On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001)

This paper deals with average cost Markov decision processes with Borel state and control spaces, possibly unbounded costs and non-compact action subsets under the assumption of weak continuity of the transition law. It provides a simplified and somewhat elementary proof of the existence of average cost for stationary optimal policies under the same assumptions as in the paper by \textit{E. A. Feinberg} et al. [Math. Oper. Res. 37, No. 4, 591--607 (2012; Zbl 1297.90173)]. The prove is based on the concept of lower semicontinuous envelope of functions and an elementary result on the interchange of limits and minima in lieu of a Fatou's lemma for varying measures.