Optimal control of Markov chains with constraints

Boris Miller, Gregory Miller, Konstantin V. Siemenikhin. Optimal control of Markov chains with constraints. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 512-518, IEEE, 2009. [doi]

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