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Averaging vs. discounting in dynamic programming: a counterexample. (English) Zbl 0276.49019


MSC:

49L99 Hamilton-Jacobi theories
62L99 Sequential statistical methods
90C40 Markov and semi-Markov decision processes
93C55 Discrete-time control/observation systems
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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