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Hernández-Lerma, Onésimo

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Author ID: hernandez-lerma.onesimo Recent zbMATH articles by "Hernández-Lerma, Onésimo"
Published as: Hernández-Lerma, Onésimo; Hernández-Lerma, O.; Hernandez-Lerma, Onesimo; Hernández Lerma, Onésimo; Hernandez-Lerma, O.; Hernández, Onésimo; Hernández-Lerma, Onésimó
Homepage: https://www.math.cinvestav.mx/ohernand
External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef
Documents Indexed: 155 Publications since 1979, including 9 Books
1 Contribution as Editor
Biographic References: 5 Publications
Co-Authors: 48 Co-Authors with 136 Joint Publications
1,058 Co-Co-Authors
all top 5

Serials

11 SIAM Journal on Control and Optimization
10 Applicationes Mathematicae
10 Mathematical Methods of Operations Research
9 Journal of Mathematical Analysis and Applications
9 Systems & Control Letters
9 Acta Applicandae Mathematicae
6 Applied Mathematics and Optimization
5 Journal of Applied Probability
4 Boletín de la Sociedad Matemática Mexicana. Segunda Serie
4 SIAM Journal on Optimization
3 Control and Cybernetics
3 IEEE Transactions on Automatic Control
3 Journal of Optimization Theory and Applications
3 Kybernetika
3 Proceedings of the American Mathematical Society
3 Optimization
3 Annals of Operations Research
3 Journal of Mathematical Systems, Estimation, and Control
3 Journal of Dynamics and Games
2 Stochastic Analysis and Applications
2 Journal of Applied Mathematics and Stochastic Analysis
2 Top
2 Journal of Difference Equations and Applications
2 Stochastics
2 Aportaciones Matematicas. Textos
2 Science China. Mathematics
2 Dynamic Games and Applications
2 Applications of Mathematics
1 Advances in Applied Probability
1 International Journal of Control
1 Journal of Differential Equations
1 Mathematische Zeitschrift
1 Proceedings of the London Mathematical Society. Third Series
1 Statistics & Probability Letters
1 Probability and Mathematical Statistics
1 Journal of Theoretical Probability
1 MCSS. Mathematics of Control, Signals, and Systems
1 The Annals of Applied Probability
1 Acta Mexicana de Ciencia y Tecnologia. Nueva Epoca
1 Journal of Convex Analysis
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 Bernoulli
1 European Journal of Control
1 Soft Computing
1 Aportaciones Matemáticas. Comunicaciones
1 Applied Mathematical Sciences
1 Progress in Mathematics
1 Stochastic Modelling and Applied Probability
1 ICP Advanced Texts in Mathematics
1 Applied and Computational Mathematics
1 Pure and Applied Functional Analysis
1 SpringerBriefs in Mathematics

Publications by Year

Citations contained in zbMATH Open

130 Publications have been cited 1,729 times in 763 Documents Cited by Year
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
233
1999
Adaptive Markov control processes. Zbl 0698.90053
Hernández-Lerma, O.
128
1989
Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002
Guo, Xianping; Hernández-Lerma, Onésimo
87
2009
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
71
1995
Markov chains and invariant probabilities. Zbl 1036.60003
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
44
2003
Characterizations of overtaking optimality for controlled diffusion processes. Zbl 1162.49025
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
32
2008
Average optimality in Markov control processes via discounted-cost problems and linear programming. Zbl 0853.93106
Hernández-Lerma, Onésimo; Lasserre, Jean B.
31
1996
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427
Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás
31
2006
Selected topics on continuous-time controlled Markov chains and Markov games. Zbl 1269.60004
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
31
2012
Minimax control of discrete-time stochastic systems. Zbl 1045.90083
González-Trejo, J. I.; Hernández-Lerma, O.; Hoyos-Reyes, L. F.
30
2003
Error bounds for rolling horizon policies in discrete-time Markov control processes. Zbl 0724.93087
Hernández-Lerma, O.; Lasserre, J. B.
29
1990
Sample-path optimality and variance-minimization of average cost Markov control processes. Zbl 0951.93074
Hernández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe
28
1999
Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346
Guo, Xianping; Hernández-Lerma, Onésimo
26
2003
Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008
Guo, Xianping; Hernández-Lerma, Onésimo
24
2003
Average cost Markov control processes with weighted norms: Existence of canonical policies. Zbl 0829.93067
Gordienko, E.; Hernández-Lerma, O.
