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-1

The proof is similar in idea to the earlier answer. The notations used here are more inclined towards the book Neuro-Dynamic Programming by Bertsekas. The proof is first we convert a FHP to a SSP (the details of SSP or Stochastic Shortest Path Problem formulation can be found in the aforementioned book) and then refer to the aforementioned book for a ...


3

In the discussion about Neil Slater's answer (that he, sadly, deleted) it was pointed out that the policy $\pi$ should also depend on the horizon $h$. The decision of action $a$ can be influenced by how many steps are left. So, the "policy" in that case is actually a collection of policies $\pi_h(a|s)$ indexed by $h$ - the distance to horizon. ...


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