Markov Decision Process

A Markov Decision Process (MDP) provides a formal framework for reinforcement learning. It is used to describe a fully observable environment where the outcomes are partly random and partly dependent on the actions taken by the agent or the decision maker. The following diagram is the progression of a Markov Process into a Markov Decision Process through the Markov Reward Process:

These stages can be described as follows:

  • A Markov Process (or a markov chain) is a sequence of random states s1, s2,... that obeys the Markov property.In simple terms, it is a random process without any memory about its history.
  • A Markov ...

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