Federgruen, A.; Hordijk, A.; Tijms, H. C. - In: Stochastic Processes and their Applications 9 (1979) 2, pp. 223-235
This paper establishes a rather complete optimality theory for the average cost semi-Markov decision model with a denumerable state space, compact metric action sets and unbounded one-step costs for the case where the underlying Markov chains have a single ergotic set. Under a condition which,...