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Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

Arapostathis, Aristotle; Borkar, Vivek S.; Fernandez-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I. (1991)

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 ...