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Blackwell optimality in Markov decision processes with partial observation
- Source :
- Ann. Statist. 30, no. 4 (2002), 1178-1193, Annals of Statistics, Annals of Statistics, Institute of Mathematical Statistics, 2002, Vol.30,n°4, pp.1178-1193. ⟨10.1214/aos/1031689022⟩
- Publication Year :
- 2002
- Publisher :
- The Institute of Mathematical Statistics, 2002.
-
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.
- Subjects :
- Statistics and Probability
62C99
0209 industrial biotechnology
Computer Science::Computer Science and Game Theory
Markov kernel
Decision theory
Markov process
02 engineering and technology
01 natural sciences
010104 statistics & probability
symbols.namesake
020901 industrial engineering & automation
[SHS.ECO.ECO]Humanities and Social Sciences/Economics and Finance/domain_shs.eco.eco
MDP
ddc:330
partial observation
0101 mathematics
60J20
Statistical hypothesis testing
Mathematics
Discounting
Partially observable Markov decision process
Existence theorem
Statistics::Computation
Blackwell optimality
symbols
Markov decision process
Statistics, Probability and Uncertainty
Mathematical economics
Subjects
Details
- Language :
- English
- ISSN :
- 00905364 and 21688966
- Database :
- OpenAIRE
- Journal :
- Ann. Statist. 30, no. 4 (2002), 1178-1193, Annals of Statistics, Annals of Statistics, Institute of Mathematical Statistics, 2002, Vol.30,n°4, pp.1178-1193. ⟨10.1214/aos/1031689022⟩
- Accession number :
- edsair.doi.dedup.....9c8b5fd29c6d3037fdd6318ada8a71cf
- Full Text :
- https://doi.org/10.1214/aos/1031689022⟩