Value iteration

If you know the transition model, repeatedly update $v(s)$ with the Bellman backup until it converges.

Initialize $v(s)$ (often zeros). Sweep over all states, setting each $v(s)$ to $\max_a[r(s,a)+\gamma v(s')]$. Repeat many times. Values propagate from rewarding states outward. Then act greedily: pick the action that leads to the best backed-up value.

Ladder again

10 states, actions up/down, reward 1 only for staying at 0 or 9, $\gamma=0.9$. After enough sweeps:

$v \approx [10, 9, 8.1, 7.29, 6.56, 6.56, 7.29, 8.1, 9, 10]$.

Notice symmetry: middle states are least valuable because you are farthest from a rewarding end. You did not need to guess the policy first — values reveal “walk toward the nearer end”.

v(s) after value iteration (γ=0.9) 0123456789 10 10
State values peak at the rewarding ends and dip in the middle.

Key takeaways

  • Needs a model of transitions.
  • Repeated Bellman updates.
  • Then act greedily w.r.t. $v$.