Blackwell optimality in Markov decision processes with partial observation

Dinah Rosenberg, Nicolas Vieille (vieille@hec.fr) and Eilon Solan (eilons@post.tau.ac.il)

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Abstract: A Blackwell $\epsilon$-optimal strategy in a Markov Decision Process is a strategy that is $\epsilon$-optimal for every discount factor sufficiently close to 1. We prove the existence of Blackwell $\epsilon$-optimal strategies in finite Markov Decision Processes with partial observation.

Keywords: Blackwell optimality; MDP; partial observation (search for similar items in EconPapers)
Date: 2002-08-01
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Citations: View citations in EconPapers (28)

Published in Annals of Statistics, 2002, Vol.30,n°4, pp.1178-1193. ⟨10.1214/aos/1031689022⟩

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Working Paper: Blackwell Optimality in Markov Decision Processes with Partial Observation (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00464998

DOI: 10.1214/aos/1031689022

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