Reward-to-go is the cumulative future reward expected from a specified point in a trial or trajectory. It combines immediate reward with multistep optimization, giving reinforcement-learning methods a target for estimating how much future benefit remains. section 10.3
In reinforcement learning, reward-to-go connects several standard components:
- Reward functions assign scalar evaluations to actions, while reward-to-go aggregates expected rewards over a future time window. section 10.3
- A discount factor γ ∈ [0,1] multiplicatively reweights future rewards, controlling how strongly later outcomes contribute. section 10.3
- Bellman equations recursively estimate reward-to-go in Markov decision processes, while temporal-difference learning updates estimates as new data arrives. section 10.4 section 10.4
State–action estimates
Q-learning estimates the reward-to-go associated with each state–action pair through Bellman-based temporal-difference updates; its Q-function maps a state and action to a scalar future-reward estimate. section 10.4
