A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events

Shalabh Bhatnagar, Vivek S. Borkar, Madhukar Akarapu. A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events. Journal of Machine Learning Research, 7:1937-1962, 2006. [doi]

Abstract

Abstract is missing.