Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo - In: Mathematical Methods of Operations Research 61 (2005) 1, pp. 123-145
This paper gives conditions for the convergence of the Laurent series expansion for a class of continuous-time controlled Markov chains with possibly unbounded reward (or cost) rates and unbounded transition rates. That series is then used to study several optimization criteria, including...
