Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 6305 results
Sort by: relevance publication year

A System of Poisson Equations for a Nonconstant Varadhan Functional on a Finite State Space

JOURNAL ARTICLE published January 2006 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Daniel Hernandez-Hernandez

Local Poisson equations associated with the Varadhan functional

JOURNAL ARTICLE published 9 December 2015 in Asymptotic Analysis

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

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

Finite-state approximations for denumerable state discounted markov decision processes

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

A characterization of exponential functionals in finite Markov chains

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Rolando Cavazos–Cadena | Daniel Hernández–Hernández

The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Research funded by PSF Organization (2-450-17)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Contractive Approximations for the Varadhan's Function on a Finite Markov Chain

JOURNAL ARTICLE published January 2008 in Theory of Probability & Its Applications

Authors: R. Cavazos-Cadena | D. Hernández-Hernández

Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach

JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Local Poisson Equations Associated with Discrete-Time Markov Control Processes

JOURNAL ARTICLE published April 2017 in Journal of Optimization Theory and Applications

Research funded by CONACYT (254166)

Authors: Daniel Hernández Hernández | Diego Hernández Bustos

Poisson equations associated with a homogeneous and monotone function: Necessary and sufficient conditions for a solution in a weakly convex case

JOURNAL ARTICLE published April 2010 in Nonlinear Analysis: Theory, Methods & Applications

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

A central limit theorem for normalized products of random matrices

JOURNAL ARTICLE published June 2008 in Periodica Mathematica Hungarica

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space

JOURNAL ARTICLE published January 2022 in Journal of Optimization Theory and Applications

Authors: Carlos Camilo-Garay | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

Nonparametric adaptive control of discounted stochastic systems with compact state space

JOURNAL ARTICLE published May 1990 in Journal of Optimization Theory and Applications

Authors: R. Cavazos-Cadena

Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published March 2018 in Advances in Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

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

Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

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

Recurrence conditions for Markov decision processes with Borel state space: A survey

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Onésimo Hernández-Lerma | RaÚl Montes-De-Oca | Rolando Cavazos-Cadena