Algorithms for Decision Making

Mykel J. Kochenderfer, Tim A. Wheeler, and Kyle H. Wray · Algorithms Books

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Cover of Algorithms for Decision Making

Intro

This book provides a broad introduction to algorithms for decision making under uncertainty. We cover a wide variety of topics related to decision making, introducing the underlying mathematical problem formulations and the algorithms for solving them.

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Outline

  1. Introduction

Part I Probabilistic Reasoning

  1. Representation
  2. Inference
  3. Parameter Learning
  4. Structure Learning
  5. Simple Decisions

Part II Sequential Problems

  1. Exact Solution Methods
  2. Approximate Value Functions
  3. Online Planning
  4. Policy Search
  5. Policy Gradient Estimation
  6. Policy Gradient Optimization
  7. Actor-Critic Methods
  8. Policy Validation

Part III Model Uncertainty

  1. Exploration and Exploitation
  2. Model-Based Methods
  3. Model-Free Methods
  4. Imitation Learning

Part IV State Uncertainty

  1. Beliefs
  2. Exact Belief State Planning
  3. Offline Belief State Planning
  4. Online Belief State Planning
  5. Controller Abstractions

Part V Multiagent Systems

  1. Multiagent Reasoning
  2. Sequential Problems
  3. State Uncertainty
  4. Collaborative Agents

Appendices

  1. Mathematical Concepts
  2. Probability Distributions
  3. Computational Complexity
  4. Neural Representations
  5. Search Algorithms
  6. Problems
  7. Julia

Ancillaries

Supporting material is maintained on GitHub.

Errata

Please file issues on GitHub or email the address listed at the bottom of the pages of the PDF. The PDF is kept up to date with any corrections.