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Long-Term Values in Markov Decision Processes and Repeated Games, and a New Distance for Probability Spaces

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Article
Author/s: 
Jérôme Renault, Xavier Venel
Mathematics of Operations Research
Issue number: 
Issue in Advance: Issue 4 (November 2016)
Publisher: 
Informs
Year: 
2017
We study long-term Markov decision processes (MDPs) and gambling houses, with applications to any partial observation MDPs with finitely many states and zero-sum repeated games with an informed controller.
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