This repository contains my personal implementation of the algorithms from the book Mathematical Foundations of Reinforcement Learning written by Prof. Shiyu Zhao. All code in this repository is developed using MATLAB.

I would like to express my sincere gratitude to Prof. Zhao for sharing his excellent lectures on Bilibili: 【强化学习的数学原理】课程：从零开始到透彻理解. I have benefited greatly from his teaching.

And I will continue to upload new scripts and improve the existing codebase in the future.