Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo - In: Mathematical Methods of Operations Research 70 (2009) 3, pp. 527-540
This paper deals with denumerable-state continuous-time controlled Markov chains with possibly unbounded transition and reward rates. It concerns optimality criteria that improve the usual expected average reward criterion. First, we show the existence of average reward optimal policies with...
