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?
Here you have some good references on Reinforcement Learning:
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: http://incompleteideas.net/book/the-book-2nd.html
Russell/Norvig Chapter 21:
Russell SJ, Norvig P, Davis E. Artificial intelligence: a modern approach. Upper Saddle River, NJ: Prentice Hall; 2010.
Szepesvári C. Algorithms for reinforcement learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. 2010;4(1):1–103. http://www.ualberta.ca/~szepesva/RLBook.html
Bertsekas DP. Dynamic Programming and Optimal Control. 4th edition. Belmont, Mass.: Athena Scientific; 2007. 1270 p. Chapter 6, vol 2 is available for free: http://web.mit.edu/dimitrib/www/dpchapter.pdf
For more recent developments
Wiering M, van Otterlo M, editors. Reinforcement Learning. Berlin, Heidelberg: Springer Berlin Heidelberg; 2012 Available from: http://link.springer.com/10.1007/978-3-642-27645-3
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: http://link.springer.com/chapter/10.1007/978-3-642-14435-6_7
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: https://www.youtube.com/playlist?list=PL5X3mDkKaJrL42i_jhE4N-p6E2Ol62Ofa
There is a free online course on Reinforcement Learning by Udacity. Check : Machine Learning: Reinforcement Learning
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).
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. https://github.com/sudharsan13296/Hands-On-Reinforcement-Learning-With-Python