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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 |
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Local Poisson equations associated with the Varadhan functional JOURNAL ARTICLE published 9 December 2015 in Asymptotic Analysis |
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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 |
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Finite-state approximations for denumerable state discounted markov decision processes JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization |
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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 |
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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 |
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A characterization of exponential functionals in finite Markov chains JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research |
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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) |
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Contractive Approximations for the Varadhan's Function on a Finite Markov Chain JOURNAL ARTICLE published January 2008 in Theory of Probability & Its Applications |
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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) |
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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) |
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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 |
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A central limit theorem for normalized products of random matrices JOURNAL ARTICLE published June 2008 in Periodica Mathematica Hungarica |
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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 |
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Nonparametric adaptive control of discounted stochastic systems with compact state space JOURNAL ARTICLE published May 1990 in Journal of Optimization Theory and Applications |
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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published March 2018 in Advances in Applied Probability |
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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 |
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Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
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Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards JOURNAL ARTICLE published 2000 in Applicationes Mathematicae |
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Recurrence conditions for Markov decision processes with Borel state space: A survey JOURNAL ARTICLE published December 1991 in Annals of Operations Research |