Agent–Environment Interface in AI and

Reinforcement Learning
Introduction
In the context of Artificial Intelligence (AI) and Reinforcement Learning (RL), the Agent–
Environment Interface refers to the interaction between the agent and the environment. It
is the foundational concept in RL, where the agent learns to make decisions by interacting
with its environment.

Key Components of the Agent-Environment Interface

Agent
The agent is the decision-maker or entity that acts in the environment. It perceives the
environment, takes actions, and receives feedback in the form of rewards or penalties. Key
components include:
- Sensors: To perceive the environment (e.g., cameras, temperature sensors).
- Actuators: To perform actions in the environment (e.g., motors for movement).
- Controller: The decision-making unit (e.g., a reinforcement learning algorithm that
chooses actions based on observed states).

Environment
The environment includes everything the agent interacts with and affects. It can be physical
or virtual, including factors like other agents, obstacles, goals, or rewards, which respond to
the agent’s actions.
Core Elements

State (s)
Represents a snapshot of the environment at a particular moment, providing context for
decisions.

Action (a)
Moves or decisions the agent makes to influence the environment’s state.

Reward (r)
Feedback received after taking an action, quantifying success or failure.

Policy (π)
The strategy the agent follows to choose actions based on the current state.

Example: Recycling Robot in an Office Environment

1. Core Components

A. State Space (S)

The robot's state represents its situation, including:

- Battery Level: High or Low
- Location: Near Can, Near Charger, Elsewhere
- Operational Status: Searching, Waiting, Recharging, Shut Down

Example:
(High Battery, Near Can, Searching)

B. Action Space (A)

The robot can take different actions based on its state:

- High Battery: Search for cans or Wait.
- Low Battery: Search, Wait, or Recharge.

C. Transition Probabilities (P(s'|s,a))

These are the chances of moving from one state to another based on an action:
- High Battery, Searching: With probability α, the robot remains with High Battery; with
probability 1−α, it switches to Low Battery.
- Low Battery, Recharging: The robot will always move to High Battery with probability 1.

D. Reward Function (R(s, a, s'))

The robot gets rewards or penalties based on its actions:

+2: Successfully collecting a can.
-3: Battery depletion and shutdown.
-1: Colliding with an obstacle.
E. Policy (π(s))

The robot follows a strategy (policy) based on its state:

If the battery is High and near a can, Search.
If the battery is Low and near a charger, Recharge.

2. Value Function (V(s))

The robot calculates the expected long-term reward for being in a state.

3. Q-Value Function (Q(s, a))

The robot calculates the expected reward of taking a certain action in a state and following
the best future strategy.

4. Learning the Best Strategy

The robot learns the best actions using algorithms like Q-Learning:
The robot updates its knowledge over time based on rewards and future predictions.

5. Example Scenario

Current State | Action | Next State | Reward

-------------------------------------------------
High Battery, Searching | Search | High Battery | +2
Low Battery, Searching | Search | Shutdown | -3
Low Battery, Recharging | Recharge | High Battery | 0

6. Transition Graph Representation

The robot’s decision process can be visualized as a graph where:

- Nodes: States (like 'High Battery', 'Near Can').
- Edges: Transitions with probabilities and rewards.
Bioreactor

State (s)
Sensor readings for temperature, stirring speed, and chemical indicators.

Action (a)
Adjusting temperature and stirring rates.

Reward (r)
Based on the production rate of the target chemical.

Pick-and-Place Robot

State (s)
Joint angles and velocities of the robot's arm.

Action (a)
Voltages applied to motors controlling movements.

Reward (r)
+1 for successful pick-and-place actions, small negative reward for abrupt movements.

In reinforcement learning (RL), the agent's objective is formalized through a reward

signal, which is a scalar value indicating how well the agent is achieving its goal. The agent’s
task is to maximize the total reward, focusing on cumulative long-term reward rather than
immediate gains. The process of designing goals and reward structures is central to guiding
the agent's behavior effectively. Below are various goal and reward structures commonly
used in RL, with examples to illustrate their application:

1. Maximizing Forward Progress (Continuous Tasks)

 Example: A robot learning to walk or a car learning to drive.

 Goal: The goal is to maximize the forward motion of the robot or car.

 Reward Structure: The robot or car receives a reward proportional to its forward
movement at each time step (e.g., +0.1 per meter moved forward).

 Key Idea: The agent learns that forward motion is the most effective way to
accumulate rewards. The reward system encourages continuous progress.

