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 ss using the Bellman equation, we first need to understand the components involved:

  1. States and Rewards:

    • The agent is in state ss.
    • From state ss, the agent can transition to:
      • State ss' with probability 0.4, receiving a reward R=10R = 10.
      • State ss'' with probability 0.6, receiving a reward R=2R = 2.
  2. State Values:

    • The value of state ss' is given as v(s)=5v(s') = 5.
    • The value of state ss'' is given as v(s)=3v(s'') = 3.
  3. Discount Factor:

    • The discount factor is γ=0.5\gamma = 0.5.

Bellman Equation

The Bellman equation for the value of a state ss under a given policy is:

v(s)=sP(ss,a)[R(s,a,s)+γv(s)]v(s) = \sum_{s'} P(s' \mid s, a) \left[ R(s, a, s') + \gamma \, v(s') \right]

In this problem, we are looking for the expected value of state ss, which means we will sum over all possible outcomes (transitions) from state ss.

Applying the Bellman Equation to the Problem

Given the transitions:

  1. With probability 0.4:

    • Transition to ss' with reward R=10R = 10 and v(s)=5v(s') = 5.
  2. With probability 0.6:

    • Transition to ss'' with reward R=2R = 2 and v(s)=3v(s'') = 3.

The expected value of state ss, v(s)v(s), can be calculated as:

v(s)=0.4×(10+0.5×5)+0.6×(2+0.5×3)v(s) = 0.4 \times \left(10 + 0.5 \times 5\right) + 0.6 \times \left(2 + 0.5 \times 3\right)

Now, we compute the value step-by-step:

  1. Calculate the contribution from the first transition to ss':

0.4×(10+0.5×5)=0.4×(10+2.5)=0.4×12.5=50.4 \times (10 + 0.5 \times 5) = 0.4 \times (10 + 2.5) = 0.4 \times 12.5 = 5

  1. Calculate the contribution from the second transition to ss'':

0.6×(2+0.5×3)=0.6×(2+1.5)=0.6×3.5=2.10.6 \times (2 + 0.5 \times 3) = 0.6 \times (2 + 1.5) = 0.6 \times 3.5 = 2.1

  1. Sum the contributions to get the expected value v(s)v(s):

v(s)=5+2.1=7.1v(s) = 5 + 2.1 = 7.1

Conclusion

The expected value of state ss is:

v(s)=7.1\boxed{v(s) = 7.1}

Would you like more details, or do you have any questions?

Related Questions to Explore Further:

  1. How does the discount factor (γ\gamma) affect the value calculation in an MDP?
  2. What is the difference between the Bellman expectation equation and the Bellman optimality equation?
  3. How do policy changes affect the expected value of a state in an MDP?
  4. What are the effects of different reward structures on the value function?
  5. 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