23
1995
Lectures on continuous-time Markov control processes. Zbl 0866.93102
Hernández Lerma, Onésimo
23
1994
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
21
2000
Approximation schemes for infinite linear programs. Zbl 0912.90219
Hernández-Lerma, Onésimo; Lasserre, Jean B.
21
1998
Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338
Guo, Xianping; Hernández-Lerma, Onésimo
21
2005
Continuous-time controlled Markov chains. Zbl 1049.60067
Guo, Xianping; Hernández-Lerma, Onésimo
20
2003
Zero-sum stochastic games in Borel spaces: average payoff criteria. Zbl 1140.91319
Hernández-Lerma, Onésimo; Lasserre, Jean B.
20
2001
Adaptive control of discounted Markov decision chains. Zbl 0543.90093
Hernández-Lerma, O.; Marcus, S. I.
19
1985
The linear programming approach to deterministic optimal control problems. Zbl 0871.49005
Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M.
18
1996
Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
18
2005
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016
Guo, Xianping; Hernández-Lerma, Onésimo
18
2005
Bias optimality for continuous-time controlled Markov chains. Zbl 1134.93049
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
18
2006
Average cost Markov control processes with weighted norms: Value iteration. Zbl 0829.93068
Gordienko, E.; Hernández-Lerma, O.
17
1995
Ergodic control of continuous-time Markov chains with pathwise constraints. Zbl 1165.93040
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
17
2008
Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067
Guo, Xianping; Hernández-Lerma, Onésimo
17
2003
Constrained average cost Markov control processes in Borel spaces. Zbl 1049.90116
Hernández-Lerma, Onésimo; González-Hernández, Juan; López-Martínez, Raquiel R.
16
2003
Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087
Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando
16
1991
Existence of Nash equilibria for constrained stochastic games. Zbl 1143.91309
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
15
2006
Discounted continuous-time controlled Markov chains: convergence of control models. Zbl 1255.90126
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
15
2012
Average cost optimal policies for Markov control processes with Borel state space and unbounded costs. Zbl 0723.93080
Hernández-Lerma, Onésimo; Lasserre, Jean B.
14
1990
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Zbl 1077.93055
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
13
2005
Average optimality in dynamic programming on Borel spaces – unbounded costs and controls. Zbl 0771.90098
Hernández-Lerma, Onésimo
13
1991
Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026
Guo, Xianping; Hernández-Lerma, Onésimo
13
2007
Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002
Hernández-Lerma, Onésimo; Lasserre, Jean B.
12
2000
Infinite-horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality. Zbl 0906.93062
Hernández-Lerma, O.; Vega-Amaya, O.
12
1998
Ergodic theorems and ergodic decomposition for Markov chains. Zbl 1002.60559
Hernández-Lerma, Onésimo; Lasserre, Jean B.
12
1998
Extreme points of sets of randomized strategies in constrained optimization and control problems. Zbl 1097.90040
González-Hernández, Juan; Hernández-Lerma, Onésimo
12
2005
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. Zbl 1177.93101
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
12
2009
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050
Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo
12
2008
Convergence of the optimal values of constrained Markov control processes. Zbl 1031.90058
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
11
2002
Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs. Zbl 1049.93089
Hilgert, Nadine; Hernández-Lerma, Onésimo
11
2003
Semi-Markov control models with average costs. Zbl 1050.90566
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
11
1999
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution. Zbl 0637.93075
Hernández-Lerma, Onésimo; Marcus, Steven I.
11
1987
Monotone approximations for convex stochastic control problems. Zbl 0812.93078
Hernández-Lerma, Onésimo; Runggaldier, Wolfgang J.
11
1994
A survey of static and dynamic potential games. Zbl 1371.91009
González-Sánchez, David; Hernández-Lerma, Onésimo
11
2016
Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. Zbl 1160.93397
Hernández-Lerma, Onésimo; Govindan, T. E.
10
2001
Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071
Guo, Xianping; Hernández-Lerma, Onésimo
10
2003
Evolutionary dynamics on measurable strategy spaces: asymmetric games. Zbl 1360.91027
Mendoza-Palacios, Saul; Hernández-Lerma, Onésimo
10
2015
Adaptive control of service in queueing systems. Zbl 0534.90037
Hernández-Lerma, Onésimo; Marcus, Steven I.
