Markov Decision Processes — The Math That Frames Every RL Problem
Behind every reinforcement learning algorithm is one formal structure: the Markov decision process. It's the precise way of writing down "an agent making a sequence of decisions under uncertainty," and once a problem is framed as an MDP, the whole toolkit of RL applies to it. This post builds the MDP from its parts and explains the one assumption — the Markov property — that makes the entire theory work.
Behind every RL algorithm is one structure: the Markov decision process (states, actions, transitions, reward, discount). The Markov property that makes it tractable, why state design matters, and reward design as RL's subtle, decisive, error-prone part (reward hacking) — the problem RLHF later solves.