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Definition
Markov Process
A Markov process is defined as a tuple (S, P), where:
- is a finite set of states.
- is a state transition probability matrix, where .
A sequence of states possesses the Markov property if and only if the probability of moving to the next state depends only on the present state and not on the previous states . That is, for all , P[S_{t+1}|S_t] = P[S_{t+1}|S_1, S_2, dots, S_t].
In reinforcement learning, a Markov process is typically time-homogeneous. This means the transition probability is independent of the time step : .
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Updated 2026-06-14
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