An Example in Denumerable Decision Processes

Fisher, Lloyd; Ross, Sheldon M.

Ann. Math. Statist., Tome 39 (1968) no. 6, p. 674-675 / Harvested from Project Euclid

Résumé

This note used the terminology and notation of Ross [3]. The example presented here is a denumerable Markovian decision process which has an optimal nonstationary rule which is better than every stationary rule. This answers a question of Derman [1].

Publié le : 1968-04-14
Classification:

@article{1177698426,
     author = {Fisher, Lloyd and Ross, Sheldon M.},
     title = {An Example in Denumerable Decision Processes},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 674-675},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698426}
}

Fisher, Lloyd; Ross, Sheldon M. An Example in Denumerable Decision Processes. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  674-675. http://gdmltest.u-ga.fr/item/1177698426/