| Article ID: | iaor20042777 |
| Country: | United States |
| Volume: | 30 |
| Issue: | 4 |
| Start Page Number: | 1178 |
| End Page Number: | 1193 |
| Publication Date: | Aug 2002 |
| Journal: | Annals of Statistics |
| Authors: | Vieille N., Rosenberg D., Solan E. |
| Keywords: | markov processes |
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.