Bellman Equation - Example

Example

In MDP, a Bellman equation refers to a recursion for expected rewards. For example, the expected reward for being in a particular state s and following some fixed policy has the Bellman equation:

This equation describes the expected reward for taking the action prescribed by some policy .

The equation for the optimal policy is referred to as the Bellman optimality equation:

It describes the reward for taking the action giving the highest expected return.

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