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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space

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

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

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

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

Necessary conditions for the optimality equation in average-reward Markov decision processes

JOURNAL ARTICLE published January 1989 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research

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

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

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

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

A counterexample on the optimality equation in Markov decision chains with the average cost criterion

JOURNAL ARTICLE published May 1991 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena

Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains

JOURNAL ARTICLE published January 1988 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena

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 poisson equation for the risk-sensitive average cost in semi-markov chains

JOURNAL ARTICLE published December 2016 in Discrete Event Dynamic Systems

Research funded by PRODEP (17332-CA-23) | PSF Organization* (300-01-15)

Authors: Rolando Cavazos-Cadena

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

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

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

Recursive adaptive control of Markov decision processes with the average reward criterion

JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization

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