Controlled Markov process (source code)

= Controlled Markov process

A controlled Markov process has transition probabilities or rates depending on its current state and the chosen control action. A <Markov policy> selects an action from the current state and possibly the time. Once such a policy is fixed, the induced state evolution is a <Markov process>. For general history-dependent controls, the state alone need not remain Markov. A <dynamic programming operator> optimizes over the available actions at each state.