10
1983
Density estimation and adaptive control of Markov processes: Average and discounted criteria. Zbl 0717.93066
Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando
10
1990
A forecast horizon and a stopping rule for general Markov decision processes. Zbl 0646.90090
Hernández-Lerma, O.; Lasserre, J. B.
9
1988
Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo
9
1992
Markov control processes with pathwise constraints. Zbl 1196.93101
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
9
2010
Policy iteration for average cost Markov control processes on Borel spaces. Zbl 0872.93080
Hernández-Lerma, Onésimo; Lasserre, Jean B.
8
1997
New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016
Guo, Xianping; Hernández-Lerma, Onésimo
8
2011
Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. Zbl 0771.93054
Hernández-Lerma, Onésimo; Muñoz de Özak, Myriam
8
1992
Value iteration and rolling plans for Markov control processes with unbounded rewards. Zbl 0781.90093
Hernández-Lerma, Onésimo; Lasserre, Jean B.
8
1993
Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
8
1994
Discrete-time stochastic control and dynamic potential games. The Euler-equation approach. Zbl 1344.93001
González-Sánchez, David; Hernández-Lerma, Onésimo
8
2013
The linear programming approach. Zbl 1038.90051
Hernández-Lerma, Onésimo; Lasserre, Jean B.
7
2002
Average cost Markov decision processes: Optimality conditions. Zbl 0739.90072
Hernández-Lerma, O.; Hennet, J. C.; Lasserre, J. B.
7
1991
The vanishing discount approach to constrained continuous-time controlled Markov chains. Zbl 1198.49022
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
7
2010
Linear programming and average optimality of Markov control processes on Borel spaces – unbounded costs. Zbl 0799.90120
Hernández-Lerma, Onésimo; Lasserre, Jean B.
7
1994
Optimal adaptive control of priority assignment in queueing systems. Zbl 0529.90045
Hernandez-Lerma, Onesimo; Marcus, Steven I.
7
1984
Iterative adaptive control of denumerable state average-cost Markov sytems. Zbl 0606.90130
Acosta-Abreu, Roberto S.; Hernandez-Lerma, Onesimo
6
1985
Potential differential games. Zbl 1397.91085
Fonseca-Morales, Alejandra; Hernández-Lerma, Onésimo
6
2018
Dynamic potential games: the discrete-time stochastic case. Zbl 1302.91019
González-Sánchez, David; Hernández-Lerma, Onésimo
6
2014
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
6
2010
The Lagrange approach to ergodic control of diffusions with cost constraints. Zbl 1308.93227
Mendoza-Pérez, Armando F.; Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
6
2015
Bias and overtaking equilibria for zero-sum stochastic differential games. Zbl 1264.91017
Escobedo-Trujillo, Beatris; López-Barrientos, Daniel; Hernández-Lerma, Onésimo
6
2012
Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
5
1996
A counterexample on the semicontinuity of minima. Zbl 0842.90123
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
5
1995
Markov control process with the expected total cost criterion: Optimality, stability, and transient models. Zbl 0964.93086
Hernández-Lerma, Onésimo; Carrasco, Guadalupe; Pérez-Hernández, Rubén
5
1999
Adaptive control of Markov processes with incomplete state information and unknown parameters. Zbl 0585.90090
Hernandez-Lerma, O.; Marcus, S. I.
5
1987
Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. Zbl 1159.93034
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
5
2009
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
5
2011
Approximation and adaptive policies in discounted dynamic programming. Zbl 0641.90087
Hernández-Lerma, Onésimo
5
1985
Existence of average optimal policies in Markov control processes with strictly unbounded costs. Zbl 0792.93120
Hernández-Lerma, Onésimo
5
1993
Discounted cost Markov decision processes on Borel spaces: The linear programming formulation. Zbl 0820.90124
Hernández-Lerma, Onésimo; Hernández-Hernández, Daniel
5
1994
Numerical aspects of monotone approximations in convex stochastic control problems. Zbl 0832.93062
Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J.
