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Randomized Strategies are Useless in Markov Decision Processes
Hugo Gimbert 1
(2009-07-10)

We show that in a Markov decision process with arbitrary payoff mapping, restricting the set of behavioral strategies from randomized to deterministic does not influence the value of the game nor the existence of almost-surely or positively winning strategies. This result still holds for Markov decision processes with partial observation.
1:  Laboratoire Bordelais de Recherche en Informatique (LaBRI)
CNRS : UMR5800 – Université Sciences et Technologies - Bordeaux I – Ecole Nationale Supérieure d'Electronique, Informatique et Radiocommunications de Bordeaux – Université Victor Segalen - Bordeaux II
Méthodes Formelles, LaBRI
Computer Science/Computer Science and Game Theory
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