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Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints.

Tomás Prieto-RumeauOnésimo Hernández-Lerma
Published in: SIAM J. Control. Optim. (2008)
Keyphrases
  • continuous time markov chains
  • markov processes
  • markov chain
  • linear constraints
  • least squares
  • constrained optimization