On Recurrent Denumerable Decision Processes
Fisher, Lloyd
Ann. Math. Statist., Tome 39 (1968) no. 6, p. 424-432 / Harvested from Project Euclid
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This paper considers decision processes on a denumerable state space. At each state a finite number of decisions is allowed. The main assumption is that if one always chooses the same decision at each state the resulting Markov chain is ergodic (i.e. positive recurrent). Under this assumption it is shown that all possible decision procedures are (in an appropriate sense) uniformly ergodic.
Publié le : 1968-04-14
Classification:  
@article{1177698406,
     author = {Fisher, Lloyd},
     title = {On Recurrent Denumerable Decision Processes},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 424-432},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698406}
}

Fisher, Lloyd. On Recurrent Denumerable Decision Processes. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  424-432. http://gdmltest.u-ga.fr/item/1177698406/