Zhu, Quanxin - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 299-313
nonnegative (or nonpositive), from the average optimality inequality we prove the existence of an average optimal stationary … optimality inequality by using the well-known “vanishing discounting factor approach”. Then, when the cost (or reward) rates are … rates are allowed to be unbounded. We propose another set of conditions under which we first establish one average …