Edit Profile (opens in new tab) Cavazos-Cadena, Rolando Co-Author Distance Author ID: cavazos-cadena.rolando Published as: Cavazos-Cadena, Rolando; Cavazos-Cadena, R. Documents Indexed: 93 Publications since 1986 Co-Authors: 23 Co-Authors with 59 Joint Publications 295 Co-Co-Authors all top 5 Co-Authors 34 single-authored 17 Hernández-Hernández, Daniel 14 Montes-de-Oca, Raúl 7 Cruz Suárez, Hugo Adán 6 Hernández-Lerma, Onésimo 5 Fernández-Gaucherand, Emmanuel 4 González-Farías, Graciela M. 2 Chávez-Rodríguez, Selene 2 Sladký, Karel 1 Alanís-Durán, Alfredo 1 Blancas-Rivera, Rubén 1 Camilo-Garay, Carlos 1 Cantú Sifuentes, Mario 1 Cerda-Delgado, Imelda 1 Cruz-Suárez, Daniel 1 Feinberg, Eugene Aleksandrovich 1 Lasserre, Jean-Bernard 1 López-Rivero, Jaicer 1 Portillo-Ramírez, Gustavo 1 Rodríguez-Gutiérrez, Luis 1 Salem-Silva, Francisco Sergio 1 Sánchez-Guillermo, Dulce María 1 Saucedo-Zul, Julio 1 Sennott, Linn I. all top 5 Serials 14 Mathematical Methods of Operations Research 8 Applied Mathematics and Optimization 8 Kybernetika 7 Systems & Control Letters 5 Journal of Optimization Theory and Applications 5 Mathematics of Operations Research 3 Journal of Applied Probability 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 Annals of Operations Research 3 Applicationes Mathematicae 2 Journal of Mathematical Analysis and Applications 2 Periodica Mathematica Hungarica 2 Boletín de la Sociedad Matemática Mexicana. Segunda Serie 2 Control and Cybernetics 2 SIAM Journal on Control and Optimization 1 Advances in Applied Probability 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 IEEE Transactions on Automatic Control 1 Journal of Multivariate Analysis 1 Statistics & Probability Letters 1 Operations Research Letters 1 Acta Applicandae Mathematicae 1 Asymptotic Analysis 1 The Annals of Applied Probability 1 Discrete Event Dynamic Systems 1 Linear Algebra and its Applications 1 ZOR. Zeitschrift für Operations Research 1 Journal of Mathematical Systems, Estimation, and Control 1 ZOR. Mathematical Methods of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Stochastics 1 Advances and Applications in Mathematical Sciences 1 Advances and Applications in Statistical Sciences all top 5 Fields 57 Operations research, mathematical programming (90-XX) 40 Systems theory; control (93-XX) 35 Probability theory and stochastic processes (60-XX) 9 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 70 Publications have been cited 399 times in 210 Documents Cited by ▼ Year ▼ Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 24 1999 Comparing recent assumptions for the existence of average optimal stationary policies. Zbl 0763.90092Cavazos-Cadena, Rolando; Sennott, Linn I. 20 1992 Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando 17 1991 A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains. Zbl 1076.93045Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 16 2005 Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains. Zbl 0645.90099Cavazos-Cadena, Rolando 14 1988 Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space. Zbl 1222.90075Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 14 2011 Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs. Zbl 0673.90092Cavazos-Cadena, Rolando 12 1989 Necessary conditions for the optimality equation in average-reward Markov decision processes. Zbl 0663.90094Cavazos-Cadena, Rolando 12 1989 Density estimation and adaptive control of Markov processes: Average and discounted criteria. Zbl 0717.93066Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando 11 1990 The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces. Zbl 1196.60127Cavazos-Cadena, Rolando; Salem-Silva, Francisco 11 2010 A counterexample on the optimality equation in Markov decision chains with the average cost criterion. Zbl 0738.90082Cavazos-Cadena, Rolando 10 1991 Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 10 1992 Finite-state approximations for denumerable state discounted Markov decision processes. Zbl 0606.90132Cavazos-Cadena, Rolando 10 1986 Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains. Zbl 1189.93144Cavazos-Cadena, Rolando 9 2010 A system of Poisson equations for a nonconstant Varadhan functional on a finite state space. Zbl 1110.60066Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 9 2006 The vanishing discount approach in Markov chains with risk-sensitive criteria. Zbl 0990.93136Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 9 2000 An alternative derivation of Birkhoff’s