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a simulator solving Markov Decision Process in pure Julia

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MDP Simulator

A simulator script to solve Markov decision process on a given graph.

Define a state graph, and run MDP with formula (values are updated in batch):
$$V^(s)=\max_a\sum_{s'}T(s,a,s')[R(s,a,s')+\gamma V^(s')]$$
where

  • $$V^*(s)$$ is the new value of state s
  • $$T(s,a,s')$$ is the transition probability
  • $$R(s,a,s')$$ is the reward of transition
  • $$\gamma$$ is the discount
  • $$V^*(s')$$ is the value of next state s' in terms of the action a

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a simulator solving Markov Decision Process in pure Julia

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julia mdp

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