E. Altman, Constrained Markov decision processes, 1999.
URL : https://hal.archives-ouvertes.fr/inria-00074109

E. Altman, K. E. Avrachenkov, and J. A. Filar, Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes, Mathematical Methods of Operations Research, vol.49, issue.1, pp.97-109, 1999.

K. Avrachenkov, R. S. Burachik, J. A. Filar, and V. Gaitsgory, Constraint augmentation in pseudo-singularly perturbed linear programs, Mathematical Programming, vol.30, issue.5, pp.179-208, 2012.
DOI : 10.1007/s10107-010-0388-0
URL : https://hal.archives-ouvertes.fr/hal-00764284

K. E. Avrachenkov, J. A. Filar, and P. G. Howlett, Analytic perturbation theory and its applications, 2013.
DOI : 10.1137/1.9781611973143
URL : https://hal.archives-ouvertes.fr/hal-00926397

K. E. Avrachenkov, M. Haviv, and P. G. Howlett, Inversion of Analytic Matrix Functions That are Singular at the Origin, SIAM Journal on Matrix Analysis and Applications, vol.22, issue.4, pp.1175-1189, 2001.
DOI : 10.1137/S0895479898337555

D. Blackwell, Discrete Dynamic Programming, The Annals of Mathematical Statistics, vol.33, issue.2, pp.719-726, 1962.
DOI : 10.1214/aoms/1177704593

D. 'epenoux and F. , Sur un probleme de production et de stockage dans laléatoire, Revue Française de Recherche Opérationelle, pp.3-16, 1960.

D. Ghellinck and G. , Les problemes de decisions sequentielles, Cahiers du Centre dEtudes de Recherche Opérationnelle, pp.161-179, 1960.

J. A. Filar, E. Altman, and K. E. Avrachenkov, An asymptotic simplex method for singularly perturbed linear programs, Operations Research Letters, vol.30, issue.5, pp.295-307, 2002.
DOI : 10.1016/S0167-6377(02)00152-9
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.22.1743

A. Hordijk and L. C. Kallenberg, Linear Programming and Markov Decision Chains, Management Science, vol.25, issue.4, pp.352-362, 1979.
DOI : 10.1287/mnsc.25.4.352

A. Hordijk and L. C. Kallenberg, Constrained Undiscounted Stochastic Dynamic Programming, Mathematics of Operations Research, vol.9, issue.2, pp.276-289, 1984.
DOI : 10.1287/moor.9.2.276

A. Hordijk, R. Dekker, and L. C. Kallenberg, Sensitivity-analysis in discounted Markovian decision problems, OR Spektrum, vol.14, issue.3, pp.143-151, 1985.
DOI : 10.1007/BF01721353

R. G. Jeroslow, Asymptotic Linear Programming, Operations Research, vol.21, issue.5, pp.1128-1141, 1973.
DOI : 10.1287/opre.21.5.1128

L. C. Kallenberg, Linear programming and finite Markovian control problems, pp.1-245, 1983.

L. Kallenberg, Finite State and Action MDPS, Handbook of Markov Decision Processes: Methods and applications, 2002.
DOI : 10.1007/978-1-4615-0805-2_2

O. Mangasarian, Nonlinear Programming, Classics in Applied Mathematics, 1994.
DOI : 10.1137/1.9781611971255

A. S. Manne, Linear Programming and Sequential Decisions, Management Science, vol.6, issue.3, pp.259-267, 1960.
DOI : 10.1287/mnsc.6.3.259

A. A. Pervozvanskii and V. G. Gaitsgori, Theory of suboptimal decisions: Decomposition and aggregation, 1988.
DOI : 10.1007/978-94-009-2833-6

K. W. Ross and R. Varadarajan, Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach, Mathematics of Operations Research, vol.16, issue.1, pp.195-207, 1991.
DOI : 10.1287/moor.16.1.195

A. F. Veinott, On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting, The Annals of Mathematical Statistics, pp.1284-1294, 1966.
DOI : 10.1214/aoms/1177699272

A. F. Veinott, Discrete Dynamic Programming with Sensitive Discount Optimality Criteria, The Annals of Mathematical Statistics, vol.40, issue.5, pp.1635-1660, 1969.
DOI : 10.1214/aoms/1177697379
URL : http://projecteuclid.org/download/pdf_1/euclid.aoms/1177697379