Markov Decision Process (discrete)

s2

s3

s4

s5

s1

0.7

0.3

0.9

0.1

0.3

0.3

0.4

0.99

0.1

0.2

0.8

r=-10

r=20

r=0

r=1

r=0

[Bellman 57] [Howard 60] [Sutton/Barto 98]

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