Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 2 of 1057 results
Sort by: relevance publication year

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

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

Denumerable controlled Markov chains with average reward criterion: sample path optimality

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

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

https://doi.org/10.1109/cdc.1994.411028 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

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

Discounted approximations to the risk-sensitive average cost in finite Markov chains

JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications

Authors: Rolando Cavazos-Cadena | Daniel Cruz-Suárez

https://doi.org/10.1016/j.jmaa.2017.01.084 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

Adaptive control of average Markov decision chains under the Lyapunov stability condition

JOURNAL ARTICLE published 1 October 2001 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860100138 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/10.1017/s0021900200100427 Actions

Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Stochastics

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1080/17442500500428833 Actions

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

https://doi.org/10.1287/moor.28.4.752.20515 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

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

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

https://doi.org/10.1214/105051604000000585 Actions

Denumerable controlled Markov chains with average reward criterion: Sample path optimality

JOURNAL ARTICLE published February 1995 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research

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

https://doi.org/10.1007/bf01415067 Actions

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

https://doi.org/10.1007/s00186-019-00689-3 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

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

https://doi.org/10.1016/0167-6911(91)90060-r Actions

Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

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

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

https://doi.org/10.1109/cdc.1998.760782 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
Feedback: support@crossref.org