I've read many explanation on how do to policy iteration, but I can't find an example, so I'm stuck right now trying to figure out to Policy Iteration.
The numbers next to each state show the reward received for arriving in that state. For example, if the agent started in $S_0$ and took the $Blue$ action, and ended up in state $S_1$, the immediate reward would be $-5$.
The discount value is 0.1, and the initial policy is $\pi(S_0)=Blue$ and $\pi(S_1)=Red$
$S_2 $ state is the terminal state - game over. The two possible actions are Blue and Red as can be seen on the image.
I just need something to help me start, because no explanation really made me understand how do I start the policy iteration till convergence.