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

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

Research output: Contribution to journal › Article

44 Scopus citations

Original language	American English
Pages (from-to)	79-93
Number of pages	15
Journal	SIAM Journal on Control and Optimization
DOIs	https://doi.org/10.1137/S0363012998340673
State	Published - 1 Jan 1999

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title = "Sample-path optimality and variance-minimization of average cost Markov control processes",

author = "On{\'e}simo Hern{\'a}ndez-Lerma and Oscar Vega-Amaya and Guadalupe Carrasco",

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AU - Hernández-Lerma, Onésimo

AU - Vega-Amaya, Oscar

AU - Carrasco, Guadalupe

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