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Please find below suggestions for some textbooks which I found most relevant for understanding and modeling intelligent behaviour in general, and for developing the AIXI model in particular. If you are confused by the amount, diversity or complexity of the references below, I suggest you to start with the Reinforcement Learning book by Sutton and Barto. It requires no background knowledge, describes the key ideas, open problems, and great applications of this field. Don't be surprised about the ease of the book, it teaches understanding, not proofs. It gets really tough to make things work in practice and to prove things. The Artificial Intelligence book by Russell and Norvig gives a comprehensive overview over AI in general. The Kolmogorov Complexity book by Li and Vitanyi is an excellent introduction to algorithmic information theory. If you have some background knowledge in decision theory and algorithmic information theory you may be interested in the Theory of Universal Artificial Intelligence.

Recommended Introductory Textbooks

Universal Artificial Intelligence

Introduction to theoretical computer science

Introduction to and survey of AI

Algorithmic information theory, Kolmogorov complexity, Minimal Description Length, universal Solomonoff induction, universal Levin search, and all that

Reinforcement Learning = Sequential Decision Theory = Adaptive control theory

Introduction to Statistical machine learning

Probability theory (from easy to harder?)

Philosophy of Science

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