2. Time-based Goal with Negative Rewards (Escape or Efficiency Tasks)

 Example: A robot trying to escape from a maze.

  Goal: The goal is to escape the maze as quickly as possible.

 Reward Structure: A small positive reward (e.g., +1) is given for each time step the
robot stays inside the maze, and negative rewards (e.g., -1) might be assigned for
delays or each extra step taken.

 Key Idea: The agent learns that minimizing the number of steps results in fewer
penalties, thus encouraging efficient escape.

3. Discrete Goal with Positive and Negative Rewards (Collection Tasks)

 Example: A robot collecting recyclable cans.

 Goal: The robot should find and collect cans.

 Reward Structure: The robot gets a reward of +1 for each can collected. It might
also incur negative rewards (e.g., -1) for undesirable actions like bumping into
obstacles or wasting time.

 Key Idea: The reward system incentivizes efficient collection of cans while
discouraging mistakes. Negative rewards guide the robot to focus on its primary
goal and reduce inefficiencies.

4. Final Goal with Win/Loss Rewards (Competitive Games)

 Example: A chess-playing agent.

 Goal: The goal is to win the game.

 Reward Structure: The agent receives:

o +1 for winning

o -1 for losing

o 0 for drawing or intermediate game states.

 Key Idea: The agent focuses on maximizing its chances of winning rather than on
intermediate strategies, like capturing pieces, unless they contribute directly to the
win.

5. Subgoal-based Rewards (Potentially Misleading)

 Example: A chess-playing agent rewarded for capturing pieces or controlling the

center of the board.

 Goal: The ultimate goal is to win the game.

 Misleading Reward Structure: The agent might receive rewards for intermediate
strategies (e.g., +0.5 for capturing a piece). However, this could lead to undesirable
 behavior where the agent pursues these subgoals without focusing on the true
objective (winning).

 Key Issue: Rewarding subgoals (like capturing pieces) can lead the agent to focus
on strategies that don’t contribute to the ultimate goal. This can result in inefficient
or harmful strategies, where the agent captures pieces at the cost of losing the game.

6. Sparse Rewards (Delayed Gratification)

 Example: A robot learning to play a video game, where the reward is only given
after completing an entire level.

 Goal: The goal is to complete the game level or possibly the entire game.

 Reward Structure: The reward is provided only after completing a key milestone
(e.g., +10 for finishing a level), with little to no reward during intermediate steps.

 Key Idea: The agent must learn to plan ahead and understand that rewards come at
the end. Sparse rewards encourage exploration of the environment to find the
sequence of actions leading to the final goal.

7. Multi-objective or Multi-goal Rewards

 Example: A self-driving car that needs to both stay on the road and minimize fuel
consumption.

 Goal: The car needs to learn how to balance safety and fuel efficiency.

 Reward Structure: The car receives rewards based on multiple objectives:

o +1 for staying on the road

o -0.1 for each unit of fuel consumed

o -1 for crashing into an obstacle.

 Key Idea: The agent learns to balance competing goals (e.g., safety and fuel
efficiency). This creates a complex task where the agent must weigh trade-offs to
optimize all objectives simultaneously.

Key Takeaways:

 Reward Structure Alignment: The reward system must align with the agent's long-
term goal. Poorly designed rewards can lead to unintended or inefficient behaviors,
where the agent focuses on subgoals instead of the ultimate objective.

 Immediate vs. Cumulative Rewards: Immediate rewards guide short-term

behavior, while cumulative rewards help the agent achieve long-term goals. The
balance between both types of rewards is crucial for effective learning.
  Subgoals and Efficiency: Rewarding intermediate subgoals like capturing pieces in
chess can lead to misleading strategies if those actions do not directly contribute to
the final goal. Properly defined reward structures should ensure that subgoals
support, rather than hinder, the overall objective.

 Sparse vs. Dense Rewards: In tasks where rewards are sparse, agents need to
develop strategies that optimize long-term success by planning ahead. In contrast,
dense rewards provide more frequent feedback, guiding more immediate behavior
adjustments.

 Multi-objective Challenges: In complex tasks with multiple goals (e.g., balancing

safety and efficiency for self-driving cars), the agent must learn to prioritize and
balance competing objectives, leading to more sophisticated strategies.

In conclusion, the design of goals and rewards is fundamental in RL, guiding agents to
learn effective strategies that align with the desired outcomes. Careful reward structure
design ensures that agents learn optimal behaviors that fulfill both immediate and long-
term objectives.

