I've been watching a lot of tutorial videos and they are look the same. This one for example: <https://www.youtube.com/watch?v=ip4iSMRW5X4>

They explain states, actions and probabilities which are fine. The person explains it ok but I just can't seem to get a grip on what it would be used for in real-life. I haven't come across any lists as of yet. The most common one I see is chess.

Can it be used to predict things? If so what types of things? Can it find patterns amoung infinite amounts of data? *What can this algorithm do for me.*

*Bonus: It also feels like MDP's is all about getting from one state to another, is this true?*