Gordienko, Evgueni; Montes-De-Oca, Raúl; … - In: Mathematical Methods of Operations Research 45 (1997) 2, pp. 245-263
The aim of the paper is to show that Lyapunov-like ergodicity conditions on Markov decision processes with Borel state space and possibly unbounded cost provide the approximation of an average cost optimal policy by solvingn-stage optimization problems (n=1, 2, ...). The used approach ensures...
