Hernández-Lerma, Onésimo; González-Hernández, Juan - In: Computational Statistics 52 (2000) 2, pp. 271-285
We consider constrained discounted-cost Markov control processes in Borel spaces, with unbounded costs. Conditions are given for the constrained problem to be solvable, and also equivalent to an equality-constrained (EC) linear program. In addition, it is shown that there is no duality gap...