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Journal Articles Annals of Statistics Year : 2002

Blackwell optimality in Markov decision processes with partial observation

Eilon Solan
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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.

Dates and versions

hal-00464998 , version 1 (18-03-2010)

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Dinah Rosenberg, Nicolas Vieille, Eilon Solan. Blackwell optimality in Markov decision processes with partial observation. Annals of Statistics, 2002, Vol.30,n°4, pp.1178-1193. ⟨10.1214/aos/1031689022⟩. ⟨hal-00464998⟩
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