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Blackwell optimality in Markov decision processes with partial observation

Author

Listed:
  • Dinah Rosenberg

    (LAGA - Laboratoire Analyse, Géométrie et Applications - UP8 - Université Paris 8 Vincennes-Saint-Denis - UP13 - Université Paris 13 - Institut Galilée - CNRS - Centre National de la Recherche Scientifique)

  • Nicolas Vieille

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique)

  • Eilon Solan

    (TAU - Tel Aviv University)

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.

Suggested Citation

  • Dinah Rosenberg & Nicolas Vieille & Eilon Solan, 2002. "Blackwell optimality in Markov decision processes with partial observation," Post-Print hal-00464998, HAL.
    • Handle: RePEc:hal:journl:hal-00464998
    DOI: 10.1214/aos/1031689022
    as

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