Vivek S. Borkar, Vladimir Gaitsgory. Linear Programming Formulation of Long-Run Average Optimal Control Problem. J. Optimization Theory and Applications, 181(1):101-125, 2019. [doi]
@article{BorkarG19,
title = {Linear Programming Formulation of Long-Run Average Optimal Control Problem},
author = {Vivek S. Borkar and Vladimir Gaitsgory},
year = {2019},
doi = {10.1007/s10957-018-1432-0},
url = {https://doi.org/10.1007/s10957-018-1432-0},
researchr = {https://researchr.org/publication/BorkarG19},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {181},
number = {1},
pages = {101-125},
}