Probability approach in the expected payoff of a dice game I am trying to understand the problem of expected payoff of a dice game explained here. I can roll the dice up to three times, but after each one I decide if I want to try once again or not. The idea is to find an optimal strategy that maximizes the expected payoff (expected number of spots; they do not sum up). 
Let's say I know the optimal strategy: If in the first roll I get 1,2 or 3 I roll the dice once again. If in the second I get 1,2,3 or 4 I roll the dice once again. The end. 
I wanted to calculate the expected number using probability $P(X=k)$ that I end up with $k$ spots. I am probably doing something wrong because I don't get the correct answer. My reasoning is the following:
$$P(X=\{1,2,3\}) = \underbrace{\frac{3}{6} \cdot \frac{4}{6} \cdot\frac{1}{6}}_{\text{3rd roll}}$$
$$P(X=4) = \underbrace{\frac{1}{6}}_{\text{1st roll}}+\underbrace{\frac{3}{6} \cdot \frac{4}{6} \cdot\frac{1}{6}}_{\text{3rd roll}}$$
$$P(X=5) = \underbrace{\frac{1}{6}}_{\text{1st roll}}+\underbrace{\frac{3}{6}\cdot\frac{1}{6}}_{\text{2nd roll}}+\underbrace{\frac{3}{6} \cdot\frac{4}{6}\cdot\frac{1}{6}}_{\text{3rd roll}}$$
$$P(X=6) = \frac{1}{6} + \frac{3}{6}\cdot\frac{1}{6}+\frac{3}{6} \cdot \frac{4}{6} \cdot\frac{1}{6}$$
Expected number is $E[X] = \sum_{k=1}^{6}kP(X=k) \approx 4.58$, which is not correct.
I appreciate any help.

Using your method:
$1$-roll game: 
$$E(X)=\sum_{k=1}^6 kP(X=k)=1\cdot \frac{1}{6}+2\cdot \frac16+3\cdot \frac16+4\cdot \frac16+5\cdot \frac16+6\cdot \frac16=3.5.$$
$2$-roll game:
$$E(X)=\sum_{k=1}^6 kP(X=k)=1\cdot \frac{3}{36}+2\cdot \frac{3}{36}+3\cdot \frac{3}{36}+\\
4\cdot \left(\frac16+\frac{3}{36}\right)+5\cdot \left(\frac16+\frac{3}{36}\right)+6\cdot \left(\frac16+\frac{3}{36}\right)=4.25.$$
Note: The player rerolls if the first roll was $1,2,3$.
$3$-roll game:
$$E(X)=\sum_{k=1}^6 kP(X=k)=1\cdot \frac{12}{216}+2\cdot \frac{12}{216}+3\cdot \frac{12}{216}+\\
4\cdot \left(\frac{4}{36}+\frac{12}{216}\right)+5\cdot \left(\frac16+\frac{4}{36}+\frac{12}{216}\right)+6\cdot \left(\frac16+\frac{4}{36}+\frac{12}{216}\right)=4\frac23.$$
Note: The player rerolls if the first roll is $1,2,3,4$ and the second roll is $1,2,3$. You did the other way around!
