让智能体学会在状态中预测未来，提升决策能力。

As large language model (LLM) agents increasingly learn from experience, they primarily rely on trajectory-level reflection to extract insights. Viewed through the lens of predictive knowledge, we argue that this approach operates on episodic hindsight rather than predictive foresight, yielding brittle, path-dependent heuristics. To address this, we propose Stateful Knowledge Learning (SKL). SKL shifts the agent's focus from trajectory-level summarization to maintaining Stateful Knowledge: explicit, declarative predictive assessments anchored to state. We first demonstrate a motivating example showing how stateful knowledge provides granularity, enhances generalization, and enables knowledge bootstrapping. To further scale up the idea, we introduce two algorithms via self-distillation (SKL-SD) and reinforcement learning (SKL-RL), training agents to autonomously extract state-grounded predictive knowledge from experience and learn to leverage it for policy making. Experiments on interactive environments (WebShop, ScienceWorld) and a complex reasoning task (ChessPuzzles) demonstrate that equipping models with the inherent ability to learn stateful predictive knowledge significantly outpaces current reflection-based training paradigms.