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

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.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 31, 1992
Accession Number
ADA454852

Entities

People

  • Aristotle Arapostathis
  • Emmanuel Fernandez-gaucherand
  • Mrinal K. Ghosh
  • Steven I Marcus
  • Vivek S. Borkar

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Bibliographies
  • Classification
  • Contracts
  • Information Operations
  • Instructions
  • Markov Processes
  • Maryland
  • Monitoring
  • Security
  • Standards
  • Universities

Readers

  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design

Technology Areas

  • Space