History-dependent evaluations in POMDPs
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Dynamical systems and their relations with probability theory and stochastic processes (37A50) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
Abstract: 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.
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