On the equivalence of two expected average cost criteria for semi- Markov control processes
arXiv:1309.4928 · doi:10.1287/moor.1030.0060
Abstract
The two expected average costs used in the theory of semi-Markov control processes with a Borel state space are considered. Under some stochastic stability conditions, we prove that the two criteria are equivalent in the sense that they lead to the same optimality equation.