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This paper concerns the general capacity (GC) problem on metric spaces. Conditions are given under which the strong duality condition holds, that is, GC and its dual GC<Superscript>*</Superscript> are both solvable and their optimal values coincide. Copyright Springer-Verlag Berlin Heidelberg 2001
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This paper deals with continuous-time zero-sum two-person Markov games with denumerable state space, general (Borel) action spaces and possibly unbounded transition and reward/cost rates. We analyze the bias optimality and the weakly overtaking optimality criteria. An example shows that, in...
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This paper deals with discrete-time Markov control processes in Borel spaces, with unbounded rewards. The criterion to be optimized is a long-run sample-path (or pathwise) average reward subject to constraints on a long-run pathwise average cost. To study this pathwise problem, we give...
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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...
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