“…Fatou's lemmas for weakly converging measures have significant applications to various areas and fields including stochastic processes [5,7,21,26], statistics [19,31,32], control [6,12,14,17,35], game theory [22], functional analysis [20], optimization [37], and electrical engineering [28]. Our initial motivation in studying Fatou's lemma for variable probabilities was caused by its usefulness for the proof of the validity of optimality inequalities and the existence of stationary optimal policies for infinite-horizon, Borel-state, average-cost Markov decision process with noncompact action sets and unbounded costs [14].…”