References
Reinforcement Learning1
Reinforcement Learning: An Introduction (Richard S. Sutton, Andrew G. Barto) [1998][2018]
Algorithms for Reinforcement Learning (Csaba Szepesvari)
Dynamic Programming and Optimal Control (Chapter 6 - online) (Dimitri P. Bertsekas)
Glossary of Terminology in Reinforcement Learning
Evolution Strategy
An Introduction to Evolution Strategy (Nikolaus Hansen)
Supervised Learning2
Proceedings
JMLR [proceedings][papers][software]
Statistics
The Elements of Statistical Learning (T. Hastie, R. Tibshirani, J. Friedman)
Artificial Intelligence
Artificial Intelligence - Foundations of Computational Agents (David Poole, Alan Mackworth) [2nd edition - full text]
Thinking in C++ [Vol.1][Vol.2]
1"Reinforcement learning is learning what to do --- how to map situations to actions --- so as to maximize a numerical reward signal. The learner is not told which actions to take, as in most forms of machine learning, but instead must discover which actions yield the most reward by trying them."
-Reinforcement learning: An Introduction - (1.1)
All reinforcement learning methods have to use learning by selection in one form or another and this contrasts sharply with supervised learning, where the feedback from the environment directly indicates what the correct action should have been.
-Reinforcement learning: An Introduction - (2.4)
2"It's not who has the best algorithm that wins, it's who has the most data."