González-Hernández, Juan; López-Martínez, Raquiel; … - In: Mathematical Methods of Operations Research 65 (2007) 1, pp. 27-44
In this paper we consider Markov Decision Processes with discounted cost and a random rate in Borel spaces. We establish the dynamic programming algorithm in finite and infinity horizon cases. We provide conditions for the existence of measurable selectors. And we show an example of...
