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A counterexample in discounted dynamic programming. (English) Zbl 0238.49017


MSC:

49L99 Hamilton-Jacobi theories
90C40 Markov and semi-Markov decision processes
Full Text: DOI

References:

[1] Blackwell, D., Discounted dynamic programming, Ann. Math. Statist., 36, 226-235 (1965) · Zbl 0133.42805
[2] Derman, C., Markovian sequential control processes—Denumerable state space, J. Math. Anal. Appl., 10, 295-302 (1965) · Zbl 0132.12706
[3] Derman, C.; Strauch, R. E., A note on memoryless rules for controlling sequential control processes, Ann. Math. Statist., 37, 276-278 (1966) · Zbl 0138.13604
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