uπ(s)≜𝔼π[Gt|St=s]=𝔼π[Rt+1+γGt+1|St=s]=𝔼π[Rt+1+γuπ(St+1)|St=s] \begin{align*} u_{\pi}(s) &\triangleq \mathbb{E}_{\pi}[G_t | S_t = s] \\ &= \mathbb{E}_{\pi} [R_{t+1} + \gamma G_{t+1} | S_t = s] \\ &= \mathbb{E}_{\pi} [R_{t+1} + \gamma u_{\pi}(S_{t+1}) | S_t = s] \end{align*}