An Example in which Stationary Strategies are not Adequate

An Example in which Stationary Strategies are not Adequate

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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Bibliographische Detailangaben
Veröffentlicht in:The Annals of probability 1975-08, Vol.3 (4), p.722-725, Article 722
Hauptverfasser: Dubins, Lester E., Sudderth, William D.
Format: Artikel
Sprache:eng
Schlagworte:
6000
60G99
62C05
control theory
decision theory
dynamic programming
finite additivity
Gambling
probability
Research grants
Short Communications
stationary strategies
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Beschreibung
Zusammenfassung: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.
ISSN:0091-1798
2168-894X
DOI:10.1214/aop/1176996312