Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes

Onésimo Hernández-Lerma, Oscar Vega-Amaya, Guadalupe Carrasco. Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes. SIAM J. Control and Optimization, 38(1):79-93, 1999. [doi]

Abstract

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