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Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion

JOURNAL ARTICLE published November 1996 in SIAM Journal on Control and Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1137/s1064827590192863 Actions

Estimation and control in finite Markov decision processes with the average reward criterion

JOURNAL ARTICLE published 2004 in Applicationes Mathematicae

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.4064/am31-2-1 Actions

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion

JOURNAL ARTICLE published August 2016 in Journal of Optimization Theory and Applications

Research funded by PSF Organization (015/300/02) | PRODEP (17332-UAAAN-CA23)

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s10957-016-0916-z Actions

Risk-sensitive average optimality in Markov decision processes

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

https://doi.org/10.14736/kyb-2018-6-1218 Actions

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

https://doi.org/10.1007/bf01189027 Actions

Discounted approximations to the risk-sensitive average cost in finite Markov chains

JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications

Authors: Rolando Cavazos-Cadena | Daniel Cruz-Suárez

https://doi.org/10.1016/j.jmaa.2017.01.084 Actions

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-015-0496-y Actions

Denumerable controlled Markov chains with average reward criterion: sample path optimality

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucheraud

https://doi.org/10.1109/cdc.1994.411028 Actions

Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space

JOURNAL ARTICLE published April 2009 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1016/j.sysconle.2008.11.001 Actions

Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition

BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.1007/978-0-8176-8337-5_3 Actions

Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains

JOURNAL ARTICLE published 1 November 2002 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena | Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860200205 Actions

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308)

Authors: Xian Chen | Qingda Wei

https://doi.org/10.1137/22m1476757 Actions

Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

Authors: Rolando Cavazos-Cadena | Raul Montes-de-Oca

https://doi.org/10.4064/am28-1-7 Actions

Denumerable controlled Markov chains with strong average optimality criterion: bounded and unbounded costs

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1994.411240 Actions

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

https://doi.org/10.1109/.2001.980564 Actions

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.2001.980564 Actions

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published November 2014 in Journal of Optimization Theory and Applications

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca | Karel Sladký

https://doi.org/10.1007/s10957-013-0474-6 Actions

Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1999.832761 Actions

Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.1007/978-1-4613-0265-0_11 Actions

Density estimation and adaptive control of markov processes: Average and discounted criteria

JOURNAL ARTICLE published September 1990 in Acta Applicandae Mathematicae

Authors: On�simo Hern�ndez-Lerma | Rolando Cavazos-Cadena

https://doi.org/10.1007/bf00049572 Actions
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