| Discrete-Time Controlled Markov Processes With Average Cost Criterion: A Survey (2006) | |||||||||||
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| 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.. Sponsored in part by AFOSR grant F49620-92-J-0083 and National Science Foundation grant NSF-CDR-88-03012. | |||||||||||
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