Rolando Cavazos-Cadena

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A central limit theorem for normalized products of random matrices

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, 2008, Period. Math. Hung..

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

Rolando Cavazos-Cadena, Raúl Montes-de-Oca, R. Cavazos-Cadena, 2003, Math. Oper. Res..

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces

Rolando Cavazos-Cadena, Raúl Montes-de-Oca, 2000, Math. Methods Oper. Res..

A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets

Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Eugene A. Feinberg, 2000, Math. Oper. Res..

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2018, Math. Oper. Res..

A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, D. Hernández-Hernández, 2016, Math. Oper. Res..

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

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2016, Discret. Event Dyn. Syst..

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2009, Math. Methods Oper. Res..

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký, 2014, J. Optim. Theory Appl..

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

Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand, 1995, Math. Methods Oper. Res..

The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State Space

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2009, Kybernetika.

Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, D. Hernández-Hernández, 2003, Math. Methods Oper. Res..

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

Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Rubén Blancas-Rivera, 2020, Math. Methods Oper. Res..

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Selene Chávez-Rodríguez, 2015, Math. Methods Oper. Res..

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, D. Hernández-Hernández, 2011, Math. Oper. Res..

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2010, Math. Methods Oper. Res..

The vanishing discount approach in Markov chains with risk-sensitive criteria

Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand, E. Fernández-Gaucherand, 2000, IEEE Trans. Autom. Control..

Comparing recent assumptions for the existence of average optimal stationary policies

Rolando Cavazos-Cadena, Linn I. Sennott, 1992, Oper. Res. Lett..

A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion

Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Julio Saucedo-Zul, 2020, Journal of Optimization Theory and Applications.

Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2002, Math. Methods Oper. Res..

A characterization of exponential functionals in finite Markov chains

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, D. Hernández-Hernández, 2004, Math. Methods Oper. Res..

Generalized communication conditions and the eigenvalue problem for a monotone and homogenous function

Rolando Cavazos-Cadena, 2010, Kybernetika.

Nash equilibria in a class of Markov stopping games

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, 2012, Kybernetika.

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

Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand, 1996, Math. Methods Oper. Res..

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

Rolando Cavazos-Cadena, 2001, Math. Methods Oper. Res..

Solution to the optimality equation in a class of Markov decision chains with the average cost criterion

Rolando Cavazos-Cadena, 1991, Kybernetika.

Local Poisson equations associated with the Varadhan functional

Rolando Cavazos-Cadena, Daniel Hernández-Hernández, 2016, Asymptot. Anal..

Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space

Rolando Cavazos-Cadena, Daniel Hernández-Hernández, 2009, Syst. Control. Lett..

The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, 2019, SIAM J. Control. Optim..

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion

Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Selene Chávez-Rodríguez, 2016, J. Optim. Theory Appl..

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand, E. Fernández-Gaucherand, 1999, Math. Methods Oper. Res..

Nearly optimal stationary policies in negative dynamic programming

Rolando Cavazos-Cadena, Raúl Montes-de-Oca, R. Cavazos-Cadena, 1999, Math. Methods Oper. Res..

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

Rolando Cavazos-Cadena, 2003, Math. Methods Oper. Res..

An optimality system for finite average Markov decision chains under risk-aversion

Rolando Cavazos-Cadena, Alfredo Alanís-Durán, R. Cavazos-Cadena, 2012, Kybernetika.

Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model

Rolando Cavazos-Cadena, Graciela González-Farías, 2012, Period. Math. Hung..

Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 1989, Kybernetika.

Markov stopping games with an absorbing state and total reward criterion

Rolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo, 2021, Kybernetika.

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

Daniel Hernández-Hernández, Rolando Cavazos-Cadena, D. Hernández-Hernández, 2005 .

The asymptotic distribution of sample autocorrelations for a class of linear filters

Rolando Cavazos-Cadena, 1994 .

An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 2003 .

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

Rolando Cavazos-Cadena, E. Fernandez-Gaucherand, E. Fernández-Gaucherand, 1996, Journal of Applied Probability.

A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs

Rolando Cavazos-Cadena, R. Cavazos-Cadena, 1995 .

Density estimation and adaptive control of markov processes: Average and discounted criteria

Rolando Cavazos-Cadena, Onésimo Hernández-Lerma, O. Hernández-Lerma, 1990 .

Continuous dependence of stochastic control models on the noise distribution

Rolando Cavazos-Cadena, Onésimo Hernández-Lerma, 1988 .