Mendoza-Pérez, Armando; Hernández-Lerma, Onésimo - In: Mathematical Methods of Operations Research 71 (2010) 3, pp. 477-502
This paper deals with discrete-time Markov control processes in Borel spaces, with unbounded rewards. The criterion to be optimized is a long-run sample-path (or pathwise) average reward subject to constraints on a long-run pathwise average cost. To study this pathwise problem, we give...