formula for the contraction coefficient of a positive matrix. Zbl 1048.15018Cavazos-Cadena, Rolando 9 2003 Strong 1-optimal stationary policies in denumerable Markov decision processes. Zbl 0654.90097Cavazos-Cadena, R.; Lasserre, J. B. 8 1988 Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria. Zbl 1177.93098Cavazos-Cadena, Rolando 8 2009 The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space. Zbl 1082.90125Cavazos-Cadena, Rolando; Montes-De-Oca, Raúl 8 2003 Nonparametric adaptive control of discounted stochastic systems with compact state space. Zbl 0699.93053Cavazos-Cadena, R. 7 1990 Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space. Zbl 1023.90076Cavazos-Cadena, Rolando 7 2003 Recent results on conditions for the existence of average optimal stationary policies. Zbl 0744.90097Cavazos-Cadena, Rolando 6 1991 Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state. Zbl 0766.90083Cavazos-Cadena, Rolando 6 1992 Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space. Zbl 1159.93030Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 6 2009 An optimality system for finite average Markov decision chains under risk-aversion. Zbl 1243.93127Alanís-Durán, Alfredo; Cavazos-Cadena, Rolando 6 2012 Optimal stationary policies in risk-sensitive dynamic programs with finite state space and nonnegative rewards. Zbl 1006.93070Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 6 2000 Poisson equations associated with a homogeneous and monotone function: necessary and sufficient conditions for a solution in a weakly convex case. Zbl 1215.47052Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 5 2010 Denumerable controlled Markov chains with strong average optimality criterion: Bounded and unbounded costs. Zbl 0851.90135Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 5 1996 Value iteration in a class of average controlled Markov chains with unbounded costs: Necessary and sufficient conditions for pointwise convergence. Zbl 0869.93054Cavazos-Cadena, Rolando; Fernandez-Gaucherand, Emmanuel 5 1996 Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach. Zbl 1040.93070Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 5 2002 A characterization of exponential functionals in finite Markov chains. Zbl 1072.60053Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 5 2004 Value iteration in a class of communicating Markov decision chains with the average cost criterion. Zbl 0870.90099Cavazos-Cadena, Rolando 5 1996 Finite-state approximations and adaptive control of discounted Markov decision processes with unbounded rewards. Zbl 0678.93065Cavazos-Cadena, Rolando 4 1987 Controlled semi-Markov chains with risk-sensitive average cost criterion. Zbl 1346.90799Chávez-Rodríguez, Selene; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 4 2016 A simple form of Bartlett’s formula for autoregressive processes. Zbl 0791.62086Cavazos-Cadena, Rolando 4 1994 Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion. Zbl 1105.90101Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 4 2005 Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains. Zbl 1443.91109Cavazos-Cadena, Rolando 4 2018 Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. Zbl 1038.90087Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 4 2000 Continuous dependence of stochastic control models on the noise distribution. Zbl 0639.93068Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando 3 1988 A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion. Zbl 1302.90241Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl; Sladký, Karel 3 2014 The risk-sensitive Poisson equation for a communicating Markov chain on a denumerable state space. Zbl 1190.93104Cavazos-Cadena, Rolando 3 2009 The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion. Zbl 1419.91064Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 3 2019 A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs. Zbl 0877.93137Cavazos-Cadena, Rolando 3 1995 Denumerable controlled Markov chains with average reward criterion: Sample path optimality. Zbl 0835.90116Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 3 1995 Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion. Zbl 1430.93217Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 3 2018 Discounted approximations to the risk-sensitive average cost in finite Markov chains. Zbl 1382.60094Cavazos-Cadena, Rolando; Cruz-Suárez, Daniel 3 2017 A note on the convergence rate of the value iteration scheme in controlled Markov chains. Zbl 