Denumerables State Semi-Markov Decision Processes with Unbounded Costs, Average Cost Criterion

摘要

An undiscounted semi-Markov decision model with a denumerable state space and compact metric action sets, where the one step expected costs and transition times are allowed to be unbounded, is discussed. The existence of a finite solution to the average costs optimality equation is verified as well as the existence of an average cost optimal stationary policy.