4
1995
Invariant probabilities for Feller-Markov chains. Zbl 0870.60061
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
1995
Stability of the replicator dynamics for games in metric spaces. Zbl 1386.91027
Hernández-Lerma, Onésimo; Mendoza-Palacios, Saul
4
2017
Infinite linear programming and multichain Markov control processes in uncountable spaces. Zbl 0914.93070
Hernández-Lerma, Onésimo; González-Hernández, Juan
4
1998
On the classification of Markov chains via occupation measures. Zbl 1001.60076
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2000
Further criteria for positive Harris recurrence of Markov chains. Zbl 0970.60078
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2001
The Lagrange approach to infinite linear programs. Zbl 0991.90131
Gabriel, J. Rigoberto; López-Martínez, Raquiel R.; Hernández-Lerma, Onésimo
4
2001
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. Zbl 1386.60263
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
4
2016
Nonstationary value-iteration and adaptive control of discounted semi- Markov processes. Zbl 0581.90096
Hernández-Lerma, Onésimo
4
1985
An inverse optimal problem in discrete-time stochastic control. Zbl 1260.93175
González-Sánchez, David; Hernández-Lerma, Onésimo
4
2013
Deterministic optimal policies for Markov control processes with pathwise constraints. Zbl 1242.93145
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
4
2012
First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
4
2012
A multiobjective control approach to priority queues. Zbl 1036.93066
Hernández-Lerma, Onésimo; Hoyos-Reyes, Luis F.
3
2001
Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces. Zbl 1003.90026
Hernández-Lerma, Onésimo; Gabriel, J. Rigoberto
3
2002
Blackwell optimality for controlled diffusion processes. Zbl 1165.93038
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
3
2009
The maximum principle for discrete-time control systems and applications to dynamic games. Zbl 1418.49027
Domínguez Corella, Alberto; Hernández-Lerma, Onésimo
3
2019
The scalarization approach to multiobjective Markov control problems: Why does it work? Zbl 1081.90056
Hernández-Lerma, Onésimo; Romera, Rosario
3
2004
The maximum principle for discrete-time control systems and applications to dynamic games. Zbl 1418.49027
Domínguez Corella, Alberto; Hernández-Lerma, Onésimo
3
2019
Potential differential games. Zbl 1397.91085
Fonseca-Morales, Alejandra; Hernández-Lerma, Onésimo
6
2018
Stability of the replicator dynamics for games in metric spaces. Zbl 1386.91027
Hernández-Lerma, Onésimo; Mendoza-Palacios, Saul
4
2017
A survey of static and dynamic potential games. Zbl 1371.91009
González-Sánchez, David; Hernández-Lerma, Onésimo
11
2016
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. Zbl 1386.60263
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
4
2016
Evolutionary dynamics on measurable strategy spaces: asymmetric games. Zbl 1360.91027
Mendoza-Palacios, Saul; Hernández-Lerma, Onésimo
10
2015
The Lagrange approach to ergodic control of diffusions with cost constraints. Zbl 1308.93227
Mendoza-Pérez, Armando F.; Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
6
2015
Dynamic potential games: the discrete-time stochastic case. Zbl 1302.91019
González-Sánchez, David; Hernández-Lerma, Onésimo
6
2014
On the Euler equation approach to discrete-time nonstationary optimal control problems. Zbl 1267.93096
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2014
Discrete-time stochastic control and dynamic potential games. The Euler-equation approach. Zbl 1344.93001
González-Sánchez, David; Hernández-Lerma, Onésimo
8
2013
An inverse optimal problem in discrete-time stochastic control. Zbl 1260.93175
González-Sánchez, David; Hernández-Lerma, Onésimo
4
2013
Selected topics on continuous-time controlled Markov chains and Markov games. Zbl 1269.60004
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
31
2012
Discounted continuous-time controlled Markov chains: convergence of control models. Zbl 1255.90126
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
15
2012
Bias and overtaking equilibria for zero-sum stochastic differential games. Zbl 1264.91017
Escobedo-Trujillo, Beatris; López-Barrientos, Daniel; Hernández-Lerma, Onésimo
6
2012
Deterministic optimal policies for Markov control processes with pathwise constraints. Zbl 1242.93145
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
4
2012
First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
4
2012
Overtaking optimality for controlled Markov-modulated diffusions. Zbl 1252.49038
Escobedo-Trujillo, Beatris Adriana; Hernández-Lerma, Onésimo
1
2012
Variance-minimization of Markov control processes with pathwise constraints. Zbl 1252.93136
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
1
2012
New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016
Guo, Xianping; Hernández-Lerma, Onésimo
8
2011
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
5
2011
Markov control processes with pathwise constraints. Zbl 1196.93101
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
9
2010
The vanishing discount approach to constrained continuous-time controlled Markov chains. Zbl 1198.49022
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
7
2010
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
6
2010
