Blackwell optimality in Markov decision processes with partial observation
Dinah Rosenberg, Eilon Solan, Nicolas Vieille · The Annals of Statistics · 2002
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.