Blackwell optimality in Markov decision processes with partial observation
成果类型：
Article
署名作者：
Rosenberg, D; Solan, E; Vieille, N
署名单位：
Universite Paris 13; Tel Aviv University; Northwestern University; Hautes Etudes Commerciales (HEC) Paris
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
2002
页码：
1178-1193
关键词：
摘要：
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 Marko Decision Processes with partial observation.