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Reinforcement Learning

This repository is collection of reinforcement learning algorithms. At this moment, mostly classical techniques are included in this repository and hopefully will be updated with more recent state-of-the-art techniques.

Contents

RL Algorithms

  1. Q-learning

Q-Learning

  1. SARSA

SARSA

  1. SARSA Lambda

SARSA Lambda

  1. R-learning

R-Learning

  1. Policy Gradient - pending update

  2. Deep Q-Network

  3. Double DQN

  4. Dueling DQN

  5. Dueling Double DQN - pending update

  6. Actor Critic - pending update

  7. Deep Deterministic Policy Gradient - pending update

Applications & Experiments

  1. Multi-Armed Bandit Problem

  2. Stock Trading

  3. OpenAI Gym Toy text environment Taxi-v3 | Agents | Overall Mean Scores | Time Taken(s) | | ------------- | ---------------------- | -------------- | |SARSA | -357.88 | 194.05 | |SARSA Lambda | -355.83 | 214.98 | |Q-Learning | -340.10 | 238.96 | |R-Learning | -339.89 | 293.08 |

  4. Multi-Objective Problem in DST

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