Bias Optimality for Continuous-Time Controlled Markov Chains
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Publication:3427467
DOI10.1137/S036301290343432zbMath1134.93049OpenAlexW2094897152MaRDI QIDQ3427467
Onésimo Hernández-Lerma, Tomás Prieto-Rumeau
Publication date: 20 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s036301290343432
Poisson equationaverage reward criterionbias optimalityexponential ergodicitycontinuous-time controlled Markov chain
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