Self Learning AI-Agents Part I: Markov Decision Processes

A Markov Decision Processes (MDP) is a discrete time stochastic control process. MDP is the best approach we have so far to model the complex environment of an AI agent. Every problem that the agent aims to solve can be considered as a sequence of states S1, S2, S3, … Sn (A state may be for example a Go/chess board configuration). The agent takes actions and moves from one state to an other. In the following you will learn the mathematics that determine which action the agent must take in any given situation.