0902.93070Cavazos-Cadena, Rolando 3 1998 Local Poisson equations associated with the Varadhan functional. Zbl 1341.60087Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 2 2016 A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function. Zbl 1334.90198Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 2 2016 Recursive adaptive control of Markov decision processes with the average reward criterion. Zbl 0723.90085Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 2 1991 Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity. Zbl 1327.93410Chávez-Rodríguez, Selene; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 2 2015 Generalized communication conditions and the eigenvalue problem for a monotone and homogeneous function. Zbl 1208.47059Cavazos-Cadena, Rolando 2 2010 Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. Zbl 0734.90112Cavazos-Cadena, Rolando 2 1991 Sample-path optimality in average Markov decision chains under a double Lyapunov function condition. Zbl 1374.90400Cavazos-Cadena, Rolando; Montes-De-oca, Raúl 2 2012 Equivalence of communication and projective boundedness properties for monotone and homogeneous functions. Zbl 1256.47038Cavazos-Cadena, Rolando 2 2012 A Poisson equation for the risk-sensitive average cost in semi-Markov chains. Zbl 1357.93089Cavazos-Cadena, Rolando 2 2016 A discounted approach in communicating average Markov decision chains under risk-aversion. Zbl 1461.93551Saucedo-Zul, Julio; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 2 2020 Nash equilibria in a class of Markov stopping games. Zbl 1263.91004Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 2 2012 Nonparametric adaptive control of discounted stochastic systems with compact state space. Zbl 0675.93042Cavazos-Cadena, R. 1 1990 Contractive approximations for the Varadhan’s function on a finite Markov chain. Zbl 1154.60062Cavazos-Cadena, R.; Hernández-Hernández, D. 1 2008 Sample-path optimal stationary policies in stable Markov decision chains with the average reward criterion. Zbl 1327.90366Cavazos-Cadena, Rolando; Montes-De-oca, Raúl; Sladký, Karel 1 2015 The asymptotic distribution of sample autocorrelations for a class of linear filters. Zbl 0795.62084Cavazos-Cadena, Rolando 1 1994 Existence and consistency of maximum likelihood estimators for the scalar location-scale skew-normal model. Zbl 1513.62041Cavazos-Cadena, Rolando; González-Farías, Graciela 1 2010 Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion. Zbl 1101.93083Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 1 2005 Cesàro convergence of the undiscounted value iteration method in Markov decision processes under the Lyapunov stability condition. Zbl 0831.90120Cavazos-Cadena, Rolando 1 1993 Undiscounted value iteration in stable Markov decision chains with bounded rewards. Zbl 0844.90105Cavazos-Cadena, Rolando 1 1996 Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion. Zbl 1068.90606Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 1 2002 Discounted approximations in risk-sensitive average Markov cost chains with finite state space. Zbl 1442.62188Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 1 2020 A pause control approach to the value iteration scheme in average Markov decision processes. Zbl 0902.93069Cavazos-Cadena, Rolando 1 1998 A discounted approach in communicating average Markov decision chains under risk-aversion. Zbl 1461.93551Saucedo-Zul, Julio; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 2 2020 Discounted approximations in risk-sensitive average Markov cost chains with finite state space. Zbl 1442.62188Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 1 2020 The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion. Zbl 1419.91064Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 3 2019 Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains. Zbl 1443.91109Cavazos-Cadena, Rolando 4 2018 Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion. Zbl 1430.93217Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 3 2018 Discounted approximations to the risk-sensitive average cost in finite Markov chains. Zbl 1382.60094Cavazos-Cadena, Rolando; Cruz-Suárez, Daniel 3 2017 Controlled semi-Markov chains with risk-sensitive average cost criterion. Zbl 1346.90799Chávez-Rodríguez, Selene; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 4 2016 Local Poisson equations associated with the Varadhan functional. Zbl 1341.60087Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 2 2016 