The interactive film is in the book's Companion

Play it, pause it, turn it and drag it with Mathematics for AI and Machine Learning.

Get the book

Bellman Operator: A Contraction With One Fixed Point

Chapter 15 · Mathematics for AI and Machine Learning · Advanced · 1:49

An interactive live film: value functions of a three-state problem are points in 3D; value iteration from any start walks to v*, inside sup-norm cubes that shrink by gamma every step.

Narration

A small decision problem has three states, so a value function is just a vector with three entries: a point in three dimensional space.

The Bellman optimality operator takes a value vector and returns a new one. For each state, it takes the best action: its reward, plus gamma times the expected value of the next state.

The rest of the narration is in the book's Companion.

More from Chapter 15

Interactive1:41Value Iteration and Policy Iteration: Many Small Steps or a Few Big JumpsChapter 15Preview1:32The Discounted Return: Now or LaterChapter 15Preview1:39The Bellman Equation as a Linear SystemChapter 15Preview1:34Continuous-Time Markov Chains: Probability Flowing on a TriangleChapter 15Preview1:58The KL-Regularized Optimal PolicyChapter 15Preview1:51The Deadly Triad: When TD Learning ExplodesChapter 15