The paper deals with a class of discrete-time Markov control processes with Borel state and action spaces, and possibly unbounded one-stage costs. The processes are given by recurrent equations x t +1 =F(x t ,a t ,ξ t ), t=1,2,… with i.i.d. ℜ k – valued random vectors ξ t whose density...

The paper deals with a class of discrete-time Markov control processes with Borel state and action spaces, and possibly unbounded one-stage costs. The processes are given by recurrent equations x <Subscript> t </Subscript> <Subscript>+1</Subscript>=F(x <Subscript> t </Subscript>,a <Subscript> t </Subscript>,ξ<Subscript> t </Subscript>), t=1,2,… with i.i.d. ℜ<Superscript> k </Superscript>– valued random vectors ξ<Subscript> t </Subscript> whose...</subscript></superscript></subscript></subscript></subscript></subscript></subscript>