The Five Building Blocks of Markov Decision Processes

Define and communicate your Reinforcement Learning models by mastering the foundational principles of a Markov Decision Process

Wouter van Heeswijk, PhD
Towards Data Science
8 min readMar 29, 2022

--

Photo by Mourizal Zativa on Unsplash

The ability to properly formulate a Markov Decision Process (MDP) is imperative for successful Reinforcement Learning (RL) practitioners. A clear mathematical…

--

--

Assistant professor in Financial Engineering and Operations Research. Writing about reinforcement learning, optimization problems, and data science.