Hu, Qiying; Xu, Chen - In: Computational Statistics 49 (1999) 2, pp. 255-266
This paper studies the discrete time Markov decision processes (MDP) with expected discounted total reward, where the state space is countable, the action space is measurable, the reward function is extended real-valued, and the discount rate may be any real number. Two conditions (GC) and (C)...