随机游走问题中有ABCDE五点,以中心状态C开始,在每个时刻以相同的概率向左或向右移动一个状态,在两端终止,回合终止于最右侧时会有+1的收益,除此之外收益均为0。编写MRP、DP、MC、SARSA和QLearning算法代码计算随机游走过程每个状态的价值。假定折扣系数为1,中间状态的转移概率为0.5。
时间: 2023-06-12 15:08:16 浏览: 87
viterbi_0.rar_ob_viterbi_viterbi算法_状态转移概率
以下是Python代码实现:
首先定义状态转移概率和状态收益:
```python
import numpy as np
# 状态转移概率矩阵
P = np.array([[0.5, 0.5, 0, 0, 0],
[0.5, 0, 0.5, 0, 0],
[0, 0.5, 0, 0.5, 0],
[0, 0, 0.5, 0, 0.5],
[0, 0, 0, 0.5, 0.5]])
# 状态收益
R = np.array([0, 0, 0, 0, 1])
```
MRP算法:
```python
# MRP算法
def MRP(P, R):
# 计算每个状态的收益
V = np.linalg.inv(np.eye(len(P)) - P) @ R
return V
print("MRP算法结果:", MRP(P, R))
```
DP算法:
```python
# DP算法
def DP(P, R):
# 初始化价值函数
V = np.zeros(len(P))
# 迭代更新
while True:
V_new = R + P @ V
if np.max(np.abs(V_new - V)) < 1e-6:
break
V = V_new
return V
print("DP算法结果:", DP(P, R))
```
MC算法:
```python
# MC算法
def MC(P, R, n_episodes=1000, alpha=0.1):
# 初始化价值函数和状态计数器
V = np.zeros(len(P))
N = np.zeros(len(P))
# 多次迭代
for i in range(n_episodes):
S = 2
G = 0
episode = []
# 生成一次回合
while True:
A = np.random.choice([-1, 1])
S_new = S + A
if S_new < 0 or S_new >= len(P):
episode.append((S, A, G))
break
R_new = R[S_new]
episode.append((S, A, R_new))
S = S_new
# 更新价值函数
for j, (S, A, G) in enumerate(episode):
V[S] += alpha * (G - V[S])
return V
print("MC算法结果:", MC(P, R))
```
SARSA算法:
```python
# SARSA算法
def SARSA(P, R, n_episodes=1000, alpha=0.1, epsilon=0.1):
# 初始化价值函数和Q函数
V = np.zeros(len(P))
Q = np.zeros((len(P), 2))
# 多次迭代
for i in range(n_episodes):
S = 2
A = eps_greedy(Q[S], epsilon)
while True:
S_new = S + A
if S_new < 0 or S_new >= len(P):
Q[S, A] += alpha * (R[S_new] - Q[S, A])
break
A_new = eps_greedy(Q[S_new], epsilon)
Q[S, A] += alpha * (R[S_new] + Q[S_new, A_new] - Q[S, A])
S = S_new
A = A_new
# 更新价值函数
V = np.max(Q, axis=1)
return V
# epsilon-greedy策略
def eps_greedy(Q, epsilon):
if np.random.rand() < epsilon:
return np.random.choice([0, 1])
else:
return np.argmax(Q)
print("SARSA算法结果:", SARSA(P, R))
```
QLearning算法:
```python
# QLearning算法
def QLearning(P, R, n_episodes=1000, alpha=0.1, epsilon=0.1):
# 初始化价值函数和Q函数
V = np.zeros(len(P))
Q = np.zeros((len(P), 2))
# 多次迭代
for i in range(n_episodes):
S = 2
while True:
A = eps_greedy(Q[S], epsilon)
S_new = S + A
if S_new < 0 or S_new >= len(P):
Q[S, A] += alpha * (R[S_new] - Q[S, A])
break
Q[S, A] += alpha * (R[S_new] + np.max(Q[S_new]) - Q[S, A])
S = S_new
# 更新价值函数
V = np.max(Q, axis=1)
return V
print("QLearning算法结果:", QLearning(P, R))
```
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