In this talk we discuss a class of controlled stochastic processes
whose state process under any stationary policy is a uniformly ergodic
Markov chain. Here the state space is countable and the action space (the set of
controls)is finite. A policy that minimizes the long term expected average
cost can be computed using linear programming methods. For practical
applications it would be useful to know how well the optimal policy performs
on actual sample paths at least in some asymptotic sense. We present
sufficient conditions for a sample path optimality in this setting and if
time permits we will present the application problem that motivated this work.

Lecture #13324

Need help? Visit our help pages at http://www.msri.org/communications/vmath/hints

Streaming Video

This is a high quality streaming video encoded with MPEG-4 and with 640x480 resolution.

Windows and Mac users, QuickTime 6.5 or later required
Linux users, please see our Linux Help Page on how to view our streaming videos

Follow this link to --- Watch the Video Now Via Streaming Video ---

Download QuickTime File

You can download the QuickTime file here. Right click on the link and "Save As..." to save to your local computer.

• 13324-13324-QuickTime.mov (198 MB)

Create a DVD

You can download the video and audio files here. Please note that you need both files to create a DVD. Right click on the link and "Save As..." to save to your local computer. You can find instructions on how to create a DVD on our help page at http://www.msri.org/communications/vmath/author

• 13324-13324-DVD PCM Audio.aiff (402 MB - Audio Only)
• 13324-13324-MPEG-2 120min High Quality Encode.m2v (918 MB - Video Only)

Buy the DVD

If none of the options work for you, you can always buy the DVD of this lecture.

If you would like to purchase a copy of this video for $15+shipping, please Click Here!

See more of our Streaming Videos on our main VMath - Streaming Video page.