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1998-1999 | 25 | 2 | 153-178
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Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

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We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
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  • Departamento de Matemáticas, CINVESTAV-IPN, A. Postal 14-740, México D.F. 07000, Mexico
  • Departamento de Matemáticas, Universidad de Sonora, Blvd. Transversal y Rosales s/n, Hermosillo, Sonora, Mexico
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