Raúl Montes-de-Oca

发表

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..

Conditions for the uniqueness of optimal policies of discounted Markov decision processes

Raúl Montes-de-Oca, Daniel Cruz-Suárez, Francisco Salem-Silva, 2004, Math. Methods Oper. Res..

Network of M/M/1 Cyclic Polling Systems

Raúl Montes-de-Oca, Carlos Martínez-Rodríguez, Patricia Saavedra, 2017, ICORES.

Discounted cost optimality problem: stability with respect to weak metrics

Raúl Montes-de-Oca, Evgueni Gordienko, Enrique Lemus-Rodríguez, 2008, Math. Methods 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..

Risk-Sensitive Average Optimality in Markov Decision Chains

Raúl Montes-de-Oca, Karel Sladký, 2007, OR.

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

Raúl Montes-de-Oca, Evgueni Gordienko, J. Adolfo Minjárez-Sosa, 1997, Math. Methods Oper. Res..

Average cost Markov control processes: stability with respect to the Kantorovich metric

Raúl Montes-de-Oca, Evgueni Gordienko, Enrique Lemus-Rodríguez, 2009, Math. Methods Oper. Res..

About stability of risk-seeking optimal stopping

Raúl Montes-de-Oca, Elena N. Zaitseva, Raúl Montes-de-Oca, 2014, Kybernetika.

A Stopping Rule for Discounted Markov Decision Processes with Finite Action Sets

Raúl Montes-de-Oca, Daniel Cruz-Suárez, Enrique Lemus-Rodríguez, 2009, Kybernetika.

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..

Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes

Raúl Montes-de-Oca, Francisco J. González-Padilla, 2019, Kybernetika.

An unbounded Berge's minimum theorem with applications to discounted Markov decision processes

Raúl Montes-de-Oca, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca, 2012, Kybernetika.

Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon

Raúl Montes-de-Oca, Rocio Ilhuicatzi-Roldán, Hugo Cruz-Suárez, 2014, J. Optim. Theory Appl..

Sequential Games with Finite Horizon and Turn Selection Process - Finite Strategy Sets Case

Raúl Montes-de-Oca, Rubén Becerril-Borja, 2016, ICORES.

Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach

Raúl Montes-de-Oca, Enrique Lemus-Rodríguez, R. Israel Ortega-Gutiérrez, 2016, Kybernetika.

A Family of Models for Finite Sequential Games Without a Predetermined Order of Turns

Raúl Montes-de-Oca, Rubén Becerril-Borja, 2016, ICORES.

A consumption-investment problem modelled as a discounted Markov decision process

Raúl Montes-de-Oca, Hugo Cruz-Suárez, Gabriel Zacarías-Espinoza, 2011, Kybernetika.

A note on deterministic approximation of discounted Markov decision processes

Raúl Montes-de-Oca, Evgueni Gordienko, Hugo Cruz-Suárez, 2009, Appl. Math. Lett..

Application of average dynamic programming to inventory systems

Raúl Montes-de-Oca, Oscar Vega-Amaya, Raúl Montes-de-Oca, 1998, Math. Methods Oper. Res..

Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains

Raúl Montes-de-Oca, Francisco Salem-Silva, Raúl Montes-de-Oca, 2005, Kybernetika.

Discounted Markov control processes induced by deterministic systems

Raúl Montes-de-Oca, Hugo Cruz-Suárez, 2006, Kybernetika.

Optimal Policies for Payment of Dividends through a Fixed Barrier at Discrete Time

Raúl Montes-de-Oca, Daniel Cruz-Suárez, Patricia Saavedra, 2017, ICORES.

Noncooperative games with noncompact joint strategies sets: Increasing best responses and approximation to equilibrium points

Raúl Montes-de-Oca, Rosa María Flores-Hernández, 2011, Kybernetika.

Markov Decision Processes Applied to the Payment of Dividends of a Reserve Process

Raúl Montes-de-Oca, Daniel Cruz-Suárez, Patricia Saavedra, 2017, ICORES 2017.

Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes

Raúl Montes-de-Oca, Enrique Lemus-Rodríguez, Francisco Salem-Silva, 2013, J. Appl. Math..

Nearly optimal stationary policies in negative dynamic programming

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

An envelope theorem and some applications to discounted Markov decision processes

Raúl Montes-de-Oca, Hugo Cruz-Suárez, 2008, Math. Methods Oper. Res..

Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns

Raúl Montes-de-Oca, Rubén Becerril-Borja, 2021, Kybernetika.

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems

Raúl Montes-de-Oca, Hugo Cruz-Suárez, Karla Carrero-Vera, 2021, ICORES.

Value iteration in average cost Markov control processes on Borel spaces

Raúl Montes-de-Oca, Onésimo Hernández-Lerma, O. Hernández-Lerma, 1996 .

The average cost optimality equation for Markov control processes on Borel spaces

Raúl Montes-de-Oca, Raúl Montes-de-Oca, 1994 .

Estimates for perturbations of general discounted Markov control chains

Raúl Montes-de-Oca, Francisco Salem-Silva, Alexander Sakhanenko, 2003 .