Zhu, Quanxin - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 299-313
In this paper, we study the average optimality for continuous-time controlled jump Markov processes in general state … nonnegative (or nonpositive), from the average optimality inequality we prove the existence of an average optimal stationary … rates are allowed to be unbounded. We propose another set of conditions under which we first establish one average …
