CS 415: Artificial Intelligence

Markov Decision Processes

Non-Deterministic Search
 Example: Grid World
▪ A maze-like problem
▪ The agent lives in a grid
▪ Walls block the agent’s path
▪ Noisy movement: actions do not always go as planned
▪ 80% of the time, the action North takes the agent North
(if there is no wall there)
▪ 10% of the time, North takes the agent West; 10% East
▪ If there is a wall in the direction the agent would have been
taken, the agent stays put
▪ The agent receives rewards each time step
▪ Small “living” reward each step (can be negative)
▪ Big rewards come at the end (good or bad)
▪ Goal: maximize sum of rewards
 Grid World Actions
Deterministic Grid World Stochastic Grid World
 Markov Decision Processes
▪ An MDP is defined by:
▪ A set of states s ∈ S
▪ A set of actions a ∈ A
▪ A transition function T(s, a, s’)
▪ Probability that a from s leads to s’, i.e., P(s’| s, a)
▪ Also called the model or the dynamics
▪ A reward function R(s, a, s’)
▪ Sometimes just R(s) or R(s’)
▪ A start state
▪ Maybe a terminal state

▪ MDPs are non-deterministic search problems

▪ One way to solve them is with expectimax search
▪ We’ll have a new tool soon

[Demo – gridworld manual intro (L8D1)]

Video of Demo Gridworld Manual Intro
 What is Markov about MDPs?
▪ “Markov” generally means that given the present state, the
future and the past are independent

▪ For Markov decision processes, “Markov” means action

outcomes depend only on the current state

Andrey Markov
(1856-1922)

▪ This is just like search, where the successor function could only
depend on the current state (not the history)
 Policies
▪ In deterministic single-agent search problems,
we wanted an optimal plan, or sequence of
actions, from start to a goal

▪ For MDPs, we want an optimal policy π*: S →

A
▪ A policy π gives an action for each state
▪ An optimal policy is one that maximizes expected
utility if followed
▪ An explicit policy defines a reflex agent Optimal policy when R(s, a, s’) = -0.03
for all non-terminals s
▪ Expectimax didn’t compute entire policies
▪ It computed the action for a single state only
 Optimal Policies

R(s) = -0.01 R(s) = -0.03

R(s) = -0.4 R(s) = -2.0

Example: Racing
 Example: Racing
▪ A robot car wants to travel far, quickly
▪ Three states: Cool, Warm, Overheated
▪ Two actions: Slow, Fast
▪ Going faster gets double reward 0.5 +1
1.0
Fast
Slow -10
+1
0.5

Warm
Slow

Fast 0.5 +2

Cool 0.5
+1 Overheated
1.0
+2
Racing Search Tree
 MDP Search Trees
▪ Each MDP state projects an expectimax-like search tree

s s is a state

(s, a) is a
s, a
q-state
(s,a,s’) called a transition
s,a,s’ T(s,a,s’) = P(s’|s,a)
R(s,a,s’)
’s
Utilities of Sequences
 Utilities of Sequences
▪ What preferences should an agent have over reward sequences?

▪ More or less? [1, 2, 2] or [2, 3, 4]

▪ Now or later? [0, 0, 1] or [1, 0, 0]

 Discounting
▪ It’s reasonable to maximize the sum of rewards
▪ It’s also reasonable to prefer rewards now to rewards later
▪ One solution: values of rewards decay exponentially

Worth Now Worth Next Step Worth In Two Steps

 Discounting
▪ How to discount?
▪ Each time we descend a level, we
multiply in the discount once

▪ Why discount?
▪ Sooner rewards probably do have
higher utility than later rewards
▪ Also helps our algorithms converge

▪ Example: discount of 0.5

▪ U([1,2,3]) = 1*1 + 0.5*2 + 0.25*3
▪ U([1,2,3]) < U([3,2,1])
 Stationary Preferences
▪ Theorem: if we assume stationary preferences:

▪ Then: there are only two ways to define utilities

▪ Additive utility:
▪ Discounted utility:
 Quiz: Discounting
▪ Given:

▪ Actions: East, West, and Exit (only available in exit states a, e)

▪ Transitions: deterministic

▪ Quiz 1: For γ = 1, what is the optimal policy?

▪ Quiz 2: For γ = 0.1, what is the optimal policy?

