Mathematical foundations of Reinforcement Learning

Question

I'm trying to read and learn about Reinforcement Learning. I found that one of the most popular books about the topic is 'Reinforcement Learning: an Introduction' by Sutton and Barto. However in the preface they point out this:

We did not reach for the highest possible level of mathematical abstraction

Therefore I was looking for any suggestions of more "mathematical" bibliography.

Thanks!

Answer 1

Some options could be:

1. Algorithms for Reinforcement Learning by Csaba Szepesvari
2. Reinforcement Learning and Optimal Control by Dimitri P. Bertsekas
3. MIT lectures by Dimitri P. Bertsekas avaliable here

Answer 2

You can check this book: Mathematical Foundations of Reinforcement Learning, which may well balance the math and intuition.