Paper ID: 2112.02976

Lecture Notes on Partially Known MDPs

Guillermo A. Perez

In these notes we will tackle the problem of finding optimal policies for Markov decision processes (MDPs) which are not fully known to us. Our intention is to slowly transition from an offline setting to an online (learning) setting. Namely, we are moving towards reinforcement learning.

Submitted: Dec 6, 2021