Ergodic control of continuous-time Markov chains with pathwise constraints

  1. Prieto-Rumeau, T.
  2. Hernández-Lerma, O.
Journal:
SIAM Journal on Control and Optimization

ISSN: 0363-0129

Year of publication: 2008

Volume: 47

Issue: 4

Pages: 1888-1908

Type: Article

DOI: 10.1137/060668857 GOOGLE SCHOLAR