Applicationes Mathematicae · 1998 · 30 citations · 29 references
Mathematical ProgrammingEngineeringBorel SpacesStochastic AnalysisDiscrete-time Markov ControlOperations ResearchStochastic GameUndiscounted Cost CriteriaInfinite-horizon Markov ControlStochastic ProcessesGrowth RateSystems EngineeringStochastic ControlStochastic DynamicStochastic SystemProbability TheoryMarkov Decision ProcessStochastic CalculusProcess ControlDynamic Optimization
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 c
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