A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events
Shalabh Bhatnagar and Vivek S. Borkar and Madhukar Akarapu

A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events.pdf 219.60kB
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Bibtex: 
@article{7:70,author={Shalabh Bhatnagar and Vivek S. Borkar and Madhukar Akarapu}, Title={A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events},journal={Journal of Machine Learning Research},volume={7}, url={http://www.jmlr.org/papers/volume7/bhatnagar06a/bhatnagar06a.pdf}}
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