Lecture Notes: Markov Decision Processes Marc Toussaint Machine Learning & Robotics group, TU Berlin Franklinstr. 28/29, FR 6-9, 10587 Berlin, Germany April 13, 2009 1 Markov Decision Processes 1.1 Deï¬nition A Markov Decision Process is a stochastic process on the random variables of state xt, action at, and reward rt, as given by the Dynamic Bayesian network in Figure 1. The process is deï¬ned by
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