Intelligent Systems II · TEE · papers

Q7(b) Bellman equations and reinforcement-learning applications [10]

Final / re-examination · 28 Apr 2025

Actual historical paper ·100 marks attempted /140 offered · Q1 compulsory + any four of Q2–Q7. Source defects and solution assumptions are explicitly identified.

Question. Q7(b) [10 marks · 2025-04-28]

Explain Bellman equation in reinforcement learning. Also give applications of reinforcement learning.

Answer

Reinforcement learning (RL) studies an agent that chooses actions, receives rewards and learns a policy to maximize expected cumulative reward through interaction. A policyπ(a|s) describes which action is chosen in a state; the value function measures expected future return, not only the immediate reward.

SymbolMeaning
s, aCurrent state and selected action
s′, rNext state and one-step reward
γDiscount factor; usually 0≤γ<1 for discounted continuing tasks
π(a|s)Probability of actiona under the policy
Vπ(s)Expected discounted return starting in state s and followingπ
Qπ(s, a)Expected discounted return after first choosinga in s, then followingπ

Step 1. Split the return into present reward and remaining future

G_t=R_{t+1}+\gamma R_{t+2}+\gamma^2R_{t+3}+\cdots=R_{t+1}+\gamma G_{t+1}LaTeX: G_t=R_{t+1}+\gamma R_{t+2}+\gamma^2R_{t+3}+\cdots=R_{t+1}+\gamma G_{t+1}

This one-step decomposition is the basis of the Bellman equation: value now equals expected immediate reward plus discounted value of what follows.

Step 2. Write the Bellman expectation equation

V^\pi(s)=\sum_a\pi(a\mid s)\sum_{s',r}p(s',r\mid s,a)\left[r+\gamma V^\pi(s')\right]LaTeX: V^\pi(s)=\sum_a\pi(a\mid s)\sum_{s',r}p(s',r\mid s,a)\left[r+\gamma V^\pi(s')\right]

The inner sum averages over uncertain transitions and rewards. The outer sum averages over the policy's actions. For a deterministic action and transition, it reduces toV(s)=r+γV(s′).

Step 3. Write the optimality form

V^*(s)=\max_a\sum_{s',r}p(s',r\mid s,a)\left[r+\gamma V^*(s')\right]LaTeX: V^*(s)=\max_a\sum_{s',r}p(s',r\mid s,a)\left[r+\gamma V^*(s')\right]
Q^*(s,a)=\sum_{s',r}p(s',r\mid s,a)\left[r+\gamma\max_{a'}Q^*(s',a')\right]LaTeX: Q^*(s,a)=\sum_{s',r}p(s',r\mid s,a)\left[r+\gamma\max_{a'}Q^*(s',a')\right]

Expectation evaluates a given policy; the maximum chooses the best available action. Value iteration applies this backup repeatedly. Q-learning estimates a corresponding action-value backup from sampled transitions instead of requiring the complete transition model.

Step 4. Use a concrete numerical example

Assumeγ=0.9 and deterministic transitions. ActionA gives reward 2 and a next-state value 10. ActionB gives reward 5 and a next-state value 4.

ActionBellman backupValue
A2+0.9×1011
B5+0.9×48.6

The optimality backup choosesA because 11>8.6, even thoughB gives the larger immediate reward. Under a policy selecting both equally, the expectation backup is 0.5×11+0.5×8.6=9.8. These are one-step backups using the given continuation values.

Applications

ApplicationState / action / reward example
Robot navigationState:location/sensors; action:move; reward:goal reached with penalties for collision and delay
Game playingState:board configuration; action:legal move; reward:win/loss or a carefully designed game score
Traffic-signal controlState:queue lengths; action:signal phase; reward:reduced delay with safety constraints
Resource schedulingState:workload/resources; action:allocate jobs; reward:throughput or energy objective
Adaptive recommendationState:user/context history; action:recommend an item; reward:measured engagement or another validated long-term outcome

Rewards and exploration policies matter. An agent can optimize the wrong behavior if the reward ignores safety, fairness or the true task objective. A Bellman equation defines the value relation; it does not guarantee that a learned policy is already optimal.