Sample-path and variance minimization of Markov control processes with average cost criteria

Onésimo Hernaández-Lerma, Oscar Vega-Amaya, Guadalupe Carrasco

Research output: Contribution to journalArticle

Original languageAmerican English
Pages (from-to)1172-1176
Number of pages5
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1 Jan 2000

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Sample variance
Average Cost
Sample Path
Process Control
Costs
Optimal Stationary Policy
Limiting
If and only if

Cite this

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title = "Sample-path and variance minimization of Markov control processes with average cost criteria",
author = "On{\'e}simo Herna{\'a}ndez-Lerma and Oscar Vega-Amaya and Guadalupe Carrasco",
year = "2000",
month = "1",
day = "1",
doi = "10.1109/CDC.2000.912013",
language = "American English",
pages = "1172--1176",
journal = "Proceedings of the IEEE Conference on Decision and Control",
issn = "0191-2216",
publisher = "Institute of Electrical and Electronics Engineers Inc.",

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Sample-path and variance minimization of Markov control processes with average cost criteria. / Hernaández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe.

In: Proceedings of the IEEE Conference on Decision and Control, 01.01.2000, p. 1172-1176.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Sample-path and variance minimization of Markov control processes with average cost criteria

AU - Hernaández-Lerma, Onésimo

AU - Vega-Amaya, Oscar

AU - Carrasco, Guadalupe

PY - 2000/1/1

Y1 - 2000/1/1

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DO - 10.1109/CDC.2000.912013

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EP - 1176

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

SN - 0191-2216

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