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}, }