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April, 1968 An Example in Denumerable Decision Processes
Lloyd Fisher, Sheldon M. Ross
Ann. Math. Statist. 39(2): 674-675 (April, 1968). DOI: 10.1214/aoms/1177698426


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].


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Lloyd Fisher. Sheldon M. Ross. "An Example in Denumerable Decision Processes." Ann. Math. Statist. 39 (2) 674 - 675, April, 1968.


Published: April, 1968
First available in Project Euclid: 27 April 2007

zbMATH: 0157.50601
MathSciNet: MR229332
Digital Object Identifier: 10.1214/aoms/1177698426

Rights: Copyright © 1968 Institute of Mathematical Statistics

Vol.39 • No. 2 • April, 1968
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