PyTorch 1.x Reinforcement Learning Cookbook

Performing policy evaluation

We have just developed an MDP and computed the value function of the optimal policy using matrix inversion. We also mentioned the limitation of inverting an m * m matrix with a large m value (let's say 1,000, 10,000, or 100,000). In this recipe, we will talk about a simpler approach called policy evaluation.

Policy evaluation is an iterative algorithm. It starts with arbitrary policy values and then iteratively updates the values based on the Bellman expectation equation until they converge. In each iteration, the value of a policy, π, for a state, s, is updated as follows:

Here, π(s, a) denotes the probability ...