Solving the Gambler's Problem using Value Iteration from the book Reinforcement Learning (2nd Edition) by Richard S. Sutton and Andre G. Barto
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Updated
Nov 29, 2019 - Python
Solving the Gambler's Problem using Value Iteration from the book Reinforcement Learning (2nd Edition) by Richard S. Sutton and Andre G. Barto
python code successfullly reproduce the Gambler problem, Figure 4.6 of Chapter 4 on Sutton's book, Sutton, R. S., & Barto, A. G. (1998). Reinforcement learning: An introduction (Vol. 1, No. 1). Cambridge: MIT press.
multi-armed bandit, gambler problem, cliff problem and TD learning
Gambler's problem environment implemented OpenAI gym-style
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A simulation of the gambler's ruin problem: the traditional set-up with 2 players, as well as a general solution in n players.
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