Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
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Publication:4943713
DOI10.1137/S0363012998340673zbMath0951.93074MaRDI QIDQ4943713
Óscar Vega-Amaya, Onésimo Hernández-Lerma, Guadalupe Carrasco
Publication date: 19 March 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
average costsample-pathdiscrete-time Markov control processesaverage cost criteriaexpected average cost
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