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

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

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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

Information

Published: August 2002
First available in Project Euclid: 10 September 2002

zbMATH: 1103.90402
MathSciNet: MR1926173
Digital Object Identifier: 10.1214/aos/1031689022

Subjects:
Primary: 60J20, 62C99

Rights: Copyright © 2002 Institute of Mathematical Statistics

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Vol.30 • No. 4 • August 2002
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