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

  • Authors:

  • A. Hordijk;O. Passchier;F. M. Spieksma

  • Affiliations:

  • Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands;Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands;Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 1999

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Abstract

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