%0 Journal Article %A Lorenzo Magán, José María %T Approximating ergodic average reward continuous: time controlled Markov chains %D 2010 %@ 0018-9286 %U https://hdl.handle.net/20.500.14352/108643 %X We study the approximation of an ergodic average reward continuous-time denumerable state Markov decision process (MDP) by means of a sequence of MDPs. Our results include the convergence of the corresponding optimal policies and the optimal gains. For a controlled upwardly skip-free process, we show some computational results to illustrate the convergence theorems %~