Markov decision process

Markov decision processes (MDPs) provide a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for studying a wide range of optimization problems solved via dynamic programming and reinforcement learning. MDPs were known at least as early as the 1950s (cf. Bellman 1957). A core body of research on Markov decision processes resulted from Ronald A. Howard's book published in 1960, Dynamic Programming and Markov Processes. They are used in a wide area of disciplines, including robotics, automated control, economics, and manufacturing.