Accession Number:

AD0628096

Title:

A PROPERTY OF SEQUENTIAL CONTROL PROCESSES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Report Date:

1966-01-01

Pagination or Media Count:

14.0

Abstract:

This memorandum deals with discrete time stochastic control processes having a finite number of states and possible actions. If the process is in state i at time t and one makes decision d sub k, it moves to state j at time t 1 with probability q sub ijk. A rule R is a possibly random procedure for choosing a decision at each time t given the past up to time t. Each rule R determines a probability P sub R on the set of possible sample paths of the process. Derman Annals Math. Stat., 35, 1964 has shown that, for criteria involving limiting average probabilities of visits to state-decision pairs, one needs only to consider initial randomizations of nonrandom stationary rules. It is shown that there is a rule which induces the same probability on the process as any initial randomization, hence nothing new is introduced by initial randomization. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE