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]

@article{GuoC05-0,
  title = {Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards},
  author = {Xianping Guo and Xi-Ren Cao},
  year = {2005},
  doi = {10.1137/S0363012903420875},
  url = {http://dx.doi.org/10.1137/S0363012903420875},
  tags = {Markov},
  researchr = {https://researchr.org/publication/GuoC05-0},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {44},
  number = {1},
  pages = {29-48},
}