MDP and Reinforcement Learning

In this first post, I will write about the basics of Markov Decision Process (MDP) and Reinforcement Learning (RL). Markov Decision Process is a mathematical framework for modeling decision-making. The basic problem in MDP is to find a policy for the decision maker, which is defined as π(s) P(a s). That means that policy is a function of state s. Our goal is to find the optimal policy.