Geodesic
Average cost Markov control processes with weighted norms: existence of canonical policies
Applicationes Mathematicae, Tome 23 (1996) no. 2, pp. 199-218.

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This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
DOI : 10.4064/am-23-2-199-218
Keywords: discounted cost, average cost optimality equation, long run average cost, (discrete-time) Markov control processes, average cost optimality inequality, weighted norms

Evgueni Gordienko 1 ; Onésimo Hernández-Lerma 1

1 
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Evgueni Gordienko; Onésimo Hernández-Lerma. Average cost Markov control processes with weighted norms: existence of canonical policies. Applicationes Mathematicae, Tome 23 (1996) no. 2, pp. 199-218. doi : 10.4064/am-23-2-199-218. http://geodesic.mathdoc.fr/articles/10.4064/am-23-2-199-218/

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