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You're reading from  Hands-On Reinforcement Learning with Python

Product typeBook
Published inJun 2018
Reading LevelIntermediate
PublisherPackt
ISBN-139781788836524
Edition1st Edition
Languages
Python
Tools
TensorFlowKeras
Concepts
Reinforcement Learning
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Sudharsan Ravichandiran
Sudharsan Ravichandiran
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Sudharsan Ravichandiran

Sudharsan Ravichandiran is a data scientist and artificial intelligence enthusiast. He holds a Bachelors in Information Technology from Anna University. His area of research focuses on practical implementations of deep learning and reinforcement learning including natural language processing and computer vision. He is an open-source contributor and loves answering questions on Stack Overflow.
Read more about Sudharsan Ravichandiran

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The Bellman equation and optimality

The Bellman equation, named after Richard Bellman, American mathematician, helps us to solve MDP. It is omnipresent in RL. When we say solve the MDP, it actually means finding the optimal policies and value functions. There can be many different value functions according to different policies. The optimal value function is the one which yields maximum value compared to all the other value functions:

Similarly, the optimal policy is the one which results in an optimal value function.

Since the optimal value function is the one that has a higher value compared to all other value functions (that is, maximum return), it will be the maximum of the Q function. So, the optimal value function can easily be computed by taking the maximum of the Q function as follows:

-- (3)

The Bellman equation for the value function can be represented as, (we...

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Hands-On Reinforcement Learning with Python
Published in: Jun 2018Publisher: PacktISBN-13: 9781788836524
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Author (1)

author image
Sudharsan Ravichandiran

Sudharsan Ravichandiran is a data scientist and artificial intelligence enthusiast. He holds a Bachelors in Information Technology from Anna University. His area of research focuses on practical implementations of deep learning and reinforcement learning including natural language processing and computer vision. He is an open-source contributor and loves answering questions on Stack Overflow.
Read more about Sudharsan Ravichandiran

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