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I have been trying to understand reinforcement learning for quite sometime, but somehow I am not able to visualize how to write a program for reinforcement learning to solve a grid world problem. Can you suggest me some text books which would help me build a clear conception of Reinforcement Learning?

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Here you have some good references on Reinforcement Learning:

Classic

Sutton RS, Barto AG. Reinforcement Learning: An Introduction. Cambridge, Mass: A Bradford Book; 1998. 322 p.

The draft for the second edition is available for free: Reinforcement Learning: An Introduction

Russell/Norvig Chapter 21:

Russell SJ, Norvig P, Davis E. Artificial intelligence: a modern approach. Upper Saddle River, NJ: Prentice Hall; 2010.

More technical

Szepesvári C. Algorithms for reinforcement learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. 2010;4(1):1–103. Algorithms of Reinforcement Learning | Csaba Szepesvári

Bertsekas DP. Dynamic Programming and Optimal Control. 3rd edition. Belmont, Mass.: Athena Scientific; 2007. 1270 p. Chapter 6, vol 2 is available for free: Dynamic Programming and Optimal Control 3rd Edition, Volume II | Massachusetts Institute of Technology

For more recent developments

Wiering M, van Otterlo M, editors. Reinforcement Learning. Berlin, Heidelberg: Springer Berlin Heidelberg; 2012 Available from: Reinforcement Learning | SpringerLink

Kochenderfer MJ, Amato C, Chowdhary G, How JP, Reynolds HJD, Thornton JR, et al. Decision Making Under Uncertainty: Theory and Application. 1 edition. Cambridge, Massachusetts: The MIT Press; 2015. 352 p.

Multi-agent reinforcement learning

Buşoniu L, Babuška R, Schutter BD. Multi-agent Reinforcement Learning: An Overview. In: Srinivasan D, Jain LC, editors. Innovations in Multi-Agent Systems and Applications - 1 . Springer Berlin Heidelberg; 2010 p. 183–221. Available from: Multi-agent Reinforcement Learning: An Overview

Schwartz HM. Multi-agent machine learning : a reinforcement approach. Hoboken, New Jersey: Wiley; 2014.

Videos / Courses

I would also suggest David Silver course in YouTube: RL Course by David Silver

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There is a free online course on Reinforcement Learning by Udacity. Check : Machine Learning: Reinforcement Learning

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  • $\begingroup$ Worth mentioning that a grid world problem is presented as part of that course. $\endgroup$ Aug 5 '15 at 7:26
  • $\begingroup$ yes, have seen that, but not enough to code the same $\endgroup$
    – girl101
    Aug 5 '15 at 7:51
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I really enjoyed Reinforcement Leraning: An introduction by Richard Sutton. It provides a very nice unifying view on RL, although it does not mention the newest approaches (it's from 1998).

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  • $\begingroup$ actually i wanted to see a grid world problem being solved by calculating on pen and paper, because that would help me understand the concept, unless i can understand the concept I cannot code(specially value iteration) $\endgroup$
    – girl101
    Aug 6 '15 at 4:01
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You can check out my book - Hands-On Reinforcement Learning With Python which explains reinforcement learning from the scratch to the advanced state of the art deep reinforcement learning algorithms.

All the code along with explanation is already available in my github repo.

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