Nowak, Andrzej S.; Vega-Amaya, Oscar - In: Mathematical Methods of Operations Research 49 (1999) 3, pp. 435-439
Brown [3] constructed an aperiodic Markov decision chain in which no overtaking policy (stationary or nonstationary …) exists. However, in his example a strong overtaking optimal policy exists in the class of all stationary policies. We provide … overtaking optimal stationary policy may fail inclusively in the class of stationary policies. We also give a brief survey of the …