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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

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

https://doi.org/10.1109/tac.2000.880971 Actions

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

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

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.2001.980563 Actions

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

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

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

https://doi.org/10.1109/.2001.980563 Actions

Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs

JOURNAL ARTICLE published October 1996 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fern�ndez-Gaucherand

https://doi.org/10.1007/bf01194549 Actions

Average criteria in denumerable semi-Markov decision chains under risk-aversion

JOURNAL ARTICLE published September 2023 in Discrete Event Dynamic Systems

Authors: Rolando Cavazos-Cadena | Hugo Cruz-Suárez | Raúl Montes-De-Oca

https://doi.org/10.1007/s10626-023-00376-w Actions

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

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

https://doi.org/10.1239/jap/1437658607 Actions

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

JOURNAL ARTICLE published 18 October 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Tomasz Bielecki | Daniel Hernández-Hernández | Stanley R. Pliska

https://doi.org/10.1007/s001860050094 Actions

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

https://doi.org/10.1007/bf02055573 Actions

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

https://doi.org/10.1007/s10957-020-01758-y Actions

Contractive approximations in average Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research

Authors: Gustavo Portillo-Ramírez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-023-00825-0 Actions

Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption

JOURNAL ARTICLE published January 2016 in Journal of Mathematical Analysis and Applications

Research funded by PSF (1-450-12) | PRODEP (17332-UAAAN-CA-23)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1016/j.jmaa.2015.07.045 Actions

Optimal policies for constrained average-cost Markov decision processes

JOURNAL ARTICLE published July 2011 in TOP

Authors: Juan González-Hernández | César E. Villarreal

https://doi.org/10.1007/s11750-009-0110-7 Actions

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

https://doi.org/10.1007/s00245-009-9080-2 Actions

Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence

JOURNAL ARTICLE published December 1996 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

https://doi.org/10.2307/3214980 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

Controlled Markov Chains

JOURNAL ARTICLE published 1 February 1975 in The Annals of Probability

Authors: Harry Kesten | Frank Spitzer

https://doi.org/10.1214/aop/1176996445 Actions

Risk-sensitive Markov stopping games with an absorbing state

JOURNAL ARTICLE published 7 April 2022 in Kybernetika

Authors: Jaicer López-Rivero | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.14736/kyb-2022-1-0101 Actions

Average cost optimal policies for Markov control processes with Borel state space and unbounded costs

JOURNAL ARTICLE published November 1990 in Systems & Control Letters

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre

https://doi.org/10.1016/0167-6911(90)90108-7 Actions

Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

JOURNAL ARTICLE published June 2003 in Journal of Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1017/s0021900200019331 Actions
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