Arapostathis, Aristotle and Borkar, Vivek S and Fernández-Gaucherand, Emmanuel and Ghosh, Mrinal K and Marcus, Steven I (1993) Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey. In: SIAM Journal on Control and Optimization, 31 (2). pp. 282-344.
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This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Society for Industrial and Applied Mathematics.|
|Department/Centre:||Division of Electrical Sciences > Electrical Engineering|
|Date Deposited:||10 Feb 2011 07:27|
|Last Modified:||10 Feb 2011 07:27|
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