Reinforcement learning

There are many algorithms for reinforcement learning, please see https://en.wikipedia.org/wiki/Reinforcement_learning 

Well-known algorithm is Q-learning.

Reinforcement learning involves an agent, a set of states ${\displaystyle �}$, and a set ${\displaystyle �}$ of actions per state. By performing an action ${\displaystyle �\in �}$, the agent transitions from state to state. Executing an action in a specific state provides the agent with a reward (a numerical score).

Algorithm

After ${\displaystyle \mathrm{\Delta }�}$ steps into the future the agent will decide some next step. The weight for this step is calculated as ${\displaystyle {�}^{\mathrm{\Delta }�}}$, where ${\displaystyle �}$ (the discount factor) is a number between 0 and 1 (${\displaystyle 0\le �\le 1}$) and has the effect of valuing rewards received earlier higher than those received later (reflecting the value of a "good start"). ${\displaystyle �}$ may also be interpreted as the probability to succeed (or survive) at every step ${\displaystyle \mathrm{\Delta }�}$.

The algorithm, therefore, has a function that calculates the quality of a state–action combination:

${\displaystyle �:�\times �\to \mathbb{�}}$.

Before learning begins, ${\displaystyle �}$ is initialized to a possibly arbitrary fixed value (chosen by the programmer). Then, at each time ${\displaystyle �}$ the agent selects an action ${\displaystyle {�}_{�}}$, observes a reward ${\displaystyle {�}_{�}}$, enters a new state ${\displaystyle {�}_{�+1}}$ (that may depend on both the previous state ${\displaystyle {�}_{�}}$ and the selected action), and ${\displaystyle �}$ is updated. The core of the algorithm is a Bellman equation as a simple value iteration update, using the weighted average of the current value and the new information.

Cf. https://en.wikipedia.org/wiki/Q-learning#Deep_Q-learning