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On the semi-Markov controlled models with the average reward criterion
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 808-815 Cet article a éte moissonné depuis la source Math-Net.Ru

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For the semi-Markov decision models we study the stationary strategies which for some final reward are optimal over any time interval. These strategies are applied to the maximization of the average per unit time reward in the case of infinite horizon. 
@article{TVP_1981_26_4_a10,
     author = {A. A. Yu\v{s}kevi\v{c}},
     title = {On the {semi-Markov} controlled models with the average reward criterion},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {808--815},
     year = {1981},
     volume = {26},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a10/}
}
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A. A. Yuškevič. On the semi-Markov controlled models with the average reward criterion. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 808-815. http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a10/