1
vote
1answer
20 views

Markov Decision Process - Optimal policy invariance to scaling in the Utility Function

The title says it all. If i use a discounted Utility Function, why is the optimal policy invariant with respect tot the scaling of the Utility Function by a positive Factor?
4
votes
1answer
382 views

Recursively Solving a Bellman Equation

Problem Overview I am to figure out $v_\pi$ of a certain Markov state. Given Information A set of actions, $a$ containing ${up, down, left, right}$ $v_\pi(12), v_\pi(13), v_\pi(14)$ (I am given ...