This paper studies both the average sample-path reward (ASPR) criterion and the limiting average variance criterion for denumerable discrete-time Markov decision processes. The rewards may have neither upper nor lower bounds. We give sufficient conditions on the system’s primitive data and...

This paper studies both the average sample-path reward (ASPR) criterion and the limiting average variance criterion for denumerable discrete-time Markov decision processes. The rewards may have neither upper nor lower bounds. We give sufficient conditions on the system’s primitive data and...

This paper deals with denumerable discrete-time Markov decision processes with unbounded costs. The criteria to be minimized are both of the limsup and liminf average criteria, instead of only the limsup average criterion widely used in the previous literature. We give another set of conditions...

This paper deals with denumerable discrete-time Markov decision processes with unbounded costs. The criteria to be minimized are both of the limsup and liminf average criteria, instead of only the limsup average criterion widely used in the previous literature. We give another set of conditions...