Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions

@article{Zhang2014AverageOF,
  title={Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions},
  author={Yi Zhang},
  journal={J. Applied Probability},
  year={2014},
  volume={51},
  pages={954-970}
}
This paper considers the average optimality for a continuous-time Markov decision process in Borel state and action spaces, and with an arbitrarily unbounded nonnegative cost rate. The existence of a deterministic stationary optimal policy is proved under the conditions that allow the following; the controlled process can be explosive, the transition rates are weakly continuous, and the multifunction defining the admissible action spaces can be neither compact-valued nor upper semicontinuous. 

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