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Exercise 17.6 [reward-equivalence-exercise]

Sometimes MDPs are formulated with a reward function $R(s,a)$ that depends on the action taken or with a reward function $R(s,a,s’)$ that also depends on the outcome state.

  1. Write the Bellman equations for these formulations.

  2. Show how an MDP with reward function $R(s,a,s’)$ can be transformed into a different MDP with reward function $R(s,a)$, such that optimal policies in the new MDP correspond exactly to optimal policies in the original MDP.

  3. Now do the same to convert MDPs with $R(s,a)$ into MDPs with $R(s)$.

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