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Bellman Equation

Expresses the value of a state as the best immediate reward plus discounted future value.

Formula

V(s)=maxa[R(s,a)+γsP(ss,a)V(s)]V(s)=\max_a\Big[R(s,a)+\gamma\sum_{s^{\prime}}P(s^{\prime}\mid s,a)V(s^{\prime})\Big]

Variables

V(s)State value
RReward
\gammaDiscount factor
PTransition probability

Example

gamma near 1 values the long-term future

Did You Know?

Richard Bellman coined "dynamic programming" — and the "curse of dimensionality" — in the 1950s.

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