Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 1033 results
Sort by: relevance publication year

Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

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

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

JOURNAL ARTICLE published April 1999 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

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

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

Controlled Markov chains with risk-sensitive criteria: some (counter) examples

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: A. Brau-Rojas | R. Cavazos-Cadena | E. Fernandez-Gaucherand

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

Value iteration in a class of controlled Markov chains with average-criterion: unbounded costs case

PROCEEDINGS ARTICLE published in Proceedings of 1995 34th IEEE Conference on Decision and Control

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

A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion

JOURNAL ARTICLE published November 2020 in Journal of Optimization Theory and Applications

Authors: Julio Saucedo-Zul | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

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

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

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

The vanishing discount approach in Markov chains with risk-sensitive criteria

JOURNAL ARTICLE published October 2000 in IEEE Transactions on Automatic Control

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

Controlled Markov chains with risk-sensitive exponential average cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control

Authors: A. Brau | E. Fernandez-Gaucherand

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

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

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

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

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains

JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena