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Lecture 2: Markov Decision Processes

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Lecture 2: Markov Decision ProcessesLecture 2: Markov Decision ProcessesDavid SilverLecture 2: Markov Decision Processes1Markov Processes2Markov Reward Processes3Markov Decision Processes4Extensions to MDPsLecture 2: Markov Decision ProcessesMarkov ProcessesIntroductionIntroduction to MDPsMarkov Decision processesformally describe an environmentfor reinforcement learningWhere the environment isfully The currentstatecompletely characterises the processAlmost all RL problems can be formalised as MDPs, control primarily deals with continuous MDPsPartially observable problems can be converted into MDPsBandits are MDPs with one stateLecture 2: Markov Decision ProcessesMarkov ProcessesMarkov PropertyMarkov Property The future is independent of the past given the present DefinitionA stateStisMarkovif and only ifP[St+1|St] =P[St+1|S1.]

Lecture 2: Markov Decision Processes Markov Processes Introduction Introduction to MDPs Markov decision processes formally describe an environment for reinforcement learning Where the environment is fully observable i.e. The current state completely characterises the process Almost all RL problems can be formalised as MDPs, e.g.

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