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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

Abstract

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.

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

Information

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

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

Subjects:
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

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Vol.3 • No. 4 • August, 1975
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