Open Access
August, 1975 An Example in which Stationary Strategies are not Adequate
Lester E. Dubins, William D. Sudderth
Ann. Probab. 3(4): 722-725 (August, 1975). DOI: 10.1214/aop/1176996312


An example is given of a gambling problem such that, on the one hand, for every initial state, there is a strategy which brings one to the goal with arbitrarily high probability and, on the other hand, for some initial state, every stationary strategy reaches the goal with probability zero.


Download Citation

Lester E. Dubins. William D. Sudderth. "An Example in which Stationary Strategies are not Adequate." Ann. Probab. 3 (4) 722 - 725, August, 1975.


Published: August, 1975
First available in Project Euclid: 19 April 2007

zbMATH: 0317.90078
MathSciNet: MR378098
Digital Object Identifier: 10.1214/aop/1176996312

Primary: 60G99
Secondary: 62C05

Keywords: 6000 , control theory , decision theory , dynamic programming , finite additivity , gambling , Probability , stationary strategies

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 4 • August, 1975
Back to Top