While Walter Mitty does try to change his wife's view of him, there is no indication by the end of the story that he has succeeded in his task. At the same time, there is every indication that Walter will continue to try to exert his individuality, even though his prospects are hardly encouraging.
In the story, Walter uses his daydreams as an escape mechanism. He has no less than five daydreams while he is out running errands with his wife. His last two daydreams are most significant. In the fourth daydream, Walter is a fearless World War Two captain who will take his bomber plane into enemy fire. Apparently, he is the only soldier left in his unit who can complete the task. Before he leaves on his possibly fatal mission, he nonchalantly downs brandy (to the admiration of his subordinate). Walter leaves for his mission cheerfully humming "Aupres de Ma Blonde." Notice that the text highlights the "rat-tat-tatting of machine guns" and the "menacing pocketa-pocketa-pocketa of the new flame-throwers" immediately before Walter is rudely pulled out of his daydream by his wife striking him on the shoulder.
It is appropriate then that Walter's last daydream consists of him facing a firing squad. Here again, we get the imagery of Walter under constant fire. This is a representation of what his life is like on a daily basis; he is constantly assailed by his wife's criticisms and tirades. The daydream ends with Walter standing tall before the firing squad. He is "proud and disdainful, Walter Mitty the Undefeated, inscrutable to the last." With these last words, we get the idea that Walter will continue to do everything in his power to change his wife's view of him.