Markov Decisions, Powerful RL Tools
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Markov Decisions, Powerful RL Tools

Understanding Markov Property A state's future depends only on the present state.

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01Understanding Markov Property

  • A state's future depends only on the present state.
  • No memory of past states affects decisions.
  • Simplifies problem-solving and learning.
  • Makes learning more efficient.
  • Useful in many real-world scenarios.

02Markov Decision Processes Defined

  • A process with a state, action, reward, and transition probability.
  • State is the current situation.
  • Action is the choice made.
  • Reward is the feedback received.
  • Transition probability defines how we move from one state to another.

03State Transitions

  • The probability of moving to a new state given the current state and action is the transition probability.
  • This probability is often denoted as P(next state | current state, action).
  • States can be discrete (distinct) or continuous.
  • Continuous states require discretization for modeling.
  • This process is often represented by a transition matrix.

04Value Functions

  • Value function estimates the expected cumulative reward from a given state following a specific policy.
  • Value of a state V(s) indicates how good it is to be in that state.
  • V(s) = E[R_t | S_t = s] where R_t is reward at time t.
  • Different types of value functions include state-value and action-value functions.

05Policy Functions

  • A policy function defines the strategy for selecting actions in a given state.
  • A policy π(a | s) gives the probability of taking action a in state s.
  • Optimal policy maximizes cumulative reward.
  • Finding the optimal policy is a key goal in reinforcement learning.
  • Examples include greedy policies and epsilon-greedy policies.

06Policy Iteration

  • A method for finding the optimal policy iteratively.
  • Value iteration is a predecessor to policy iteration.
  • It involves alternating between policy evaluation and policy improvement.
  • Policy Evaluation finds the optimal value function.
  • Policy Improvement finds a better policy based on the value function.

07Value Iteration

  • An iterative algorithm for finding the optimal state-value function.
  • Uses the Bellman equation to update value estimates.
  • Ensures convergence to the optimal value function.
  • Guaranteed to find the optimal value function if the Markov property holds.

08Applications & Future

  • Many applications in robotics, game playing, and resource management.
  • Can be used for planning, decision-making in complex environments.
  • Continues to be a very active area of research.
  • Improves AI's ability to learn optimal strategies.
  • A fundamental concept in modern Reinforcement Learning.