Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards

Xianping Guo, Xi-Ren Cao. Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards. SIAM J. Control and Optimization, 44(1):29-48, 2005. [doi]

Abstract

Abstract is missing.