A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events (2006)
Bhatnagar, Shalabh, Borkar, Vivek S, Akarapu, Madhukar
We study the problem of long-run average cost control of Markov chains conditioned on a rare event. In a related recent work, a simulation based algorithm for estimating performance measures...
A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events (2006)
Bhatnagar, Shalabh, Borkar, Vivek S, Akarapu, Madhukar
We study the problem of long-run average cost control of Markov chains conditioned on a rare event. In a related recent work, a simulation based algorithm for estimating performance measures...
A Simulation-Based Algorithm for Ergodic Control of Markov Chains Conditioned on Rare Events (2006)
Shalabh Bhatnagar, Vivek S. Borkar, Madhukar Akarapu, Shie Mannor
We study the problem of long-run average cost control of Markov chains conditioned on a rare event. In a related recent work, a simulation based algorithm for estimating performance measures...