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]
@article{BhatnagarBA06,
title = {A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events},
author = {Shalabh Bhatnagar and Vivek S. Borkar and Madhukar Akarapu},
year = {2006},
url = {http://www.jmlr.org/papers/v7/bhatnagar06a.html},
tags = {rule-based, Markov},
researchr = {https://researchr.org/publication/BhatnagarBA06},
cites = {0},
citedby = {0},
journal = {Journal of Machine Learning Research},
volume = {7},
pages = {1937-1962},
}