The decision procedures suggested in  for finite matrix games are shown to extend successfully to closed and bounded convex $S$-games, and, with some loss of desirable properties, to the general decision situation.
"Note on Decision Procedures for Finite Decision Problems Under Complete Ignorance." Ann. Math. Statist. 36 (2) 691 - 697, April, 1965. https://doi.org/10.1214/aoms/1177700177