12. International Conference on Applied Analysis and Mathematical Modeling, İstanbul, Turkey, 19 - 23 July 2024, pp.203-204
In this paper, we present a convolutional neural network architecture
designed to solve Markov reward games. This architecture takes the
rewards and transition matrix as inputs and provides the optimal
strategy for the game. The proposed neural network architecture is
trained using 80% of 3000 and 5000 Markov reward games, each featuring 3
actions and 3 states, and is tested utilizing 20% of 3000 and 5000
Markov reward games. The results reveal that the developed architecture
can achieve errors of less than 3% in terms of mean square error in the
final rewards.