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Blackwell Optimality in Markov Decision Processes with Partial Observation

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  • Dinah Rosenberg
  • Eilon Solan
  • Nicolas Vieille

Abstract

We prove the existence of Blackwell epsilon-optimal strategies in finite Markov Decision Processes with partial observation.

Suggested Citation

  • Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2000. "Blackwell Optimality in Markov Decision Processes with Partial Observation," Discussion Papers 1292, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    • Handle: RePEc:nwu:cmsems:1292
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