On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
Eugene Aleksandrovich Feinberg, Alexey Piunovskiy · Theory of Probability and Its Applications · 2006
The result by Dvoretzky, Wald, and Wolfowitz on the sufficiency of nonrandomized decision rules for statistical decision problems with nonatomic state distributions holds for arbitrary Borel decision sets and for arbitrary measurable loss functions.