Objective of MDPs
In the realm of decision-making under uncertainty, Markov Decision Processes (MDPs) present a robust framework. The primary objective of MDPs is to find a policy, denoted as π(s), which represents a strategic mapping from states to actions. This policy aims to maximize the expected utility—or cumulative reward—over time. The MDP framework allows agents to evaluate their choices methodically, considering both the immediate rewards and the potential future rewards influenced by the discount factor, γ. By utilizing concepts such as state sets, action sets, transition functions, and reward functions, MDPs facilitate optimized decision-making in environments where outcomes are stochastic or uncertain. Recognizing policies that yield the highest expected utility is vital for applications across various domains, including robotics, resource management, and game AI.