimal if:
\pi^*(s) = \arg\max_a Q^*(s,a)
Guarantees maximum expected return from every state.
F. Importance
Foundation of:
o Value Iteration
o Policy Iteration
o Q-learning