Consider an undiscounted Markov decision process with three states 1, 2, 3, with respec- tive rewards -1, -2,0 for each visit to that state. In states 1 and 2, there are two possible actions: a and b. The transitions are as follows: • In state 1, action a moves the agent to state 2 with probability 0.8 and makes the agent stay put with probability 0.2. . In state 2, action a moves the agent to state 1 with probability 0.8 and makes the agent stay put with probability 0.2. . In either state 1 or state 2, action b moves the agent to state 3 with probability 0.1 and makes the agent stay put with probability 0.9. Find the optimal policy that minimises the expected total cost and find the corresponding value function.
Consider an undiscounted Markov decision process with three states 1, 2, 3, with respec- tive rewards -1, -2,0 for each visit to that state. In states 1 and 2, there are two possible actions: a and b. The transitions are as follows: • In state 1, action a moves the agent to state 2 with probability 0.8 and makes the agent stay put with probability 0.2. . In state 2, action a moves the agent to state 1 with probability 0.8 and makes the agent stay put with probability 0.2. . In either state 1 or state 2, action b moves the agent to state 3 with probability 0.1 and makes the agent stay put with probability 0.9. Find the optimal policy that minimises the expected total cost and find the corresponding value function.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Step 1: Write down the equations for the value function using the Bellman equation.
VIEWStep 2: Solve the system of linear equations for the value function using matrix inversion.
VIEWStep 3: we determine the optimal policy by selecting the action with the lowest value of the value function
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