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- Aristotle Arapostathis, Vivek S Borkar, Emmanuel Fern´andez-Gaucherand, Mrinal K Ghosh, Steven I Marcus
- 2001

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… (More)

- Vivek S Borkar, Mrinal K Ghosh

ABSTACT The existence of optimal stable Markov relaxed controls for the ergodic control of multidimensional diffusions is established by direct probabilistic methods based on a characterization of a.s. limit sets of empirical measures. The optimality of the above is established in the strong (i.e., almost sure) sense among all admissible controls under very… (More)

- Arnab Basu, Mrinal K Ghosh
- 2016

The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the discounted-cost game, we prove the existence of Nash equilibrium strategies in the class of Markov strategies under fairly general conditions. Under an additional geometric ergodicity… (More)

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