Difference between revisions of "Markov Decision Process (MDP)"
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* [[Deep Reinforcement Learning (DRL)]] | * [[Deep Reinforcement Learning (DRL)]] | ||
− | * [[Markov Model (Chain, Discrete Time, Continuous | + | * [[Markov Model (Chain, Discrete Time, Continuous Time, Hidden)]] |
http://upload.wikimedia.org/wikipedia/commons/thumb/a/ad/Markov_Decision_Process.svg/600px-Markov_Decision_Process.svg.png | http://upload.wikimedia.org/wikipedia/commons/thumb/a/ad/Markov_Decision_Process.svg/600px-Markov_Decision_Process.svg.png |
Revision as of 14:55, 11 August 2019
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Used where outcomes are partly random and partly under the control of a decision maker. MDP is a discrete time stochastic control process. At each time step, the process is in some state s, and the decision maker may choose any action a that is available in state s. The process responds at the next time step by randomly moving into a new state s', and giving the decision maker a corresponding reward R_{a}(s,s')} R_a(s,s'). The probability that the process moves into its new state s' is influenced by the chosen action. Helping the convergence of certain algorithms a discount rate (factor) makes an infinite sum finite.