Sensitive discount optimality via nested linear programs for ergodic Markov decision processes

We discuss the sensitive discount optimality for Markov decision processes. The n-discount optimality is a refined selective criterion, that is a generalization of the average optimality and the bias optimality. Our approach is based on the system of nested linear programs. We provide an algorithm for the computation of the Blackwell optimal policy. The n-discount optimal policies are obtained as a by-product of this algorithm. Here we restrict ourselves to the case of completely ergodic Markov decision processes