Function approximation is a crucial aspect of reinforcement learning (RL) that allows agents to generalize knowledge and make decisions in large and continuous state and action spaces. This document explores various types of function approximation methods, including linear and polynomial approximations, neural networks, and decision trees, while addressing challenges like overfitting and the exploration-exploitation tradeoff. The applications of function approximation span multiple fields such as robotics, finance, and healthcare, highlighting its significance in advancing RL technologies.