Asymptotic normality of discrete-time Markov control processes. Zbl 1200.93138
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
1
2010
Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002
Guo, Xianping; Hernández-Lerma, Onésimo
87
2009
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. Zbl 1177.93101
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
12
2009
Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. Zbl 1159.93034
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
5
2009
Blackwell optimality for controlled diffusion processes. Zbl 1165.93038
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
3
2009
Characterizations of overtaking optimality for controlled diffusion processes. Zbl 1162.49025
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
32
2008
Ergodic control of continuous-time Markov chains with pathwise constraints. Zbl 1165.93040
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
17
2008
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050
Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo
12
2008
Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026
Guo, Xianping; Hernández-Lerma, Onésimo
13
2007
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427
Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás
31
2006
Bias optimality for continuous-time controlled Markov chains. Zbl 1134.93049
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
18
2006
Existence of Nash equilibria for constrained stochastic games. Zbl 1143.91309
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
15
2006
On solutions to the mass transfer problem. Zbl 1165.49313
González-Hernández, Juan; Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo
3
2006
Asymptotic convergence of metaheuristics for multiobjective optimization problems. Zbl 1114.90120
Villalobos-Arias, Mario; Coello Coello, Carlos A.; Hernández-Lerma, Onésimo
2
2006
Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems. Zbl 1132.90369
Villalobos-Arias, Mario; Coello, Carlos A. Coello; Hernández-Lerma, Onésimo
2
2006
Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338
Guo, Xianping; Hernández-Lerma, Onésimo
21
2005
Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
18
2005
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016
Guo, Xianping; Hernández-Lerma, Onésimo
18
2005
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Zbl 1077.93055
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
13
2005
Extreme points of sets of randomized strategies in constrained optimization and control problems. Zbl 1097.90040
González-Hernández, Juan; Hernández-Lerma, Onésimo
12
2005
The scalarization approach to multiobjective Markov control problems: Why does it work? Zbl 1081.90056
Hernández-Lerma, Onésimo; Romera, Rosario
3
2004
Markov chains and invariant probabilities. Zbl 1036.60003
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
44
2003
Minimax control of discrete-time stochastic systems. Zbl 1045.90083
González-Trejo, J. I.; Hernández-Lerma, O.; Hoyos-Reyes, L. F.
30
2003
Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346
Guo, Xianping; Hernández-Lerma, Onésimo
26
2003
Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008
Guo, Xianping; Hernández-Lerma, Onésimo
24
2003
Continuous-time controlled Markov chains. Zbl 1049.60067
Guo, Xianping; Hernández-Lerma, Onésimo
20
2003
Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067
Guo, Xianping; Hernández-Lerma, Onésimo
17
2003
Constrained average cost Markov control processes in Borel spaces. Zbl 1049.90116
Hernández-Lerma, Onésimo; González-Hernández, Juan; López-Martínez, Raquiel R.
16
2003
Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs. Zbl 1049.93089
Hilgert, Nadine; Hernández-Lerma, Onésimo
11
2003
Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071
Guo, Xianping; Hernández-Lerma, Onésimo
10
2003
Convergence of the optimal values of constrained Markov control processes. Zbl 1031.90058
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
11
2002
The linear programming approach. Zbl 1038.90051
Hernández-Lerma, Onésimo; Lasserre, Jean B.
7
2002
Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces. Zbl 1003.90026
Hernández-Lerma, Onésimo; Gabriel, J. Rigoberto
3
2002
Zero-sum stochastic games in Borel spaces: average payoff criteria. Zbl 1140.91319
Hernández-Lerma, Onésimo; Lasserre, Jean B.
20
2001
Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. Zbl 1160.93397
Hernández-Lerma, Onésimo; Govindan, T. E.
10
2001
Further criteria for positive Harris recurrence of Markov chains. Zbl 0970.60078
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2001
The Lagrange approach to infinite linear programs. Zbl 0991.90131
Gabriel, J. Rigoberto; López-Martínez, Raquiel R.; Hernández-Lerma, Onésimo
4
2001
A multiobjective control approach to priority queues. Zbl 1036.93066
Hernández-Lerma, Onésimo; Hoyos-Reyes, Luis F.
3
2001
Strong duality of the general capacity problem in metric spaces. Zbl 1031.90013
Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo
2
2001
Limiting discounted-cost control of partially observable stochastic systems. Zbl 0997.93101
Hernández-Lerma, Onésimo; Romera, Rosario
2
2001
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
21
2000
Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002
Hernández-Lerma, Onésimo; Lasserre, Jean B.
