On Recurrent Denumerable Decision Processes
Lloyd D. Fisher · The Annals of Mathematical Statistics · 1968
This paper considers decision processes on a denumerable state space. At each state a finite number of decisions is allowed. The main assumption is that if one always chooses the same decision at each state the resulting Markov chain is ergodic (i.e. positive recurrent). Under this assumption it is shown that all possible decision procedures are (in an appropriate sense) uniformly ergodic.