Dynamic Programming and Policy

Evaluation
Dynamic Programming (DP)
Dynamic Programming (DP) refers to a collection of algorithms used to compute optimal
policies when we have a perfect model of the environment, typically represented as a
Markov Decision Process (MDP). DP algorithms are valuable in reinforcement learning (RL)
from a theoretical standpoint, but they have some practical limitations.
LIMITATIONS
1.Perfect Model Assumption: DP assumes that the environment is fully known, including
the dynamics of state transitions and rewards. In an MDP, this means that we know the
probability distribution p(s′,r|s,a) for all states s∈S, actions a∈A(s), and rewards r∈R. This
is known as having a perfect model.

2.Computational Expense: DP algorithms can be computationally expensive, especially for

large state and action spaces. Therefore, while DP is valuable for theoretical understanding,
it’s not practical for large-scale problems in reinforcement learning, where the model of the
environment is often not perfectly known.

3.Key Idea: The main concept of DP—and reinforcement learning in general—is the use of
value functions to help find optimal policies. These value functions help organize and
structure the search for good policies. Once we have the optimal value functions, we can
derive optimal policies.

4.Value Functions: The key idea of DP and reinforcement learning is to compute optimal
value functions:
The state-value function v*(s) represents the maximum expected return from state s,
following the optimal policy.
The action-value function q*(s,a) represents the expected return from state s and taking
action a, followed by the optimal policy.
These optimal value functions satisfy the Bellman optimality equations, which describe the
recursive relationship for finding optimal policies.

Policy Evaluation (Prediction)

Policy Evaluation refers to the process of computing the state-value function vπ(s) for an
arbitrary policy π. This process is often referred to as the prediction problem in Dynamic
Programming.

State-Value Function vπ(s):

The state-value function vπ(s) gives the expected return when starting from state s and
following a specific policy π. It is defined as:

vπ(s) = E[∑t=0∞ γt Rt | S0 = s, π]

Alternatively, this can be written recursively as:

vπ(s) = E[R(t+1) + vπ(St+1) | St = s, At = π(s)]

Here, At = π(s) represents the action taken under policy π in state s.

Bellman Equation for Policy Evaluation:

The Bellman equation for policy evaluation is used to compute the value function for a given
policy. This equation expresses the value of a state as the expected immediate reward plus
the discounted value of the next state under the policy:

vπ(s) = ∑a π(a|s) ∑s′,r p(s′,r|s,a) (r + vπ(s′))

Where:
π(a|s) is the probability of taking action a in state s under policy π.
p(s′,r|s,a) is the probability of transitioning to state s′ and receiving reward r when taking
action a in state s.

This equation can be interpreted as an expected update: the value of state s is updated by
considering all possible actions under policy π, and the expected next-state values.
Solving the Bellman Equation:
If the environment's dynamics are known (i.e., p(s′,r|s,a) is known), then the Bellman
equation becomes a system of simultaneous linear equations. The state-value function vπ(s)
for all states s∈S can be solved by direct computation, but this can be tedious for large state
spaces.

Instead of solving these equations directly, we use iterative methods for approximating the
state-value function.

Example: Gridworld (4x4 Grid)

Consider a 4x4 gridworld as an example, where an agent is navigating through a grid of 16

non-terminal states (labeled 1 to 14). The agent can take one of four actions: up, down, left,
or right. The reward r=1r = 1r=1 for all transitions except when the terminal state is
reached. The agent follows a random policy (equiprobable for each action).

We can use iterative policy evaluation to compute vπv^\pivπ for this policy. The agent's
goal is to find the expected number of steps from each state to the terminal state. The
sequence of value functions {vk}\{v_k\}{vk} computed by iterative policy evaluation
converges to the true state-value function vπv^\pivπ, which indicates how long it takes, on
average, to reach the terminal state from any given state under the random policy.

Iterative Policy Evaluation

Iterative Policy Evaluation is an algorithm used to approximate the state-value function

vπ(s) for a given policy π.
Initialization:
Start with an initial approximation v0(s) for all states s∈S. Typically, v0(s) is chosen
arbitrarily, except that the value of any terminal state is set to 0.

Update Rule:
For each state s, update the value function using the Bellman equation for policy evaluation:

vk+1(s) = ∑a π(a|s) ∑s′,r p(s′,r|s,a) (r + vk(s′))

This update is done iteratively for all states s∈S until the value function converges.