▪ Quiz 3: For which γ are West and East equally good when in state d?
 Infinite Utilities?!
▪ Problem: What if the game lasts forever? Do we get infinite rewards?
▪ Solutions:
▪ Finite horizon: (similar to depth-limited search)
▪ Terminate episodes after a fixed T steps (e.g. life)
▪ Gives nonstationary policies (π depends on time left)

▪ Discounting: use 0 < γ < 1

▪ Smaller γ means smaller “horizon” – shorter term focus

▪ Absorbing state: guarantee that for every policy, a terminal state will eventually
be reached (like “overheated” for racing)
 Recap: Defining MDPs
▪ Markov decision processes: s
▪ Set of states S
▪ Start state s0 a
▪ Set of actions A s, a
▪ Transitions P(s’|s,a) (or T(s,a,s’))
▪ Rewards R(s,a,s’) (and discount γ) s,a,s’
’s

▪ MDP quantities so far:

▪ Policy = Choice of action for each state
▪ Utility = sum of (discounted) rewards
Solving MDPs
 Optimal Quantities

▪ The value (utility) of a state s:

V*(s) = expected utility starting in s and s s is a
acting optimally state
a
(s, a) is a
▪ The value (utility) of a q-state (s,a): s, a q-state
Q*(s,a) = expected utility starting out
having taken action a from state s and s,a,s’ (s,a,s’) is a
(thereafter) acting optimally ’s transition

▪ The optimal policy:

π*(s) = optimal action from state s

[Demo – gridworld values (L8D4)]

Snapshot of Demo – Gridworld V Values

Noise = 0.2
Discount = 0.9
Living reward = 0
Snapshot of Demo – Gridworld Q Values

Noise = 0.2
Discount = 0.9
Living reward = 0
 Values of States
▪ Fundamental operation: compute the (expectimax) value of a state
▪ Expected utility under optimal action
s
▪ Average sum of (discounted) rewards
▪ This is just what expectimax computed! a
s, a
▪ Recursive definition of value:
s,a,s’
’s
Racing Search Tree
Racing Search Tree
 Racing Search Tree
▪ We’re doing way too much
work with expectimax!

▪ Problem: States are repeated

▪ Idea: Only compute needed
quantities once

▪ Problem: Tree goes on forever

▪ Idea: Do a depth-limited
computation, but with increasing
depths until change is small
▪ Note: deep parts of the tree
eventually don’t matter if γ < 1
 Time-Limited Values
▪ Key idea: time-limited values

▪ Define Vk(s) to be the optimal value of s if the game ends

in k more time steps
▪ Equivalently, it’s what a depth-k expectimax would give from s

[Demo – time-limited values (L8D6)]

k=0

Noise = 0.2
Discount = 0.9
Living reward = 0
k=1

Noise = 0.2
Discount = 0.9
Living reward = 0
k=2

Noise = 0.2
Discount = 0.9
Living reward = 0
k=3

Noise = 0.2
Discount = 0.9
Living reward = 0
k=4

Noise = 0.2
Discount = 0.9
Living reward = 0
k=5

Noise = 0.2
Discount = 0.9
Living reward = 0
k=6

Noise = 0.2
Discount = 0.9
Living reward = 0
k=7

Noise = 0.2
Discount = 0.9
Living reward = 0
k=8

Noise = 0.2
Discount = 0.9
Living reward = 0
k=9

Noise = 0.2
Discount = 0.9
Living reward = 0
k=10

Noise = 0.2
Discount = 0.9
Living reward = 0
k=11

Noise = 0.2
Discount = 0.9
Living reward = 0
k=12

Noise = 0.2
Discount = 0.9
Living reward = 0
k=100

Noise = 0.2
Discount = 0.9
Living reward = 0
Computing Time-Limited Values
Value Iteration
 Value Iteration
▪ Start with V0(s) = 0: no time steps left means an expected reward sum of zero
▪ Given vector of Vk(s) values, do one ply of expectimax from each state:
Vk+1(s)
a
s, a

▪ Repeat until convergence s,a,s’

Vk(s’)

▪ Complexity of each iteration: O(S2A)

▪ Theorem: will converge to unique optimal values

▪ Basic idea: approximations get refined towards optimal values
▪ Policy may converge long before values do
 Example: Value Iteration

3.5 2.5 0

2 1 0

Assume no discount!

0 0 0
 Convergence*
▪ How do we know the Vk vectors are going to converge?

▪ Case 1: If the tree has maximum depth M, then VM holds

the actual untruncated values

▪ Case 2: If the discount is less than 1

▪ Sketch: For any state Vk and Vk+1 can be viewed as depth
k+1 expectimax results in nearly identical search trees
▪ The difference is that on the bottom layer, Vk+1 has actual
rewards while Vk has zeros
▪ That last layer is at best all RMAX
▪ It is at worst RMIN
▪ But everything is discounted by γk that far out
▪ So Vk and Vk+1 are at most γk max|R| different
▪ So as k increases, the values converge