For sequential decision processes with countable state spaces, we prove compactness of the set of strategic measures corresponding to nonrandomized policies. For the Borel state case, this set may not be compact (Piunovskiy, Optimal control of random sequences in problems with constraints....

This paper provides sufficient conditions when certain information about the past of a stochastic decision processes can be ignored by a controller. We illustrate the results with particular applications to queueing control, control of semi-Markov decision processes with iid sojourn times, and...