Yushkevich, Alexander; Gordienko, Evgueni - In: Mathematical Methods of Operations Research 55 (2002) 1, pp. 143-159
We extend results on average per unit time optimality criterion in a switching model from a countable state space to a Borel state space. In the model we consider, a controller selects an increasing sequence of stopping times with respect to a Markov chain, and gets rewards and pays costs at...