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]

@article{Hernandez-LermaVC99,
  title = {Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes},
  author = {Onésimo Hernández-Lerma and Oscar Vega-Amaya and Guadalupe Carrasco},
  year = {1999},
  doi = {10.1137/S0363012998340673},
  url = {http://dx.doi.org/10.1137/S0363012998340673},
  tags = {Markov},
  researchr = {https://researchr.org/publication/Hernandez-LermaVC99},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {38},
  number = {1},
  pages = {79-93},
}