We consider a class of discrete-time stochastic control systems, with Borel state and action spaces, and possibly unbounded costs. The processes evolve according to the equation x t +1 =F(x t , a t , ξ t ), t=0, 1, ..., where the ξ t are i.i.d. random vectors whose common distribution is...

We consider a class of discrete-time stochastic control systems, with Borel state and action spaces, and possibly unbounded costs. The processes evolve according to the equation x <Subscript> t +1</Subscript>=F(x <Subscript> t </Subscript>, a <Subscript> t </Subscript>, ξ <Subscript> t </Subscript>), t=0, 1, ..., where the ξ <Subscript> t </Subscript> are i.i.d. random vectors whose common distribution is...</subscript></subscript></subscript></subscript></subscript>