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]

Authors

Shalabh Bhatnagar

This author has not been identified. Look up 'Shalabh Bhatnagar' in Google

Vivek S. Borkar

This author has not been identified. Look up 'Vivek S. Borkar' in Google

Madhukar Akarapu

This author has not been identified. Look up 'Madhukar Akarapu' in Google