12
2000
On the classification of Markov chains via occupation measures. Zbl 1001.60076
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2000
Limiting optimal discounted-cost control of a class of time-varying stochastic systems. Zbl 0977.93084
Hilgert, N.; Hernández-Lerma, O.
1
2000
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
233
1999
Sample-path optimality and variance-minimization of average cost Markov control processes. Zbl 0951.93074
Hernández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe
28
1999
Semi-Markov control models with average costs. Zbl 1050.90566
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
11
1999
Markov control process with the expected total cost criterion: Optimality, stability, and transient models. Zbl 0964.93086
Hernández-Lerma, Onésimo; Carrasco, Guadalupe; Pérez-Hernández, Rubén
5
1999
Envelopes of sets of measures, tightness, and Markov control processes. Zbl 0933.93074
González-Hernández, J.; Hernández-Lerma, O.
1
1999
Approximation schemes for infinite linear programs. Zbl 0912.90219
Hernández-Lerma, Onésimo; Lasserre, Jean B.
21
1998
Infinite-horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality. Zbl 0906.93062
Hernández-Lerma, O.; Vega-Amaya, O.
12
1998
Ergodic theorems and ergodic decomposition for Markov chains. Zbl 1002.60559
Hernández-Lerma, Onésimo; Lasserre, Jean B.
12
1998
Infinite linear programming and multichain Markov control processes in uncountable spaces. Zbl 0914.93070
Hernández-Lerma, Onésimo; González-Hernández, Juan
4
1998
Linear programming approximations for Markov control processes in metric spaces. Zbl 0912.93068
Hernández-Lerma, Onésimo; Lasserre, Jean B.
2
1998
Existence and uniqueness of fixed points for Markov operators and Markov processes. Zbl 0891.60061
Hernández-Lerma, Onésimo; Lasserre, Jean B.
2
1998
Policy iteration for average cost Markov control processes on Borel spaces. Zbl 0872.93080
Hernández-Lerma, Onésimo; Lasserre, Jean B.
8
1997
Cone-constrained linear equations in Banach spaces. Zbl 0886.47008
Hernandez-Lerma, O.; Lasserre, J. B.
2
1997
Average optimality in Markov control processes via discounted-cost problems and linear programming. Zbl 0853.93106
Hernández-Lerma, Onésimo; Lasserre, Jean B.
31
1996
The linear programming approach to deterministic optimal control problems. Zbl 0871.49005
Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M.
18
1996
Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
5
1996
An extension of the Vitali-Hahn-Saks Theorem. Zbl 0876.28006
Hernández-Lerma, Onésimo; Lasserre, Jean B.
3
1996
Existence of bounded invariant probability densities for Markov chains. Zbl 0865.60063
Hernández-Lerma, Onésimo; Lasserre, Jean B.
1
1996
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
71
1995
Average cost Markov control processes with weighted norms: Existence of canonical policies. Zbl 0829.93067
Gordienko, E.; Hernández-Lerma, O.
23
1995
Average cost Markov control processes with weighted norms: Value iteration. Zbl 0829.93068
Gordienko, E.; Hernández-Lerma, O.
17
1995
A counterexample on the semicontinuity of minima. Zbl 0842.90123
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
5
1995
Numerical aspects of monotone approximations in convex stochastic control problems. Zbl 0832.93062
Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J.
4
1995
Invariant probabilities for Feller-Markov chains. Zbl 0870.60061
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
1995
Lectures on continuous-time Markov control processes. Zbl 0866.93102
Hernández Lerma, Onésimo
23
1994
Monotone approximations for convex stochastic control problems. Zbl 0812.93078
Hernández-Lerma, Onésimo; Runggaldier, Wolfgang J.
11
1994
Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
8
1994
Linear programming and average optimality of Markov control processes on Borel spaces – unbounded costs. Zbl 0799.90120
Hernández-Lerma, Onésimo; Lasserre, Jean B.
7
1994
Discounted cost Markov decision processes on Borel spaces: The linear programming formulation. Zbl 0820.90124
Hernández-Lerma, Onésimo; Hernández-Hernández, Daniel
5
1994
Weak conditions for average optimality in Markov control processes. Zbl 0804.49018
Hernández-Lerma, Onésimo; Lasserre, Jean B.
3
1994
Conditions for average optimality in Markov control processes on Borel spaces. Zbl 0849.90125
Montes-de-Oca, R.; Minjárez Sosa, J. A.; Hernández-Lerma, O.
