Rolando Cavazos-Cadena - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 45 from 45

2024

Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controllerRolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-De-Oca. jap, 61(1):340-367, March 2024. [doi]

2023

Average criteria in denumerable semi-Markov decision chains under risk-aversionRolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-De-Oca. deds, 33(3):221-256, September 2023. [doi]

Contractive approximations in average Markov decision chains driven by a risk-seeking controllerGustavo Portillo-Ramírez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez. mmor, 98(1):75-91, August 2023. [doi]

2022

Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State SpaceCarlos Camilo-Garay, Rolando Cavazos-Cadena, Hugo Cruz-Suárez. jota, 192(1):271-291, 2022. [doi]

2021

Nash equilibria in a class of Markov stopping games with total reward criterionRolando Cavazos-Cadena, Mario Cantú-Sifuentes, Imelda Cerda-Delgado. mmor, 94(2):319-340, 2021. [doi]

Markov stopping games with an absorbing state and total reward criterionRolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo. kybernetika, 57(3):474-492, 2021. [doi]

2020

Discounted approximations in risk-sensitive average Markov cost chains with finite state spaceRubén Blancas-Rivera, Rolando Cavazos-Cadena, Hugo Cruz-Suárez. mmor, 91(2):241-268, 2020. [doi]

A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-AversionJulio Saucedo-Zul, Rolando Cavazos-Cadena, Hugo Cruz-Suárez. jota, 187(2):585-606, 2020. [doi]

2019

The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average CriterionRolando Cavazos-Cadena, Daniel Hernández-Hernández. siamco, 57(1):219-240, 2019. [doi]

2018

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision ChainsRolando Cavazos-Cadena. mor, 43(3):1025-1050, 2018. [doi]

2016

A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity FunctionRolando Cavazos-Cadena, Daniel Hernández-Hernández. mor, 41(1):224-235, 2016. [doi]

A poisson equation for the risk-sensitive average cost in semi-markov chainsRolando Cavazos-Cadena. deds, 26(4):633-656, 2016. [doi]

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost CriterionSelene Chávez-Rodríguez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez. jota, 170(2):670-686, 2016. [doi]

2015

Local Poisson equations associated with the Varadhan functionalRolando Cavazos-Cadena, Daniel Hernández-Hernández. asy, 96(1):23-50, 2015. [doi]

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward CriterionRolando Cavazos-Cadena, Raúl Montes-De-Oca, Karel Sladký. jap, 52(2):419-440, 2015. [doi]

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivitySelene Chávez-Rodríguez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez. mmor, 81(3):269-298, 2015. [doi]

2014

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward CriterionRolando Cavazos-Cadena, Raúl Montes-De-Oca, Karel Sladký. jota, 163(2):674-684, 2014. [doi]

2012

An optimality system for finite average Markov decision chains under risk-aversionAlfredo Alanís-Durán, Rolando Cavazos-Cadena. kybernetika, 48(1):83-104, 2012. [doi]

Nash equilibria in a class of Markov stopping gamesRolando Cavazos-Cadena, Daniel Hernández-Hernández. kybernetika, 48(5):1027-1044, 2012. [doi]

Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal modelRolando Cavazos-Cadena, Graciela González-Farías. pmh, 64(2):181-211, 2012. [doi]

2011

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State SpaceRolando Cavazos-Cadena, Daniel Hernández-Hernández. mor, 36(1):133-146, 2011. [doi]

2010

Generalized communication conditions and the eigenvalue problem for a monotone and homogenous functionRolando Cavazos-Cadena. kybernetika, 46(4):665-683, 2010. [doi]

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chainsRolando Cavazos-Cadena. mmor, 71(1):47-84, 2010. [doi]

2009

Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state spaceRolando Cavazos-Cadena, Daniel Hernández-Hernández. scl, 58(4):254-258, 2009. [doi]

The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State SpaceRolando Cavazos-Cadena. kybernetika, 45(5):716-736, 2009. [doi]

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteriaRolando Cavazos-Cadena. mmor, 70(3):541-566, 2009. [doi]

2008

A central limit theorem for normalized products of random matricesRolando Cavazos-Cadena, Daniel Hernández-Hernández. pmh, 56(2):183-211, 2008. [doi]

2004

A characterization of exponential functionals in finite Markov chainsRolando Cavazos-Cadena, Daniel Hernández-Hernández. mmor, 60(3):399-414, 2004. [doi]

2003

Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approachRolando Cavazos-Cadena, Daniel Hernández-Hernández. mmor, 56(3):473-479, 2003. [doi]

Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state spaceRolando Cavazos-Cadena. mmor, 57(2):263-285, 2003. [doi]

The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State SpaceRolando Cavazos-Cadena, Raúl Montes-De-Oca. mor, 28(4):752-776, 2003. [doi]

2002

Value iteration and approximately optimal stationary policies in finite-state average Markov decision chainsRolando Cavazos-Cadena. mmor, 56(2):181-196, 2002. [doi]

On a representation of Varadhan's functional as a convex minimization problemRolando Cavazos-Cadena, Daniel Hernández-Hernández. cdc 2002: 1398-1401 [doi]

2001

Adaptive control of average Markov decision chains under the Lyapunov stability conditionRolando Cavazos-Cadena. mmor, 54(1):63-99, 2001. [doi]

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic gamesRolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand. cdc 2001: 2110-2112 [doi]

2000

The vanishing discount approach in Markov chains with risk-sensitive criteriaRolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand. tac, 45(10):1800-1816, 2000. [doi]

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spacesRolando Cavazos-Cadena, Raúl Montes-De-Oca. mmor, 52(1):133-167, 2000. [doi]

A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action SetsRolando Cavazos-Cadena, Eugene A. Feinberg, Raúl Montes-De-Oca. mor, 25(4):657-666, 2000. [doi]

1999

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutionsRolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand. mmor, 49(2):299-324, 1999. [doi]

Nearly optimal stationary policies in negative dynamic programmingRolando Cavazos-Cadena, Raúl Montes-De-Oca. mmor, 49(3):441-456, 1999. [doi]

1996

Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costsRolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand. mmor, 43(3):281-300, 1996. [doi]

1995

Denumerable controlled Markov chains with average reward criterion: Sample path optimalityRolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand. mmor, 41(1):89-108, 1995. [doi]

1992

Comparing recent assumptions for the existence of average optimal stationary policiesRolando Cavazos-Cadena, Linn I. Sennott. orl, 11(1):33-37, 1992. [doi]

1991

Solution to the optimality equation in a class of Markov decision chains with the average cost criterionRolando Cavazos-Cadena. kybernetika, 27(1):23-37, 1991. [doi]

1989

Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costsRolando Cavazos-Cadena. kybernetika, 25(3):145-156, 1989. [doi]

Sign in or sign up to see more results.

runs on WebDSL