In usual setups (sequential games with nested information sets, Markov decision processes) you can always do this (acts are functions of state histories).
In usual setups (sequential games with nested information sets, Markov decision processes) you can always do this (acts are functions of state histories).
In nonclassical situations, you can often find a virtual state that allows this to go through. See eg this paper by Ho, Kastner, and Wong: people.eecs.berkeley.edu/~wong/wong_p...
(*) Control theorists are pragmatists philosophically and neoclassicists economically.