Math Problem Statement
In a simple MDP, an agent is in a state s, and the actions it can take can lead to the following outcomes: • With probability 0.4, the agent transitions to state , with reward , and 5 IIT KHARAGPUR AI4ICPS I HUB FOUNDATION Hands-on Approach to AI, Cohort-2, July – October 2024 Assignment 7: Reinforcement Learning ϵ s′ R = 10 v(s′) = • With probability 0.6, the agent transitions to state , with reward , and 3. The discount factor is 0.5. Using Bellman equation, find the expected value of state . s′′ R = 2 v(s′) = γ s
Solution
To find the expected value of the state using the Bellman equation, we first need to understand the components involved:
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States and Rewards:
- The agent is in state .
- From state , the agent can transition to:
- State with probability 0.4, receiving a reward .
- State with probability 0.6, receiving a reward .
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State Values:
- The value of state is given as .
- The value of state is given as .
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Discount Factor:
- The discount factor is .
Bellman Equation
The Bellman equation for the value of a state under a given policy is:
In this problem, we are looking for the expected value of state , which means we will sum over all possible outcomes (transitions) from state .
Applying the Bellman Equation to the Problem
Given the transitions:
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With probability 0.4:
- Transition to with reward and .
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With probability 0.6:
- Transition to with reward and .
The expected value of state , , can be calculated as:
Now, we compute the value step-by-step:
- Calculate the contribution from the first transition to :
- Calculate the contribution from the second transition to :
- Sum the contributions to get the expected value :
Conclusion
The expected value of state is:
Would you like more details, or do you have any questions?
Related Questions to Explore Further:
- How does the discount factor () affect the value calculation in an MDP?
- What is the difference between the Bellman expectation equation and the Bellman optimality equation?
- How do policy changes affect the expected value of a state in an MDP?
- What are the effects of different reward structures on the value function?
- How can the Bellman equation be extended to handle continuous state and action spaces?
Tip:
When working with Markov Decision Processes, always ensure you understand the transitions, probabilities, and rewards for each action to accurately apply the Bellman equation.
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Math Problem Analysis
Mathematical Concepts
Markov Decision Process (MDP)
Bellman Equation
Expected Value
Formulas
Bellman Equation for MDP: v(s) = \sum_{s'} P(s' \mid s, a) [R(s, a, s') + \gamma \, v(s')]
Theorems
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Suitable Grade Level
Graduate Level
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