Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
Data(s) |
01/03/1993
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Resumo |
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. |
Formato |
application/pdf |
Identificador |
http://eprints.iisc.ernet.in/35404/1/Time.pdf 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. |
Publicador |
Society for Industrial and Applied Mathematics |
Relação |
http://epubs.siam.org/sicon/resource/1/sjcodc/v31/i2/p282_s1 http://eprints.iisc.ernet.in/35404/ |
Palavras-Chave | #Electrical Engineering |
Tipo |
Journal Article PeerReviewed |