马尔科夫决策过程MDP - Lecture Note for CS188(暨CS181 ShanghaiTech)

说明：笔记旨在整理我校CS181课程的基本概念(PPT借用了Berkeley CS188)。由于授课及考试语言为英文，故英文出没可能。

目录

 

1 Markov Decision Processes mechanics

1.1 Markov Decision definitions

1.2 Markov 涵义

1.3 最优策略optimal policy

1.4  MDP搜索树 MDP search tree

2 Solving MDPs

2.1 Optimal Quantities

2.2 Value of states

2.3 Value iteration

2.4 Policy iteration

Reference

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1 Markov Decision Processes mechanics

1.1 Markov Decision definitions

A MDP is defined by: 

1.2 Markov 涵义

For markov decision processes, "Markov" means action outcomes depend only on the current state:

1.3 最优策略optimal policy

For MDP, we want an <