A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function. Zbl 1334.90198Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 2 2016 A Poisson equation for the risk-sensitive average cost in semi-Markov chains. Zbl 1357.93089Cavazos-Cadena, Rolando 2 2016 Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity. Zbl 1327.93410Chávez-Rodríguez, Selene; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo 2 2015 Sample-path optimal stationary policies in stable Markov decision chains with the average reward criterion. Zbl 1327.90366Cavazos-Cadena, Rolando; Montes-De-oca, Raúl; Sladký, Karel 1 2015 A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion. Zbl 1302.90241Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl; Sladký, Karel 3 2014 An optimality system for finite average Markov decision chains under risk-aversion. Zbl 1243.93127Alanís-Durán, Alfredo; Cavazos-Cadena, Rolando 6 2012 Sample-path optimality in average Markov decision chains under a double Lyapunov function condition. Zbl 1374.90400Cavazos-Cadena, Rolando; Montes-De-oca, Raúl 2 2012 Equivalence of communication and projective boundedness properties for monotone and homogeneous functions. Zbl 1256.47038Cavazos-Cadena, Rolando 2 2012 Nash equilibria in a class of Markov stopping games. Zbl 1263.91004Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 2 2012 Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space. Zbl 1222.90075Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 14 2011 The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces. Zbl 1196.60127Cavazos-Cadena, Rolando; Salem-Silva, Francisco 11 2010 Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains. Zbl 1189.93144Cavazos-Cadena, Rolando 9 2010 Poisson equations associated with a homogeneous and monotone function: necessary and sufficient conditions for a solution in a weakly convex case. Zbl 1215.47052Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 5 2010 Generalized communication conditions and the eigenvalue problem for a monotone and homogeneous function. Zbl 1208.47059Cavazos-Cadena, Rolando 2 2010 Existence and consistency of maximum likelihood estimators for the scalar location-scale skew-normal model. Zbl 1513.62041Cavazos-Cadena, Rolando; González-Farías, Graciela 1 2010 Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria. Zbl 1177.93098Cavazos-Cadena, Rolando 8 2009 Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space. Zbl 1159.93030Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 6 2009 The risk-sensitive Poisson equation for a communicating Markov chain on a denumerable state space. Zbl 1190.93104Cavazos-Cadena, Rolando 3 2009 Contractive approximations for the Varadhan’s function on a finite Markov chain. Zbl 1154.60062Cavazos-Cadena, R.; Hernández-Hernández, D. 1 2008 A system of Poisson equations for a nonconstant Varadhan functional on a finite state space. Zbl 1110.60066Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 9 2006 A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains. Zbl 1076.93045Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 16 2005 Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion. Zbl 1105.90101Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 4 2005 Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion. Zbl 1101.93083Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 1 2005 A characterization of exponential functionals in finite Markov chains. Zbl 1072.60053Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 5 2004 An alternative derivation of Birkhoff’s formula for the contraction coefficient of a positive matrix. Zbl 1048.15018Cavazos-Cadena, Rolando 9 2003 The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space. Zbl 1082.90125Cavazos-Cadena, Rolando; Montes-De-Oca, Raúl 8 2003 Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space. Zbl 1023.90076Cavazos-Cadena, Rolando 7 2003 Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach. Zbl 1040.93070Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel 5 2002 Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion. Zbl 1068.90606Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 1 2002 The vanishing discount approach in Markov chains with risk-sensitive criteria. Zbl 0990.93136Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 9 2000 Optimal stationary policies in risk-sensitive dynamic programs with finite state space and nonnegative rewards. Zbl 1006.93070Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 6 2000 Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. Zbl 1038.90087Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 4 2000 Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Zbl 0953.93077Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 24 1999 A note on the convergence rate of the value iteration scheme in controlled Markov chains. Zbl 0902.93070Cavazos-Cadena, Rolando 3 1998 A pause control approach to the value iteration scheme in average Markov decision processes. Zbl 0902.93069Cavazos-Cadena, Rolando 1 1998 Denumerable controlled Markov chains with strong average optimality criterion: Bounded and unbounded costs. Zbl 0851.90135Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 5 1996 Value iteration in a class of average controlled Markov chains with unbounded costs: Necessary and sufficient conditions for pointwise convergence. Zbl 0869.93054Cavazos-Cadena, Rolando; Fernandez-Gaucherand, Emmanuel 5 1996 Value iteration in a class of communicating Markov decision chains with the average cost criterion. Zbl 0870.90099Cavazos-Cadena, Rolando 5 1996 Undiscounted value iteration in stable Markov decision chains with bounded rewards. Zbl 0844.90105Cavazos-Cadena, Rolando 1 1996 A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs. Zbl 0877.93137Cavazos-Cadena, Rolando 3 1995 Denumerable controlled Markov chains with average reward criterion: Sample path optimality. Zbl 0835.90116Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel 3 1995 A simple form of Bartlett’s formula for autoregressive processes. Zbl 0791.62086Cavazos-Cadena, Rolando 4 1994 The asymptotic distribution of sample autocorrelations for a class of linear filters. Zbl 0795.62084Cavazos-Cadena, Rolando 1 1994 Cesàro convergence of the undiscounted value iteration method in Markov decision processes under the Lyapunov stability condition. Zbl 0831.90120Cavazos-Cadena, Rolando 1 1993 Comparing recent assumptions for the existence of average optimal stationary policies. Zbl 0763.90092Cavazos-Cadena, Rolando; Sennott, Linn I. 20 1992 Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 10 1992 Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state. Zbl 0766.90083Cavazos-Cadena, Rolando 6 1992 Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando 17 1991 A counterexample on the optimality equation in Markov decision chains with the average cost criterion. Zbl 0738.90082Cavazos-Cadena, Rolando 10 1991 Recent results on conditions for the existence of average optimal stationary policies. Zbl 0744.90097Cavazos-Cadena, Rolando 6 1991 Recursive adaptive control of Markov decision processes with the average reward criterion. Zbl 0723.90085Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 2 1991 Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. Zbl 0734.90112Cavazos-Cadena, Rolando 2 1991 Density estimation and adaptive control of Markov processes: Average and discounted criteria. Zbl 0717.93066Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando 11 1990 Nonparametric adaptive control of discounted stochastic systems with compact state space. Zbl 0699.93053Cavazos-Cadena, R. 7 1990 Nonparametric adaptive control of discounted stochastic systems with compact state space. Zbl 0675.93042Cavazos-Cadena, R. 1 1990 Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs. Zbl 0673.90092Cavazos-Cadena, Rolando 12 1989 Necessary conditions for the optimality equation in average-reward Markov decision processes. Zbl 0663.90094Cavazos-Cadena, Rolando 12 1989 Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains. Zbl 0645.90099Cavazos-Cadena, Rolando 14 1988 Strong 1-optimal stationary policies in denumerable Markov decision processes. Zbl 0654.90097Cavazos-Cadena, R.; Lasserre, J. B. 8 1988 Continuous dependence of stochastic control models on the noise distribution. Zbl 0639.93068Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando 3 1988 Finite-state approximations and adaptive control of discounted Markov decision processes with unbounded rewards. Zbl 0678.93065Cavazos-Cadena, Rolando 4 1987 Finite-state approximations for denumerable state discounted Markov decision processes. Zbl 0606.90132Cavazos-Cadena, Rolando 10 1986 all cited Publications top 5 cited Publications all top 5 Cited by 207 Authors 49 Cavazos-Cadena, Rolando 15 Hernández-Hernández, Daniel 14 Hernández-Lerma, Onésimo 10 Guo, Xianping 10 Montes-de-Oca, Raúl 8 Arapostathis, Aristotle 7 Marcus, Steven I. 7 Wei, Qingda 6 Chen, Xian 6 Cruz Suárez, Hugo Adán 6 Dufour, François 6 Ghosh, Mrinal Kanti 6 