Stationary plans need not be uniformly adequate for leavable, Borel gambling problems

Blackwell, D.; Ramakrishnan, S.

doi:10.1090/S0002-9939-1988-0934886-3

Stationary plans need not be uniformly adequate for leavable, Borel gambling problems
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by D. Blackwell and S. Ramakrishnan PDF

Proc. Amer. Math. Soc. 102 (1988), 1024-1027 Request permission

Abstract:

There exists a leavable, Borel gambling problem with a goal, where at most three gambles are available at each fortune, where each gamble has at most two points in its support, but for which stationary plans are not uniformly adequate.

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