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.
Citation
Dinah Rosenberg. Eilon Solan. Nicolas Vieille. "Blackwell optimality in Markov decision processes with partial observation." Ann. Statist. 30 (4) 1178 - 1193, August 2002. https://doi.org/10.1214/aos/1031689022
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