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Blackwell optimality in Markov decision processes with partial observation. (English) Zbl 1103.90402
Summary: 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.

MSC:
90C40 Markov and semi-Markov decision processes
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