Convergence:
The value function sequence v0, v1, v2, … is guaranteed to converge to vπ(s) as the number
of iterations increases. The convergence is assured as long as the discount factor γ is less
than 1, or if the task is episodic (i.e., it eventually terminates from all states under the
policy).

Termination Condition:
The iteration stops when the change in the value function is sufficiently small, i.e., when:

max s∈S |vk+1(s) − vk(s)| < θ

where θ is a small positive threshold that determines the desired accuracy of the
approximation.

In-Place vs. Two-Array Algorithm:

The iterative policy evaluation can be implemented either with two arrays (one for the old
values and one for the new values) or with a single array (updating the values 'in place').
The in-place version typically converges faster because it uses the most up-to-date values as
soon as they are available.

Summary
Dynamic Programming (DP) refers to algorithms for computing optimal policies, assuming a
perfect model of the environment (Markov Decision Process). These methods are
computationally expensive but form the theoretical foundation for many reinforcement
learning algorithms.

Policy Evaluation is the process of computing the state-value function vπ(s) for a given
policy π. This is done using the Bellman equation for policy evaluation, which expresses the
value of a state as the expected reward plus the discounted value of successor states under
the policy.

Iterative Policy Evaluation is an algorithm used to approximate vπ(s). Starting from an

initial value function, we iteratively update the value of each state based on the Bellman
equation, until convergence.

By using DP and policy evaluation, we can compute the expected return for any state under
a given policy, and eventually find optimal policies by iterating through these processes.

Value Iteration in Dynamic

Programming
Value Iteration is an important algorithm in dynamic programming (DP) that is used to
compute the optimal policy in a Markov Decision Process (MDP). It combines the concepts
of policy evaluation and policy improvement into a single operation, making it a very
efficient way of finding the optimal value function v* and the corresponding optimal policy.

Key Idea of Value Iteration

Policy Evaluation Step: In Value Iteration, the update rule used to compute the value
function at each state is derived from the Bellman Optimality Equation. The update involves
looking at the expected future rewards for each possible action and taking the maximum
over all actions, which leads to an optimal value function.
Policy Improvement: In each sweep of value iteration, the algorithm also improves the
policy based on the current value function.

Value Iteration Update Rule

The core update rule of value iteration is as follows:
v(k+1)(s) = max_a [ ∑ (s′,r) p(s′,r|s,a)(r + v(k)(s′)) ]

Where:
v(k)(s) is the value function at state s after k iterations.
The action a is chosen to maximize the expected return.
p(s′,r|s,a) is the probability of reaching state s′ and receiving reward r after taking action a
in state s.
r is the immediate reward.
v(k)(s′) is the value function for the successor state s′.
This rule is applied to all states s ∈ S (the state space).

Convergence of Value Iteration

Convergence Guarantee: Value iteration is guaranteed to converge to the optimal value
function v* if the MDP has finite states and actions. This convergence happens under certain
conditions, particularly when the rewards are bounded and the discount factor γ is less
than 1.

Stopping Condition: The algorithm continues until the value function does not change
significantly between successive iterations. The stopping criterion can be defined as:

max_s | v(k+1)(s) - v(k)(s) | < ϵ

Where ϵ is a small threshold determining the accuracy of the estimated value function.

Value Iteration Algorithm

1. Initialize v(s) arbitrarily for all s ∈ S, except that v(terminal state) = 0.
2. Repeat the following steps until convergence:
a. For each state s ∈ S, update the value function using the Bellman optimality equation.
b. Check if the change in the value function is below the threshold ϵ. If so, stop.
3. Extract the policy: After convergence, derive the optimal policy π*(s) by choosing the
action that maximizes the expected value at each state:
π*(s) = argmax_a [ ∑ (s′,r) p(s′,r|s,a)(r + v*(s′)) ]

Example: Gambler's Problem

The Gambler’s Problem involves a gambler who makes bets on a sequence of coin flips. If
the coin comes up heads, the gambler wins the amount he staked; if tails, he loses the stake.
The game ends when the gambler reaches $100 or loses all his money.

MDP Formulation:
States: The state is the gambler’s capital, s ∈ {1, 2, …, 99}.
Actions: The gambler can stake between 0 and his current capital, a ∈ {0, 1, …, min(s, 100 −
s)}.
Rewards: The reward is 0 for all transitions except when the gambler reaches $100, which
gives a reward of +1.
The value function at each state represents the probability of the gambler reaching $100
starting from that state.

By applying value iteration to this problem, the algorithm computes the optimal value
function and policy. The optimal policy will specify how much of his capital the gambler
should bet at each state to maximize his probability of reaching $100.

