New answers tagged bellman-equations
1
First of all, we assume that we have a finite MDP, i.e. the set of states $\mathcal{S}$, the set of actions $\mathcal{A}$ and the set of rewards $\mathcal{R}$ all have a finite number of elements (I didn't think about how the explanations below would extend to other cases, but I suspect you will need differential equations).
For simplicity, let's only ...
3
Provided you have a finite number of states and actions, then there will not be an infinite number of terms. Therefore the state and action spaces need to be discrete and finite before the quote from the book applies.
I am having a hard time understanding how one could solve this system of equations.
There are a few techniques for solving simulteneous ...
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