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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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    References listed on IDEAS

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    1. Bergemann, Dirk & Valimaki, Juuso, 2003. "Dynamic common agency," Journal of Economic Theory, Elsevier, pages 23-48.
    2. Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107662636, November.
      • Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107030206, December.
    3. Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications,in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832 Elsevier.
    4. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 1999. "Stopping Games with Randomized Strategies," Discussion Papers 1258, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    5. repec:dau:papers:123456789/6231 is not listed on IDEAS
    6. Nicolas Vieille & Dinah Rosenberg, 2000. "The Maxmin of Recursive Games with Incomplete Information on one Side," Post-Print hal-00481429, HAL.
    7. Nowak, Andrzej S. & Szajowski, Krzysztof, 1998. "Nonzero-sum Stochastic Games," MPRA Paper 19995, University Library of Munich, Germany, revised 1999.
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    Cited by:

    1. Antoine Mandel & Xavier Venel, 2017. "Dynamic competition over social networks Dynamic competition over social networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01524453, HAL.
    2. Xavier Venel & Bruno Ziliotto, 2016. "Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01395429, HAL.
    3. Kalai, Ehud & Solan, Eilon, 2003. "Randomization and simplification in dynamic decision-making," Journal of Economic Theory, Elsevier, vol. 111(2), pages 251-264, August.
    4. Abraham Neyman & Sylvain Sorin, 2010. "Repeated games with public uncertain duration process," International Journal of Game Theory, Springer;Game Theory Society, pages 29-52.
    5. Ayala Mashiah-Yaakovi, 2009. "Periodic stopping games," International Journal of Game Theory, Springer;Game Theory Society, pages 169-181.
    6. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.
    7. Antoine Mandel & Xavier Venel, 2017. "Dynamic competition over social networks," Documents de travail du Centre d'Economie de la Sorbonne 17021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    8. Chandrasekher, Madhav, 2015. "Unraveling in a repeated moral hazard model with multiple agents," Theoretical Economics, Econometric Society.

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