Discounted return (Geron Ch 18, morie.fn grret)

G_t = r_t + gamma G_{t+1} by a backward sweep; effective horizon 1/(1-gamma).

Usage

morie_geron_discounted_return(rewards, gamma)

Arguments

rewards

Reward sequence.

gamma

Discount in [0, 1].

Value

List with returns, G0, effective_horizon.

Examples

morie_geron_discounted_return(rewards = c(1, 2, 3, 4, 5, 6, 7, 8), gamma = 0.5)
#> $returns
#> [1]  3.921875  5.843750  7.687500  9.375000 10.750000 11.500000 11.000000
#> [8]  8.000000
#> 
#> $G0
#> [1] 3.921875
#> 
#> $gamma
#> [1] 0.5
#> 
#> $effective_horizon
#> [1] 2
#> 
#> $estimate
#> [1] 3.921875
#> 
#> $n
#> [1] 8
#>