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Convergence of the optimal values of constrained Markov control processes

Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo - In: The Annals of Regional Science 55 (2002) 3, pp. 461-484

We consider a sequence of discounted cost, constrained Markov control processes (CCPs) with countable state space, metric action set and possibly unbounded cost functions. We give conditions under which the sequence of optimal values of the CCPs converges to the optimal value of a limiting CCP,...

Persistent link: https://www.econbiz.de/10010993697