Abstract
This paper deals with discrete time infinite horizon stochastic decision processes with various reward criteria. Sufficient conditions are obtained for the value of a class of strategies to be equal to the value of the subclass of non-randomized strategies from this class.
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Feinberg, E.A. Non-randomized strategies in stochastic decision processes. Ann Oper Res 29, 315–332 (1991). https://doi.org/10.1007/BF02283603
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DOI: https://doi.org/10.1007/BF02283603