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Paper detail

History-dependent evaluations in POMDPs

We consider POMDPs in which the weight of the stage payoff depends on the past sequence of signals and actions occurring in the infinitely repeated problem. We prove that for all epsilon>0, there exists a strategy that is epsilon-optimal for any sequence of weights satisfying a property that interprets as "the decision-maker is patient enough". This unifies and generalizes several results of the literature, and applies notably to POMDPs with limsup payoffs.

preprint2020arXivOpen access
Xavier VenelBruno Ziliotto
math.OC
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Xavier VenelBruno Ziliotto

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