The Annals of Probability, Vol. 18, No. 1 (Jan., 1990), pp. 206-217 (12 pages) This paper studies the average cost for controlled systems given as solutions of the martingale problem for their ...
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This is a preview. Log in through your library . Abstract Nonstationary infinite-horizon Markov decision processes (MDPs) generalize the most well-studied class of sequential decision models in ...