2
1994
Value iteration and rolling plans for Markov control processes with unbounded rewards. Zbl 0781.90093
Hernández-Lerma, Onésimo; Lasserre, Jean B.
8
1993
Existence of average optimal policies in Markov control processes with strictly unbounded costs. Zbl 0792.93120
Hernández-Lerma, Onésimo
5
1993
...and 30 more Documents
all top 5

Cited by 717 Authors

68 Guo, Xianping
67 Hernández-Lerma, Onésimo
30 Cavazos-Cadena, Rolando
27 Dufour, François
25 Piunovskiĭ, Alekseĭ Borisovich
24 Zhang, Yi
22 Feinberg, Eugene Aleksandrovich
22 Jaśkiewicz, Anna
21 Prieto-Rumeau, Tomás
20 Wei, Qingda
19 Montes-de-Oca, Raúl
19 Nowak, Andrzej S.
17 Minjárez-Sosa, J. Adolfo
16 Huang, Yonghui
15 Marcus, Steven I.
15 Zaslavski, Alexander Yakovlevich
14 Jasso-Fuentes, Héctor
14 Lasserre, Jean-Bernard
13 Cruz Suárez, Hugo Adán
13 Zhu, Quanxin
11 Costa, Oswaldo Luiz V.
10 Gaitsgory, Vladimir G.
10 Kasyanov, Pavlo O.
10 Yüksel, Serdar
9 Escobedo-Trujillo, Beatris Adriana
9 Luque-Vásquez, Fernando
8 Chen, Xian
8 Ghosh, Mrinal Kanti
8 Gordienko, Evgueni I.
8 Pal, Chandan
8 Saha, Subhamay
7 Borkar, Vivek Shripad
7 Guo, Xin
7 Vega-Amaya, Oscar
7 Zhang, Junyu
7 Zou, Xiaolong
6 Bäuerle, Nicole
6 González-Hernández, Juan
6 Huang, Xiangxiang
6 Lemus-Rodríguez, Enrique
6 López-Martínez, Raquiel Rufino
6 Mendoza-Pérez, Armando Felipe
6 Saldi, Naci
6 Wu, Xiao
6 Xia, Li
6 Ye, Liuer
6 Yu, Huizhen
6 Zgurovsky, Mikhail Z.
6 Zhang, Wenzhao
5 Arapostathis, Aristotle
5 Avrachenkov, Konstantin Evgen’evich
5 Chang, Hyeong Soo
5 Fernández-Gaucherand, Emmanuel
5 Hernández-Hernández, Daniel
5 Liu, Qiuli
5 López-Barrientos, José Daniel
5 Menaldi, Jose-Luis
5 Shvartsman, Ilya A.
5 Stachurski, John
4 Abate, Alessandro
4 Altman, Eitan
4 Clempner, Julio B.
4 Glauner, Alexander
4 Golui, Subrata
4 González-Sánchez, David
4 Higuera-Chan, Carmen G.
4 Kara, Ali Devran
4 Kumam, Poom
4 Li, Junping
4 Lu, Xianggang
4 Narang, Aradhana
4 Pradhan, Somnath
4 Raginsky, Maxim
4 Rilwan, Jewaidu
4 Runggaldier, Wolfgang J.
4 Shaiju, A. J.
4 Stettner, Łukasz
4 Su, Yan
3 Başar, Tamer
3 Bertsekas, Dimitri Panteli
3 Bhabak, Arnab
3 Bhulai, Sandjai
3 Ghate, Archis
3 Goswami, Anindya
3 Haskell, William Benjamin
3 Henrion, Didier
3 Hernández-del-Valle, Adrián
3 Hille, Sander Cornelis
3 Khlopin, Dmitriĭ Valer’evich
3 Kim, Michael Jong
3 Kurano, Masami
3 Liang, Yan
3 Lygeros, John
3 Matkowski, Janusz
3 Ohtsubo, Yoshio
3 Robin, Maurice
3 Romera, Rosario
3 Salem-Silva, Francisco Sergio
3 Sennott, Linn I.
3 Shiryaev, Al’bert Nikolaevich
...and 617 more Authors
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Cited in 158 Serials

44 Journal of Mathematical Analysis and Applications
33 SIAM Journal on Control and Optimization
32 Journal of Optimization Theory and Applications
31 Applied Mathematics and Optimization
31 Mathematical Methods of Operations Research
27 Systems & Control Letters
27 Operations Research Letters
25 Journal of Applied Probability
22 Automatica
20 Kybernetika
19 European Journal of Operational Research
18 Annals of Operations Research
18 Dynamic Games and Applications
17 Journal of Dynamics and Games
13 Optimization
12 Advances in Applied Probability
12 Mathematics of Operations Research
11 Stochastics
10 Statistics & Probability Letters
10 Stochastic Analysis and Applications
10 Discrete Event Dynamic Systems
10 Top
8 International Journal of Control
8 Acta Applicandae Mathematicae
8 Stochastic Processes and their Applications
8 Probability in the Engineering and Informational Sciences
7 Journal of Economic Theory
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 The Annals of Applied Probability
6 Operations Research
6 Queueing Systems
6 SIAM Journal on Optimization
6 Set-Valued and Variational Analysis
