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Models & learning

Markov decision process

A Markov decision process is a mathematical model of sequential decision-making defined by states, actions, transition probabilities and rewards. After an agent chooses an action, the current state and action determine the distribution of the next state and reward. Reinforcement-learning methods use this structure to compare policies by expected cumulative reward.

Also known as: MDP, MDPs, Markov decision processes

Updated

The state–action loop

An MDP specifies a state space, an action space, a transition distribution and a reward function. It also commonly specifies an initial-state distribution, a discount factor and either a finite episode horizon or a continuing task. Sutton and Barto use this framework to define policies, returns and value functions.

The Markov property says that the current state contains the information needed to predict the next-state distribution once the action is known. It does not require deterministic dynamics: the same state and action may lead to several outcomes with different probabilities.

Values and policies

A policy maps the current state to an action or action distribution. The return sums rewards over time, often discounting later rewards. A state-value function estimates expected return from a state, while an action-value function estimates it after first taking a particular action.

Bellman relationships connect those long-horizon values to one reward plus the value of the next state. Value-based, policy-gradient and actor–critic algorithms use that recursive structure in different ways.

When the robot cannot observe the state

A camera frame and joint encoders rarely expose every physical variable in the environment. A partially observable Markov decision process distinguishes hidden state from observation. The Smallwood and Sondik paper formalised control under partial observation.

Robot policies handle partial observability with observation histories, recurrent state, state estimators or belief distributions. Calling the task an MDP is therefore sometimes shorthand for a partially observable deployment in which the learner only receives sensor observations.

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