I've encountered this symbol that looks like a capital $\mathbb{E}$ (with double vertical lines), which I am not familiar with, and I have no idea what to search for to find what it means, so apologies if it is something trivial.
The context in which it is written is as follows:
$R=\sum^\mathcal{T}_{t=1}\lambda^{t-1}\mathbb{E}[r^t]$
What does the $\mathbb{E}$ stand for?
Update Some more context:
$\mathcal{T}$ is the set of timeslots over which something is happening. $t\in\mathcal{T}$ (i.e. each timeslot). $\lambda$ is a discount factor raised to the timeslot its related to. $r^t$ is a reward collected at time $t$, and $R$ is supposedly calculating the total discounted reward over all timeslots in $\mathcal{T}$.
I haven't got much more information (trying to understand this thing myself).
$\endgroup$ 32 Answers
$\begingroup$The $\Bbb{E}$ means either Euclidean space, the expected value of a random variable, or a field in a tower of fields. This is from wikipedia. In your context it seems most likely to be the expected value of a random variable.
$\endgroup$ 1 $\begingroup$The font is the blackboard font. In the context you show, it is likely to be the expectation operator (integral) of probability.
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