Geodesic
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Applicationes Mathematicae, Tome 25 (1999) no. 2, pp. 153-178 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
DOI : 10.4064/am-25-2-153-178
Keywords: uniform ergodicity, Lyapunov stability conditions, (discrete-time) Markov control processes, Poisson's equation, undiscounted cost criteria

Onésimo Hernández-Lerma 1 ; Oscar Vega-Amaya 1

1 
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Onésimo Hernández-Lerma; Oscar Vega-Amaya. Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality. Applicationes Mathematicae, Tome 25 (1999) no. 2, pp. 153-178. doi: 10.4064/am-25-2-153-178

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