Reinforcement Learning Project in R/C++

During my Masters in Data Science at Barcelona GSE, I took an interesting course about reinforcement learning that covered both theory and practical coding exercises. Since RL involves coputationally expensive algorithms, I used C++ for some of the course work: link to problem set involving C++. For the full course overview including work on dynamic programming, multi-armed bandits, Gaussian processes and Bayesian optimization, see here.