Answers.Body: <p>Sutton and Barto give an example of an MDP where the optimal stochastic policy strictly dominates the best deterministic one, should answer all your questions</p>
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Answers.CreationDate: 2024-05-26T11:09:56.250Z
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Body: <p>I know that in a MDP there always exists a unique optimal deterministic policy. Does a statement like this also exist for optimal stochastic policies? Is there also always a unique optimal stochastic policy? Can it be better than the optimal deterministic policy?</p>
  
Tags: <reinforcement-learning><markov-decision-process><policies>
Title: Are there problems where the optimal policy is stochastic?
UserDisplayName: craaaft
ThreadText: # Are there problems where the optimal policy is stochastic?
  
  (Asked by: username_0 on 2024-05-25)
  
  I know that in a MDP there always exists a unique optimal deterministic policy. Does a statement like this also exist for optimal stochastic policies? Is there also always a unique optimal stochastic policy? Can it be better than the optimal deterministic policy?
  
  **Tags:** reinforcement-learning, markov-decision-process, policies
  
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  ## 1 answers
  
  ### Answer by username_1 on 2024-05-26. Score: 1 | Accepted answer
  
  Sutton and Barto give an example of an MDP where the optimal stochastic policy strictly dominates the best deterministic one, should answer all your questions
  
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