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Policy Gradient Theorem [ 2 0 points ] Given an MDP with a state space S , Discrete action space A = [ a 1

Policy Gradient Theorem [20 points]
Given an MDP with a state space S, Discrete action space A=[a1,a2,a3], Reward function R,
discount factor , and a policy with the follwing functional representation:
(a1|s)=exp(z(s,a1))ainA?exp(z(s,a)).
Use the policy gradient theorem to show the follwing:
gradzJ()=d(s)(a|s)A(s,a),
where d is the steady state distribution of the Markov chain induced by and A(s,a)=
Q(s,a)-V(s)
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