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Conditional expectation General case Under the condition X = x, Y has a certain expectation which is called the expectation of Y conditionally to X = x. It is a number, not a random variable.
where is a stochastic process, R(i) is the utility (also called reward) associated to the discrete state i, β < 1 is the probability that the stochastic process does not terminate, and is the conditional expectation operator given c: ...
See also: Distribution, Expectation, Demon, Variance, Density
 
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