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

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    TR_91-109.pdf (3.471Mb)
    No. of downloads: 1220

    Date
    1991
    Author
    Arapostathis, Aristotle
    Borkar, Vivek S.
    Fernandez-Gaucherand, Emmanuel
    Ghosh, Mrinal K.
    Marcus, Steven I.
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    Abstract
    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 decades. Our exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. We have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. We have also identified several important questions which are still left open to investigation.
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    http://hdl.handle.net/1903/5155
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    DRUM is brought to you by the University of Maryland Libraries
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