Jaśkiewicz, Anna 6 Minjárez-Sosa, J. Adolfo 5 Costa, Oswaldo Luiz V. 5 Lasserre, Jean-Bernard 5 Zhu, Quanxin 4 Feinberg, Eugene Aleksandrovich 4 Fernández-Gaucherand, Emmanuel 4 Guo, Xin 4 Vega-Amaya, Oscar 4 Zhang, Yi 3 Elhafsi, Mohsen 3 Gaubert, Stéphane 3 Gordienko, Evgueni I. 3 Huang, Yonghui 3 Nowak, Andrzej S. 3 Sennott, Linn I. 3 Sladký, Karel 3 Stettner, Łukasz 2 Akian, Marianne 2 Altman, Eitan 2 Basu, Arnab K. 2 Bhabak, Arnab 2 Borkar, Vivek Shripad 2 Camus, Hervé 2 Canbolat, Pelin G. 2 Carroll, Joseph E. 2 Chávez-Rodríguez, Selene 2 D’Amico, Guglielmo 2 Gismondi, Fulvio 2 Golui, Subrata 2 Hernández Bustos, Diego 2 Hilgert, Nadine 2 Hochart, Antoine 2 Hordijk, Arie 2 Ichihara, Naoyuki 2 Janssen, Jacques 2 Lemmens, Bas 2 Manca, Raimondo 2 Pal, Chandan 2 Pitera, Marcin 2 Pradhan, Somnath 2 Saha, Subhamay 2 Saldi, Naci 2 Wu, Xiao 2 Yu, Huizhen 2 Yüksel, Serdar 2 Yushkevich, Aleksandr Adol’fovich 1 Abbad, Mohammed 1 Ahmadi Javid, Amir 1 Alanís-Durán, Alfredo 1 Anahtarci, Berkay 1 Aviv, Yossi 1 Barahona, Mauricio 1 Bäuerle, Nicole 1 Bean, James C. 1 Benjaafar, Saif 1 Biswas, Anup 1 Blancas-Rivera, Rubén 1 Bolte, Jérôme 1 Boshnakov, Georgi N. 1 Camilo-Garay, Carlos 1 Cantú Sifuentes, Mario 1 Carrillo, Lizeth 1 Çavuş, Özlem 1 Cerda-Delgado, Imelda 1 Chapman, Margaret P. 1 Charalambous, Charalambos D. 1 Chen, Gang 1 Chen, Jian 1 Clempner, Julio B. 1 Collet, Pierre 1 Craye, Etienne 1 Crutchfield, James P. 1 Cruz-Suárez, Daniel 1 Date, Paresh M. 1 Delattre, Sylvain 1 den Boer, Arnoud V. 1 Dey, Subhrakanti 1 Di Masi, Giovanni B. 1 di Prignano, Ernesto Volpe 1 Dupuis, Paul G. 1 Ebadi, Mohsen 1 Escobar, Jesica A. 1 Escobedo-Trujillo, Beatris Adriana 1 Fang, Jianxin 1 Fasen, Vicky 1 Federgruen, Awi 1 Fournier, Nicolas ...and 107 more Authors all top 5 Cited in 70 Serials 21 Systems & Control Letters 19 Journal of Mathematical Analysis and Applications 14 Kybernetika 13 Mathematical Methods of Operations Research 11 Applied Mathematics and Optimization 7 Operations Research Letters 7 Annals of Operations Research 6 Journal of Applied Probability 6 Journal of Optimization Theory and Applications 6 SIAM Journal on Control and Optimization 4 Automatica 4 Mathematics of Operations Research 4 The Annals of Applied Probability 4 Stochastic Processes and their Applications 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 Stochastic Analysis and Applications 3 Queueing Systems 3 Discrete Event Dynamic Systems 3 European Journal of Operational Research 3 ZOR. Zeitschrift für Operations Research 2 Advances in Applied Probability 2 Journal of Statistical Physics 2 Periodica Mathematica Hungarica 2 Annals of the Institute of Statistical Mathematics 2 Naval Research Logistics 2 Operations Research 2 Acta Applicandae Mathematicae 2 Linear Algebra and its Applications 2 Discrete and Continuous Dynamical Systems 2 Stochastics 2 Dynamic Games and Applications 1 Artificial Intelligence 1 Israel Journal of Mathematics 1 Nonlinearity 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Computation 1 Journal of Economic Theory 1 Theoretical Computer Science 1 Statistics & Probability Letters 1 Applied Mathematics and Mechanics. (English Edition) 1 Optimization 1 Computers & Operations Research 1 Applied Mathematics Letters 1 Asymptotic Analysis 1 MCSS. Mathematics of Control, Signals, and Systems 1 Neural Computation 1 Computational Statistics 1 Automation and Remote Control 1 SIAM Journal on Optimization 1 Theory of Probability and Mathematical Statistics 1 Applicationes Mathematicae 1 Turkish Journal of Mathematics 1 Top 1 ZOR. Mathematical Methods of Operations Research 1 Journal of Mathematical Chemistry 1 Mathematical Problems in Engineering 1 Discrete Dynamics in Nature and Society 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Miscelánea Matemática 1 Stochastic Models 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Sādhanā 1 4OR 1 Journal of Industrial and Management Optimization 1 Electronic Journal of Statistics 1 Involve 1 Stochastic Systems 1 Journal of Dynamics and Games 1 Open Mathematics all top 5 Cited in 17 Fields 118 Operations research, mathematical programming (90-XX) 96 Systems theory; control (93-XX) 74 Probability theory and stochastic processes (60-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 15 Statistics (62-XX) 10 Operator theory (47-XX) 5 Biology and other natural sciences (92-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Computer science (68-XX) 2 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year