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Like the discrete-time Markov decision processes, in continuous-time Markov decision processes the agent aims at finding the optimal policy which could maximize the expected cumulated reward. The only difference with the standard case stays in the fact that, due to the continuous nature of the time variable, the sum is replaced by an integral:
A Markov decision process is a Markov chain in which state transitions depend on the current state and an action vector that is applied to the system. Typically, a Markov decision process is used to compute a policy of actions that will maximize some utility with respect to expected rewards.
A partially observable Markov decision process (POMDP) is a generalization of a Markov decision process (MDP). A POMDP models an agent decision process in which it is assumed that the system dynamics are determined by an MDP, but the agent cannot directly observe the underlying state.
The optimization problem follows a Markov decision process. ... These can be divided into full-solution methods and non-solution methods. ... (PDF). Journal of ...
In probability theory, a Markov reward model or Markov reward process is a stochastic process which extends either a Markov chain or continuous-time Markov chain by adding a reward rate to each state. An additional variable records the reward accumulated up to the current time. [1]
Figure 1. Probabilistic parameters of a hidden Markov model (example) X — states y — possible observations a — state transition probabilities b — output probabilities. In its discrete form, a hidden Markov process can be visualized as a generalization of the urn problem with replacement (where each item from the urn is returned to the original urn before the next step). [7]
When the underlying process is determined by a family of (conditional) transition functions leading to a Markov family of transition probabilities, powerful analytical tools provided by the theory of Markov processes can often be utilized and this approach is referred to as the Markov method.
Q-learning can identify an optimal action-selection policy for any given finite Markov decision process, given infinite exploration time and a partly random policy. [2] "Q" refers to the function that the algorithm computes: the expected reward—that is, the quality—of an action taken in a given state. [3]