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Controlled Markov Processes on the Infinite Planning Horizon: Weighted and, Overtaking Cost Criteria
Stochastic control problems for controlled Markov processes models with an infinite planning horizon are considered, under some non-standard cost criteria. The classical discounted and average cost criteria can be viewed ...
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem over the past three ...