Non-randomized strategies in stochastic decision processes

Eugene A. Feinberg

doi:10.1007/BF02283603

Non-randomized strategies in stochastic decision processes

Eugene A. Feinberg

Applied Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

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.

Original language	English
Pages (from-to)	315-332
Number of pages	18
Journal	Annals of Operations Research
Volume	29
Issue number	1
DOIs	https://doi.org/10.1007/BF02283603
State	Published - Dec 1991

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title = "Non-randomized strategies in stochastic decision processes",

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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SP - 315

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JO - Annals of Operations Research

JF - Annals of Operations Research

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Non-randomized strategies in stochastic decision processes

Abstract

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