Explain a Markov Decision Process
Company: Voleon
Role: Machine Learning Engineer
Category: Machine Learning
Difficulty: hard
Interview Round: Technical Screen
# Explain a Markov Decision Process
Define a Markov decision process using states, actions, transition probabilities, rewards, and a policy. Explain the Markov property and how a trajectory produces return.
### Constraints & Assumptions
- Use a discrete formulation unless continuous spaces are explicitly requested.
- State the discount or finite-horizon convention.
- Reward may depend on state, action, and next state.
### Clarifying Questions to Ask
- What information must a state contain to be Markov?
- Is the environment fully observed?
- What objective is the policy optimizing?
```hint Test the state
If the future still depends on omitted history after conditioning on the proposed state and action, the state representation is incomplete.
```
### What a Strong Answer Covers
- Formal components and the Markov property.
- Policy, trajectory probability, reward, return, and discount.
- Value functions and the distinction between environment dynamics and policy.
- Examples of non-Markov observations and how to repair the state.
### Follow-up Questions
1. How does partial observability change the formulation?
2. What is the difference between episodic and continuing tasks?
Overview: Review the components and trajectory semantics of an MDP, including state sufficiency, policies, transitions, rewards, and discounted return.