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ON THE EXISTENCE OF THE PUISEUX EXPANSION OF THE DISCOUNTED REWARDS: A COUNTEREXAMPLE

Published online by Cambridge University Press:  01 April 1999

A. Hordijk ,
O. Passchier  and
F. M. Spieksma
A. Hordijk
Affiliation:
Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands
O. Passchier
Affiliation:
Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands
F. M. Spieksma
Affiliation:
Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands
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Abstract

This note presents an example indicating for denumerable Markov decision chains that nonexistence of the Laurent expansion of the α-discounted rewards in α = 1 implies also nonexistence of the Puiseux expansion.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 13 , Issue 2 , April 1999 , pp. 229 - 235
Copyright
© 1999 Cambridge University Press

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