Transcription of Lecture 2: Markov Decision Processes - David Silver
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Lecture 2: Markov Decision ProcessesLecture 2: Markov Decision ProcessesDavid SilverLecture 2: Markov Decision Processes1 Markov Processes2 Markov Reward Processes3 Markov Decision Processes4 Extensions 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.
A Markov decision process (MDP) is a Markov reward process with decisions. It is an environment in which all states are Markov. De nition A Markov Decision Process is a tuple hS;A;P;R; i Sis a nite set of states Ais a nite set of actions Pis a state transition probability matrix, Pa ss0 = P[S t+1 = s0jS t = s;A t = a] Ris a reward function, Ra
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