Final Policy: The optimal policy might suggest betting all his capital in certain situations,
while betting less in others. This is based on the probability of winning and the value
function derived from previous iterations.

Termination and Stopping Conditions

The stopping condition in value iteration can be based on either:
1. A small difference between successive value functions ( max_s | v(k+1)(s) − v(k)(s) | < ϵ ).
2. A predefined number of iterations if we cannot afford to wait for exact convergence.

Once the value iteration terminates, the optimal policy can be extracted.

Advantages of Value Iteration

1. Efficiency: Value iteration combines policy evaluation and policy improvement, making it
more efficient in some cases than policy iteration.
2. Simplicity: It does not require maintaining separate policy and value function estimates;
it directly computes the value function and derives the optimal policy from it.
3. Flexibility: Value iteration can handle a wide range of MDPs with different reward
structures and transition dynamics.

Disadvantages of Value Iteration

1. Computationally Expensive: Even though value iteration is more efficient than
policy iteration in some cases, it still requires iterating over all states multiple
times, which may be costly for large state spaces.

Asynchronous Dynamic Programming and Policy Improvement

Asynchronous Dynamic Programming (DP)

Asynchronous Dynamic Programming (DP) addresses one of the major drawbacks of the
classical DP methods: requiring systematic sweeps over the entire state set of the MDP. This
can be computationally expensive, especially for large state spaces.

The Problem with Full Sweeps

Classical DP methods like Value Iteration or Policy Evaluation require sweeps through all
the states in the Markov Decision Process (MDP). For example, in games like backgammon,
where there are over 10²⁰ states, performing a full sweep becomes practically infeasible.
Even with a very fast computational system processing millions of states per second, it
could take over a thousand years to complete a single sweep!
What is Asynchronous Dynamic Programming?
Asynchronous DP methods aim to avoid performing a full sweep of all states in a systematic
order. Instead, they update the values of states asynchronously, meaning the states are
updated in any order (and not necessarily all states are updated within a single iteration). In
asynchronous DP, the values of some states may be updated multiple times before other
states are updated even once. This allows the algorithm to operate more flexibly, focusing
updates on the most relevant parts of the state space.

How does Asynchronous DP work?

• In asynchronous DP algorithms, states are updated in any sequence. A state might be
updated multiple times before others are updated.
• For example, asynchronous value iteration updates the value of only one state on each
step.
• This process continues until asymptotic convergence is achieved, meaning that the value
function approaches the optimal value function, as long as every state is updated an infinite
number of times over the course of the algorithm.

Flexibility and Efficiency

• Selective Updates: Asynchronous DP methods allow flexibility in choosing which states to
update. This can be particularly useful when certain states are more critical for the task at
hand, and others can be ignored or updated less frequently.
• Efficient Propagation: We can optimize the update order to allow value propagation more
efficiently, ensuring that the most relevant states are prioritized for updates.
• Interleaving Updates: In more advanced variations, it is possible to intermix policy
evaluation and value iteration updates. This technique results in asynchronous truncated
policy iteration (a form of DP), where policy evaluation is performed in chunks, and value
iteration is applied in others.

Applications and Practical Use

• Real-time Interaction: One of the advantages of asynchronous DP is its ability to
intermingle computation and real-time decision-making. For example, an agent can be
interacting with the environment, experiencing the MDP, and using the updates from the DP
algorithm to guide its decisions in real time.
• State Selection: In a typical real-world application, the states that the agent visits most
often can be prioritized for updates. This ensures that the algorithm focuses on the most
relevant states for the agent's current decisions.
• Focusing Updates: Since the DP algorithm doesn’t need to update the entire state space at
once, it can focus updates on states that are critical for improving the agent's decision-
making.

Key Benefits
• Scalability: Asynchronous DP can handle larger state spaces by updating only a subset of
states, making it more scalable compared to traditional methods that require sweeping
through all states.
• Flexibility: It provides greater flexibility in state selection and ordering of updates, which
can lead to faster convergence, especially when paired with real-time interactions in
reinforcement learning contexts.
• Practical Application: It helps solve complex MDPs with large state spaces efficiently.
Asynchronous DP algorithms can be run simultaneously while the agent is interacting with
the environment, improving both the computational efficiency and the agent's performance.

Policy Improvement
Policy improvement is a key process in reinforcement learning where the goal is to find a
better policy by using the value function of an existing policy.

