Article ID: | iaor19911689 |
Country: | Switzerland |
Volume: | 29 |
Start Page Number: | 315 |
End Page Number: | 332 |
Publication Date: | Apr 1991 |
Journal: | Annals of Operations Research |
Authors: | Feinberg E.A. |
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.