B"uchi Objectives in Countable MDPs

We study countably infinite Markov decision processes with B"uchi objectives, which ask to visit a given subset of states infinitely often. A question left open by T.P. Hill in 1979 is whether there always exist varepsilon-optimal Markov strategies, i.e., strategies that base decisions only on the current state and the number of steps taken so far. We provide a negative answer to this question by constructing a non-trivial counterexample. On the other hand, we show that Markov strategies with only 1 bit of extra memory are sufficient.