Markov Decision Processes in Artificial intelligence

A reinforcement learning task that satisfies the Markov property is called a Markov decision process, or MDP. If the state and action spaces are finite, then it is called a finite Markov decision process (finite MDP). Finite MDPs are particularly important to the theory of reinforcement learning. We treat them extensively throughout this book; they are all you need to understand 90% of modern reinforcement learning.

A particular finite MDP is defined by its state and action sets and by the one-step dynamics of the environment. Given any state and action s and a, the probability of each possible pair of next state and reward, s` , r, is denoted

p(s 0 , r|s, a) = Pr{St+1 =s 0 , Rt+1 = r | St =s, At =a}.

These quantities completely specify the dynamics of a finite MDP. Most of the theory we present in the rest of this book implicitly assumes the environment is a finite MDP.

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