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Blackwell optimality in Markov decision processes with partial observation

Dinah Rosenberg 1 Nicolas Vieille 2 Eilon Solan 3
1 LAGA - Laboratoire Analyse, Géométrie et Applications
2 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
3 Department of Statitics and Operation Research, 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.
Keywords : Blackwell optimality MDP partial observation
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Journal articles
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https://hal-hec.archives-ouvertes.fr/hal-00464998
Contributor : Antoine Haldemann <>
Submitted on : Thursday, March 18, 2010 - 3:49:21 PM
Last modification on : Thursday, April 29, 2021 - 11:53:57 PM

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UNIV-PARIS13 | HEC | CNRS | PARISTECH | UNIV-PARIS8 | USPC | GALILE | UNIV-PARIS-LUMIERES | SORBONNE-PARIS-NORD | LAGA | UNIV-PARIS8-OA

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

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