But don’t freak out, because in this tutorial, I’m gonna break it down for you like a boss and explain how to do value iteration for POMDPs using Python (because who doesn’t love Python?).
First what the ***** is a POMDP? Well, let me tell ya. A POMDP is basically an extension of Markov Decision Processes (MDPs) that allows us to handle uncertainty in our environment. In other words, it’s like MDPs but with less certainty and more confusion.
Now, why would we want to use a POMDP instead of an MDP? Well, because sometimes life is uncertain and unpredictable (just ask anyone who’s been on a first date). And in those situations, it’s better to have some kind of backup plan or contingency strategy. That’s where POMDPs come in handy they allow us to make decisions based on partial information about the environment, which can be really useful when we don’t know everything that’s going on around us.
So how do we solve a POMDP using value iteration? Well, let me break it down for you like a boss:
1. Define your POMDP this involves specifying the state space (which represents all possible states in our environment), the action space (which represents all possible actions that can be taken), and the observation space (which represents all possible observations that we might receive).
2. Initialize your value function to some arbitrary value, such as 0 or -inf. This is called the initial state-value function.
3. Iterate over each state in the state space and update its value using a Bellman backup equation:
V(s) = max_a [E[R(s, a) + gamma * sum_o P(o|s, a) * V(s’)]
where R is the reward function (which tells us how much we get for taking an action in a given state), gamma is the discount factor (which determines how much weight we give to future rewards), and s’ represents the next state that might be reached after taking action a.
4. Repeat step 3 until convergence, which means that the value function no longer changes significantly from one iteration to the next. This process is called policy evaluation.
5. Once you have converged on your value function, you can use it to determine an optimal policy (which tells us what action we should take in each state). The optimal policy is simply:
pi(s) = argmax_a [E[R(s, a) + gamma * sum_o P(o|s, a) * V(s’)]]
6. Repeat steps 3 and 4 for as long as you want to improve the quality of your policy (which is called policy improvement). This process can be repeated multiple times until convergence or until some other stopping criterion is met.
And that’s it! You now know how to do value iteration for POMDPs using Python. If you have any questions or need further clarification, feel free to reach out!