Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
The author considers a discrete-time Markovian decision process with Borel state space, Borel action space, and unbounded rewards. He proves the existence of an average-optimal policy within a setting allowing the sets of admissible actions to be noncompact.
discrete-time Markovian decision process
scientific article; zbMATH DE number 55364
scientific article