The Bellman Equation as a Linear System
An interactive live film: value bars over three states climb by iteration to the exact solution v = (I − γP)⁻¹r; as gamma approaches one the system becomes nearly singular. Choose gamma so that v(s₀) = 5.
Narration
Three states and a fixed policy. The arrows are the transition probabilities under that policy, and the thin pins are the expected rewards in each state.
The value of a state is its expected reward plus gamma times the expected value of the next state. Written for all states at once, v equals r plus gamma P v.
The rest of the narration is in the book's Companion.
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