On the Optimality of Pure Strategies
Published Online:1 Apr 1960https://doi.org/10.1287/mnsc.6.3.268
Abstract
In Manne [Manne, A. S. 1960. Linear programming and sequential decisions. Management Sci. (April).] has suggested a linear programming formulation for on optimal steady state solution of sequential decision models. In this note we offer a proof which appeals primarily to the properties of linear programs that an optimal solution exists involving only pure strategies.
