| Article ID: | iaor19921929 |
| Country: | United States |
| Volume: | 17 |
| Issue: | 2 |
| Start Page Number: | 392 |
| End Page Number: | 397 |
| Publication Date: | May 1992 |
| Journal: | Mathematics of Operations Research |
| Authors: | Feinberg Eugene |
| Keywords: | programming: dynamic |
The paper considers a discrete time Markov decision model with Borel state and action spaces. It is proved that the supremum of the expected total rewards under all randomized stationary strategies is equal to the supremum of these rewards under all (nonrandomized) stationary strategies.