Online Markov decision processes with Kullback-Leibler control cost. Guan, P., Raginsky, M., & Willett, R. IEEE Transactions on Automatic Control, 59(6):1423-1438, 2014. \hrefhttp://arxiv.org/abs/1401.3198arXiv:1401:3198
bibtex   
@article{onlineMDP_TAC,
author = {P. Guan and M. Raginsky and R. Willett},
title = {Online {Markov} decision processes with {Kullback-Leibler} control cost},
journal = {IEEE Transactions on Automatic Control}, 
note = {\href{http://arxiv.org/abs/1401.3198}{arXiv:1401:3198}},
volume = 59,
number = 6,
pages = {1423-1438}, 
year = 2014}

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