Key Points
1. Goal: The goal of policy improvement is to find a better policy by using the value function
of an existing policy.
2. Q-function: The state-action value function (Q-function) evaluates how good it is to take a
specific action in a given state.
3. Policy Improvement Theorem: By updating policies based on the Q-function, the new
policy will always be at least as good as the original one.
4. Iterative Process: Policy improvement alternates between policy evaluation and policy
improvement steps until convergence.

Policy Iteration Algorithm

Policy iteration alternates between policy evaluation and policy improvement steps to find
the optimal policy for a Markov Decision Process (MDP). It involves the following steps:
1. Initialization: Start with an initial value function and policy.
2. Policy Evaluation: Evaluate the current policy's value function until convergence.
3. Policy Improvement: Update the policy to be greedy based on the current value function.
4. Termination: Stop when the policy no longer changes after an improvement step.

Example: Jack's Car Rental Problem

Jack manages two car rental locations and needs to decide how many cars to move between
locations to maximize profit. The policy iteration process:
1. Starting Policy: No cars are moved initially.
2. First Improvement: Policy is updated to move some cars.
3. Subsequent Improvements: Policy continues to improve with evaluations and updates.
4. Final Policy: The optimal number of cars to move between locations is determined.
Finite Markov Decision Process (MDP)

A Finite Markov Decision Process (MDP) is a framework used to model decision-making in

environments where outcomes are partly random and partly under the control of a
decision-maker. It is called 'finite' because the number of states, actions, and rewards is
limited.

Key Components of MDP

States (S):

The possible situations or configurations the system can be in.

Example: In a grid-world game, each square on the grid is a state.

Actions (A):

The set of actions available to the agent in each state.

Example: In the grid-world game, actions might include moving up, down, left, or right.

Transition Probability (P):

This specifies the probability of moving from one state to another, given a specific action.
Denoted as P(s'|s,a), which means 'the probability of transitioning to state s' if action a is
taken in state s.'

Rewards (R):

The immediate reward received after transitioning from one state to another due to an
action.
Example: Reaching a goal state in the grid-world might yield a reward of +1, while falling
into a pit might result in a reward of -1.

Policy (π):

A policy is a strategy that specifies which action to take in each state.

Example: A policy might dictate that in the grid-world, the agent always moves toward the
goal.

Objective:

The goal is to find an optimal policy (π*) that maximizes the expected cumulative reward
over time.

Bellman Equations

Bellman equations are central to solving MDPs. They provide a mathematical way to
compute the value of states and actions by breaking the problem into smaller, recursive
components.
Value Function

The value function (V(s)) represents the total expected reward an agent can obtain from a
state s, assuming it follows a specific policy π.

Value of a State (Vπ(s)):

Vπ(s) = Eπ [Rt + γVπ(s') | s]

Rt: Immediate reward at time t.
s': Next state after taking an action in s.
γ: Discount factor (0 ≤ γ ≤ 1), which determines the importance of future rewards.
The value of a state under a policy is the sum of the immediate reward and the discounted
value of the next state.

Bellman Optimality Equation for State Values:

For the optimal policy π*, the value function satisfies:

V*(s) = max_a ∑_s' P(s'|s,a) [R(s,a,s') + γV*(s')]
This states that the optimal value of a state is the maximum expected reward achievable by
taking the best possible action a.

Action-Value Function (Q-Function)

The Q-function (Q(s,a)) represents the total expected reward an agent can obtain from state
s after taking action a and then following a specific policy.

Q-function for a Policy (Qπ(s,a)):

Qπ(s,a) = E [Rt + γVπ(s') | s,a]

This evaluates how good it is to take action a in state s, given that the agent will follow
policy π afterward.

Bellman Optimality Equation for Q-Function:

For the optimal policy:

Q*(s,a) = ∑_s' P(s'|s,a) [R(s,a,s') + γ max_a' Q*(s',a')]
This equation is recursive and allows the agent to evaluate the quality of actions by
considering the immediate reward and the value of the best action in the next state.

Solving MDPs Using Bellman Equations

MDPs are solved by finding the optimal value function (V*(s)) or the optimal Q-function
(Q*(s,a)). Once these are known, the optimal policy (π*) can be derived.

Key Methods:

Dynamic Programming:
Algorithms like Value Iteration and Policy Iteration use Bellman equations to iteratively
compute optimal values and policies.

Reinforcement Learning:

Approximates solutions to MDPs when the transition probabilities and rewards are
unknown. Methods like Q-Learning and SARSA are based on Bellman equations.