Bellman Equation V(s) Proof
Why we need to understand it?
Bellman equation is a key point for understanding reinforcement learning, however, I didn’t find any materials that write the proof for it. In this post, I will show you how to prove it easily.
We need to prove to
In this example, I just improve this aligned:
For general situation,
For this question, the target is to get , thus means , and then:
which equals to
Why? , thus . And , in bellman function,
Thus we have
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