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MiS Preprint
9/2021
Task-agnostic constraining in average reward POMDPs
Guido Montúfar, Johannes Rauh and Nihat Ay
Abstract
We study the shape of the average reward as a function over the memoryless stochastic policies in infinite-horizon partially observed Markov decision processes. We show that for any given instantaneous reward function on state-action pairs, there is an optimal policy that satisfies a series of constraints expressed solely in terms of the observation model. Our analysis extends and improves previous descriptions for discounted rewards or which covered only special cases.
