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Reinforcement Learning

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25 views

Reinforcement Learning

Uploaded by

jee.extra7
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Markov Chain Model

Markov process
• It also known as a Markov chain, is a mathematical framework used to model
stochastic (random) processes where the future state of the system depends
only on its current state and not on the sequence of events that preceded it.
• In other words, it exhibits the Markov property, which is often summarized by
saying "The future is independent of the past, given the present."
• Key components of a Markov process include:
• a. State Space: The set of all possible states that the system can occupy. Each
state represents a particular configuration or condition of the system.
• b. Transition Probabilities: For each pair of states, there are probabilities
associated with transitioning from one state to another in a single step. These
probabilities are often represented by a transition matrix, where the entry (i, j)
represents the probability of transitioning from state i to state j.
• c. Time Homogeneity: The transition probabilities remain constant over time,
meaning that the system's dynamics do not change with time.
Properties of Markov Chain
There are also several properties that Markov chains can have, including:
• Irreducibility: Markov chain is irreducible when it is possible to reach any state
from any other state in a finite number of steps.
• Aperiodicity: A Markov chain is aperiodic when it is possible to reach any state
from any other state in a finite number of steps, regardless of the starting state.
• Recurrence: A state in a Markov chain is recurrent if it is possible to return to that
state in a finite number of steps.
• Transience: A state in a Markov chain is transient if it is not possible to return to
that state in a finite number of steps.
• Ergodicity: A Markov chain is ergodic if it is both irreducible and aperiodic and if
the long-term behavior of the system is independent of the starting state.
• Reversibility: A Markov chain is reversible if probability of transitioning from one
state to another is equal to the probability of transitioning from that state back to
the original state.
Stationary and Limiting Distributions
Solution
Bellman equation in reinforcement
learning.
• The Bellman equation is a fundamental equation in reinforcement learning
that expresses the relationship between the value of a state or state-action
pair and the expected rewards obtained from that state. It is named after
Richard E. Bellman, who made significant contributions to dynamic
programming and control theory.

• There are two forms of the Bellman equation: the state value function
version (also known as the Bellman equation for value functions) and the
action value function version (also known as the Bellman equation for Q-
functions).
Applications of reinforcement
learning
1. Game Playing:
RL has been successfully applied to play various board games, video games, and
Atari games. Notable examples include AlphaGo, which defeated world champion
Go players, and Alpha Zero, which achieved superhuman performance in chess,
shogi, and Go.
2. Robotics:
• RL enables robots to learn complex tasks and behaviors through trial and error.
Robots can learn to navigate environments, manipulate objects, and perform
tasks such as grasping, picking, and placing objects in unstructured environments.
3. Autonomous Vehicles:
• RL plays a crucial role in developing autonomous vehicles by enabling them to
learn driving policies and decision-making strategies from data collected during
driving experiences. RL algorithms can learn to navigate traffic, follow traffic rules,
and make appropriate decisions in various driving scenarios.
Applications of reinforcement
learning
4. Recommendation Systems:
• RL is used to personalize recommendations in e-commerce, streaming
platforms, and online advertising. RL algorithms learn user preferences and
optimize recommendations to maximize user engagement and satisfaction,
leading to improved user experiences and increased revenue for businesses.

5. Finance:
• RL is applied in algorithmic trading and portfolio management to optimize
trading strategies and maximize investment returns. RL algorithms learn to
make buy/sell decisions based on market conditions, historical data, and risk
preferences, leading to improved trading performance and reduced risk.
Find stationary distribution for this
data

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