Markov Decision Process (MDP)
Revision as of 05:54, 27 May 2018 by BPeat (talk | contribs) (BPeat moved page Markov Decision Process to Markov Decision Process (MDP) without leaving a redirect)
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.
