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In the proof of the policy gradient theorem in the RL book of Sutton and Barto (that I shamelessly paste here):

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there is the "unrolling" step that is supposed to be immediately clear

With just elementary calculus and re-arranging of terms

Well, it's not. :) Can someone explain this step in more detail?

How exactly is $Pr(s \rightarrow x, k, \pi)$ deduced by "unrolling"?

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It looks like "v of s prime" is just substituted with the already derived value for "v of s". You can call it a recursion of a kind. In other words, v(s) is dependent on v(s') and that implies that v(s') is dependent on v(s''). So we can combine that and get the dependency of v(s) of v(s'').

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  • $\begingroup$ Where exactly does $Pr(s\rightarrow x, k, \pi)$ come from? $\endgroup$ – tmaric Jun 23 at 8:51
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    $\begingroup$ This is in the right direction for the first unrolling line, but actually the substituted term is $\nabla v_\pi(s')$ - you can use LaTex to put that into the answer - i.e. $\nabla v_\pi(s')$ $\endgroup$ – Neil Slater Jun 23 at 8:52
  • $\begingroup$ I see where the unrolling leads, in terms of simply recursively expanding the expression. What I don't see, is how $Pr$ is substituted in the unrolled expression. $\endgroup$ – tmaric Jun 23 at 9:05

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