强化学习（一）Basic Concepts

Set

• State: the set of states S

• Action: the set of actions A(s) is associated for state s ∈ S.

• Reward: the set of rewards R(s, a).

Probability distribution

• State transition probability

​ at state s, taking action a, the probability to transit s to state s' :

• Reward probability:

​ at state s, taking action a, the probability to get reward r :

Policy

at state s, the probability to choose action a is

Markov property(memoryless property)