Markov decision process

Also: MDP, MDPs

A tuple (S, A, P, R, γ) in which P(s′ | s, a) gives the probability of the next state and R the reward. The Markov property says the next state depends only on the current state and action, not on the earlier history.

MDP = (S, A, P(s′ | s, a), R(s, a), γ)

Example

In a slippery gridworld, choosing "up" moves up with probability 0.8 and sideways with 0.1 each; with γ = 0.9 a +1 reward three steps away is worth 0.9³ ≈ 0.73 now.

See it in the lesson: Markov Decision Processes →

Related terms

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