Discounted return

Reinforcement learning · Formula · Appears in 1 lesson

Gt=∑k=0∞γkrt+k+1G_t = \sum_{k=0}^{\infty} \gamma^{k} r_{t+k+1}

The total future reward from a point onwards, with later rewards worth less. The discount both encodes impatience and keeps the sum finite on tasks that never end.

Symbols

GtG_t
The return from time t onwards.
γ\gamma
The discount factor, between zero and one.
rr
The reward collected at a single step.
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