Cavazos-Cadena, Rolando - In: Mathematical Methods of Operations Research 71 (2010) 1, pp. 47-84
This note concerns controlled Markov chains on a denumerable sate space. The performance of a control policy is measured by the risk-sensitive average criterion, and it is assumed that (a) the simultaneous Doeblin condition holds, and (b) the system is communicating under the action of each...
