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Sep 7, 2018 at 16:05 comment added Dennis Soemers @olliejday The expectation of a product of lots of terms can be split up in all kinds of ways. Here they split it up into two particular expectations of products. I think what you are suggesting would be possible too, but the particular way in which they split it up simply happened to be convenient / necessary for subsequent steps in the proof.
Sep 7, 2018 at 15:59 comment added olliejday I see, but if the policies are dependent on as you say the things in parentheses s_t and a_t, I don't see why the second expectation I've highlighted keeps both policies from t+1 to t+k-1?? Surely these could be taken out as well and the reward at time t+k as shown in the equation would only need policies at t+k-1? I'm not clear why later policies are taken out and earlier ones are kept in the expectation rather than just the policies at the timestep before the reward?
Sep 7, 2018 at 15:24 history answered Dennis Soemers CC BY-SA 4.0