# Accession Number:

## AD0628096

# Title:

## A PROPERTY OF SEQUENTIAL CONTROL PROCESSES,

# Descriptive Note:

# Corporate Author:

## RAND CORP SANTA MONICA CALIF

# Personal Author(s):

# 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

# Descriptors:

# Subject Categories:

- Operations Research