Monte Carlo policy gradient (REINFORCE) method

The simplest policy gradient method is called REINFORCE [5], this is a Monte Carlo policy gradient method:

Monte Carlo policy gradient (REINFORCE) method (Equation 10.2.1)

where Rt is the return as defined in Equation 9.1.2. Rt is an unbiased sample of Monte Carlo policy gradient (REINFORCE) method in the policy gradient theorem.

Algorithm 10.2.1 summarizes the REINFORCE algorithm [2]. REINFORCE is a Monte Carlo algorithm. It does not require knowledge of the dynamics of the environment (that is, model-free). Only experience samples, , are needed to optimally tune the parameters of the policy ...

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