Example of an infinite time MDP

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A simple example of gambling where we apply Bellman's equation.
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Dr. Walton, is the expression you write at 10:32 correct? It seems natural it should be R(i) = p*R(i+1) + q*R(i-1), and when I solve the difference equation for R(i) based on your definition of u(i), I get the same expression as you have but with p and q inverted.

spencerdean