5 Applied Mathematics and Computation
5 Journal of Mathematical Economics
5 MCSS. Mathematics of Control, Signals, and Systems
5 4OR
5 Science China. Mathematics
4 Journal of Computational and Applied Mathematics
4 Naval Research Logistics
4 Acta Mathematicae Applicatae Sinica. English Series
4 ZOR. Zeitschrift für Operations Research
4 Mathematical Programming. Series A. Series B
4 International Journal of Robust and Nonlinear Control
3 Journal of the Franklin Institute
3 Theory of Probability and its Applications
3 Proceedings of the American Mathematical Society
3 Insurance Mathematics & Economics
3 Games and Economic Behavior
3 Automation and Remote Control
3 Methodology and Computing in Applied Probability
3 International Game Theory Review
3 Scandinavian Actuarial Journal
3 Discrete and Continuous Dynamical Systems. Series B
3 Stochastic Models
2 International Journal of Systems Science
2 The Annals of Probability
2 Journal of the American Statistical Association
2 Journal of Information & Optimization Sciences
2 Information and Computation
2 Journal of Economic Dynamics & Control
2 Journal of Theoretical Probability
2 Applied Mathematics Letters
2 Communications in Statistics. Theory and Methods
2 Journal of Nonlinear Science
2 Computational Optimization and Applications
2 Applicationes Mathematicae
2 Economic Theory
2 Journal of Difference Equations and Applications
2 Nonlinear Dynamics
2 Abstract and Applied Analysis
2 Miscelánea Matemática
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics
2 SIAM Journal on Applied Dynamical Systems
2 Proceedings of the Steklov Institute of Mathematics
2 Stochastic Systems
2 AIMS Mathematics
2 SIAM Journal on Mathematics of Data Science
1 Acta Informatica
1 Bulletin of the Australian Mathematical Society
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Metrika
1 Physica A
1 Demonstratio Mathematica
1 Information Sciences
1 International Journal of Game Theory
1 Memoirs of the American Mathematical Society
1 Results in Mathematics
1 Theoretical Computer Science
1 Theoretical Population Biology
1 Transactions of the American Mathematical Society
1 Optimal Control Applications & Methods
1 OR Spektrum
1 Ergodic Theory and Dynamical Systems
1 International Journal of Production Research
1 Sequential Analysis
1 Constructive Approximation
1 Computers & Operations Research
...and 58 more Serials
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Cited in 35 Fields

429 Operations research, mathematical programming (90-XX)
291 Systems theory; control (93-XX)
272 Probability theory and stochastic processes (60-XX)
189 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
114 Calculus of variations and optimal control; optimization (49-XX)
25 Statistics (62-XX)
20 Numerical analysis (65-XX)
20 Computer science (68-XX)
16 Dynamical systems and ergodic theory (37-XX)
11 Ordinary differential equations (34-XX)
10 Measure and integration (28-XX)
10 Biology and other natural sciences (92-XX)
9 Partial differential equations (35-XX)
9 Operator theory (47-XX)
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3 Harmonic analysis on Euclidean spaces (42-XX)
3 General topology (54-XX)
2 Mathematical logic and foundations (03-XX)
2 Combinatorics (05-XX)
2 Difference and functional equations (39-XX)
2 Integral equations (45-XX)
2 Information and communication theory, circuits (94-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
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1 Differential geometry (53-XX)
1 Mechanics of deformable solids (74-XX)
1 Fluid mechanics (76-XX)
1 Optics, electromagnetic theory (78-XX)
1 Quantum theory (81-XX)

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