Now that we know about Markov chain, let’s focus on a slightly different process: the Markov Decision Process.

This process is quite similar to a Markov chain but adds more concept into it: Actions and Rewards. Having a reward means that it’s possible to learn which action yield the best rewards. This type of learning is also known as reinforcement learning.

In this post we’re going to see what exactly is a Markov decision process and how to solve it in an optimal way. Continue reading “Markov Decision Process”