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 › peer-review

43 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

Access to Document

@article{f4f55f8965ff489d9bcd4d8832ad7db0,

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",

year = "1999",

month = jan,

day = "1",

doi = "10.1137/S0363012998340673",

language = "American English",

pages = "79--93",

journal = "SIAM Journal on Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics Publications",

}

TY - JOUR

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

AU - Hernández-Lerma, Onésimo

AU - Vega-Amaya, Oscar

AU - Carrasco, Guadalupe

PY - 1999/1/1

Y1 - 1999/1/1

U2 - 10.1137/S0363012998340673

DO - 10.1137/S0363012998340673

M3 - Article

SP - 79

EP - 93

JO - SIAM Journal on Control and Optimization

JF - SIAM Journal on Control and Optimization

SN - 0363-0129

ER -