The special structure of a class of Markovian decision problems is exploited to simplify the determination of optimum policies. For certain pairs consisting of a state i and decision k, the cost c ki separates (c ki - a i + b k), while the transition probabilities p kij and transition time distributions F kij are independent of i. Equivalence of a second Markovian decision problem which exploits this structure is demonstrated for the discounted and averaging cases. In addition, streamlined approaches are presented for dealing directly with the original problem, and a particular inventory model is further simplified.