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Introduction to Reinforcement Learning

Material for an introduction course to reinforcement learning for compute scientists

Chapters 5: Monte Carlo Methods

Examples

Monte Carlo prediction and control with exploring starts for the 4x3 grid world.
Monte Carlo prediction and control with exploring starts for Gymnasium’s Frozen Lake Environment.

Exercise

Implement Monte Carlo Control with an Epsilon-soft policy. Implement the algorithm an experiment with the Frozen Lake environment.

License

© 2026 Michael Hahsler. All code and documents in this repository are provided under Creative Commons Attribution-ShareAlike 4.0 International (CC BY-SA 4.0) License.

CC BY-SA 4.0