The Open Cybernetics & Systemics Journal

2009, 3 : 5-12
Published online 2009 August 25. DOI: 10.2174/1874110X00903010005
Publisher ID: TOCSJ-3-5

When Bellman's Principle Fails

A.B. Piunovskiy
Department of Mathematical Sciences, M & O Building, Peach Street, University of Liverpool, Liverpool, L69 3BX, UK.

ABSTRACT

We present several examples which show that the well known statements about Markov Decision Processes can fail if the loss function is not bounded.