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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

https://doi.org/10.1287/moor.2017.0893 Actions

On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion

PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

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

https://doi.org/10.1109/cdc.2002.1184709 Actions

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

https://doi.org/10.1007/s001860200229 Actions

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

https://doi.org/10.1109/cdc.2001.980564 Actions

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

https://doi.org/10.1109/.2001.980564 Actions

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

https://doi.org/10.1017/apr.2018.10 Actions

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

https://doi.org/10.1109/cdc.1997.657109 Actions

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

https://doi.org/10.1007/s001860200205 Actions

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

https://doi.org/10.1287/moor.1100.0476 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1017/s0021900200000991 Actions

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

https://doi.org/10.1007/s001860400373 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1239/jap/1134587805 Actions

On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

https://doi.org/10.1007/bf02283610 Actions

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

https://doi.org/10.1007/s10957-016-0916-z Actions

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

https://doi.org/10.1007/s001860200256 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

The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains

JOURNAL ARTICLE published March 2005 in Mathematical Methods of Operations Research

Authors: Tom�s Prieto-Rumeau | On�simo Hern�ndez-Lerma

https://doi.org/10.1007/s001860400393 Actions

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

https://doi.org/10.1007/s10626-015-0224-z Actions

Average optimality inequality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu

https://doi.org/10.1007/s00186-007-0157-x Actions

Controlled Markov chains with discounted risk-sensitive criteria: Applications to machine replacement

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

Authors: G. Avila-Godoy | A. Brau | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1997.657596 Actions
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