Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo - In: Mathematical Methods of Operations Research 55 (2002) 3, pp. 461-484
We consider a sequence of discounted cost, constrained Markov control processes (CCPs) with countable state space, metric action set and possibly unbounded cost functions. We give conditions under which the sequence of optimal values of the CCPs converges to the optimal value of a limiting CCP,...