We prove the existence of Blackwell epsilon-optimal strategies in finite Markov Decision Processes with partial observation.

We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values.

We address the problem of existence of the uniform value in recursive games. We give two existence results. (i) The uniform value is shown to exist if the state space is countable, the action sets are finite and if, for some a 0, there are finitely many states in which the limsup value is less...