Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Volume 25 / 1998
Applicationes Mathematicae 25 (1998), 153-178
DOI: 10.4064/am-25-2-153-178
Abstract
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
