These are fancy terms for decision-making problems where we have a set of states, actions, rewards, and transitions. But instead of knowing exactly what state we’re in at any given time, POMDPs add an extra layer of uncertainty by only observing partial information about the current state.
So let’s break it down:
MDPs are like a game where you have to choose between different actions and get rewards for your choices. The goal is to find the best strategy that maximizes your total reward over time. Here’s an example: imagine you’re playing a video game, and you can either move left or right. If you move left, you might encounter a monster that gives you -10 points (ouch!), but if you move right, you might find a treasure chest with +50 points inside. The state of the game is your current position on the map, and the actions are moving left or right.
Now let’s add some uncertainty to this scenario: in POMDPs, we don’t always know exactly what state we’re in at any given time. Instead, we only have partial information about our surroundings based on observations that we make as we move around the game map. For example, if you can see a monster from afar but not its exact location, this is an observation that helps us narrow down which states are possible (i.e., there’s probably a monster somewhere nearby).
So in POMDPs, our goal is to find the best strategy that maximizes our total reward over time while taking into account the uncertainty of our observations. This can be challenging because we have to consider all possible outcomes and their associated probabilities based on our current state and observation. But with some clever algorithms (like dynamic programming or Monte Carlo methods), we can solve these problems and make optimal decisions even in uncertain environments!
In terms of code, there are many libraries available for MDPs and POMDPs that you can use to implement your own decision-making agents. Some popular ones include OpenAI Gym, PyTorch, TensorFlow, and RLlib (which is built on top of Ray). These frameworks provide a variety of tools for training and testing reinforcement learning algorithms, as well as visualizing the results in real time.
MDPs and POMDPs are powerful tools for solving decision-making problems with uncertainty. Whether you’re building an autonomous robot or playing a video game, these techniques can help you make optimal decisions even when the environment is unpredictable.