Edit Profile Montes-de-Oca, Raúl Compute Distance To: Compute Author ID: montes-de-oca.raul Published as: Montes-De-Oca, R.; Montes-De-Oca, Raúl; Montes-De-oca, Raúl; Montes-de-Oca, R.; Montes-de-Oca, Raúl; Montes-de-Oca, Raúl. Documents Indexed: 48 Publications since 1991, including 1 Book all top 5 Co-Authors 1 single-authored 14 Cavazos-Cadena, Rolando 7 Cruz Suárez, Hugo Adán 6 Lemus-Rodríguez, Enrique 6 Salem-Silva, Francisco Sergio 5 Cruz-Suárez, Daniel 5 Gordienko, Evgueni I. 5 Hernández-Lerma, Onésimo 3 Sladký, Karel 2 Flores-Hernández, Rosa María 2 Sakhanenko, Aleksandr Ivanovich 1 Avila Murillo, F. 1 Becerril-Borja, Rubén 1 del Río Castillo, Rafael René 1 Feinberg, Eugene Aleksandrovich 1 González-Padilla, Francisco J. 1 Ilhuicatzi-Roldán, Rocio 1 Minjárez-Sosa, Adolfo 1 Minjárez-Sosa, J. Adolfo 1 Muciño-Raymundo, Jesús 1 Ortega-Gutiérrez, Israel R. 1 Vega-Amaya, Oscar 1 Zacarías, Gabriel 1 Zaitseva, Elena N. all top 5 Serials 10 Kybernetika 8 Mathematical Methods of Operations Research 5 Applicationes Mathematicae 3 International Journal of Pure and Applied Mathematics 2 Journal of Applied Probability 2 Journal of Optimization Theory and Applications 2 Mathematics of Operations Research 2 Journal of Mathematical Systems, Estimation, and Control 1 Boletín de la Sociedad Matemática Mexicana. Segunda Serie 1 Systems & Control Letters 1 Acta Applicandae Mathematicae 1 Applied Mathematics Letters 1 Annals of Operations Research 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 Probability in the Engineering and Informational Sciences 1 Journal of Applied Mathematics 1 Aportaciones Matemáticas. Comunicaciones all top 5 Fields 39 Operations research, mathematical programming (90-XX) 25 Systems theory; control (93-XX) 10 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 28 Publications have been cited 111 times in 79 Documents Cited by ▼ Year ▼ Conditions for the uniqueness of optimal policies of discounted Markov decision processes. Zbl 1104.90053Cruz-Suárez, Daniel; Montes-de-Oca, Raúl; Salem-Silva, Francisco 14 2004 Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando 13 1991 Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 8 1994 Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. Zbl 1249.90313Montes-de-Oca, Raúl; Salem-Silva, Francisco 6 2005 An envelope theorem and some applications to discounted Markov decision processes. Zbl 1149.90171Cruz-Suárez, Hugo; Montes-de-Oca, Raúl 5 2008 The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space. Zbl 1082.90125Cavazos-Cadena, Rolando; Montes-De-Oca, Raúl 5 2003 Optimal stationary policies in risk-sensitive dynamic programs with finite state space and nonnegative rewards. Zbl 1006.93070Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 5 2000 Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 5 1996 Markov decision processes on Borel spaces with total cost and random horizon. Zbl 1317.90316Cruz-Suárez, Hugo; Ilhuicatzi-Roldán, Rocio; Montes-De-oca, Raúl 4 2014 Average cost Markov control processes: Stability with respect to the Kantorovich metric. Zbl 1176.60062Gordienko, Evgueni; Lemus-Rodríguez, Enrique; Montes-de-Oca, Raúl 4 2009 Discounted Markov control processes induced by deterministic systems. Zbl 1249.90312Cruz-Suárez, Hugo; Montes-de-Oca, Raúl 4 2006 Estimates for perturbations of general discounted Markov control chains. Zbl 1055.90086Montes-de-Oca, Raúl; Sakhanenko, Alexander; Salem-Silva, Francisco 4 2003 Risk-sensitive average optimality in Markov decision chains. Zbl 1209.90348Sladký, Karel; Montes-De-Oca, Raúl 3 2008 Discounted cost optimality problem: Stability with respect to weak metrics. Zbl 1166.60041Gordienko, Evgueni; Lemus-Rodríguez, Enrique; Montes-de-Oca, Raúl 3 2008 Pointwise approximations of discounted Markov decision processes to optimal policies. Zbl 1131.90068Cruz-Suárez, Daniel; Montes-de-Oca, Raúl; Salem-Silva, Francisco 3 2006 Application of average dynamic programming to inventory systems. Zbl 0940.90007Vega-Amaya, Oscar; Montes-de-Oca, Raúl 3 1998 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 2 2014 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 An unbounded Berge’s minimum theorem with applications to discounted Markov decision processes. Zbl 1275.90124Montes-de-Oca, R.; Lemus-Rodríguez, E. 2 2012 A consumption-investment problem modelled as a discounted Markov decision process. Zbl 1241.93053Cruz-Suárez, Hugo; Montes-de-Oca, Raúl.; Zacarías, Gabriel 2 2011 Monotonicity of minimizers in optimization problems with applications to Markov control processes. Zbl 1170.90513Flores-Hernández, Rosa M.; Montes-de-Oca, Raúl 2 2007 Uniform convergence of value iteration policies for discounted Markov decision processes. Zbl 1136.90042Cruz-Suárez, Daniel; Montes-de-Oca, Raúl 2 2006 Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion. Zbl 1105.90101Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 2 2005 Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. Zbl 1038.90087Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 2 2000 Conditions for average optimality in Markov control processes on Borel spaces. Zbl 0849.90125Montes-de-Oca, R.; Minjárez Sosa, J. A.; Hernández-Lerma, O. 2 1994 The average cost optimality equation for Markov control processes on Borel spaces. Zbl 0806.93060Montes-de-Oca, Raúl 2 1994 Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes. Zbl 1266.90113Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique; Salem-Silva, Francisco Sergio 1 2013 Approximation of average cost optimal policies for general Markov decision processes with unbounded costs. Zbl 0882.90127Gordienko, Evgueni; Montes-De-Oca, Raúl; Minjárez-Sosa, Adolfo 1 1997 Markov decision processes on Borel spaces with total cost and random horizon. Zbl 1317.90316Cruz-Suárez, Hugo; Ilhuicatzi-Roldán, Rocio; Montes-De-oca, Raúl 4 2014 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 2 2014 Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes. Zbl 1266.90113Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique; Salem-Silva, Francisco Sergio 1 2013 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 An unbounded Berge’s minimum theorem with applications to discounted Markov decision processes. Zbl 1275.90124Montes-de-Oca, R.; Lemus-Rodríguez, E. 2 2012 A consumption-investment problem modelled as a discounted Markov decision process. Zbl 1241.93053Cruz-Suárez, Hugo; Montes-de-Oca, Raúl.; Zacarías, Gabriel 2 2011 Average cost Markov control processes: Stability with respect to the Kantorovich metric. Zbl 1176.60062Gordienko, Evgueni; Lemus-Rodríguez, Enrique; Montes-de-Oca, Raúl 4 2009 An envelope theorem and some applications to discounted Markov decision processes. Zbl 1149.90171Cruz-Suárez, Hugo; Montes-de-Oca, Raúl 5 2008 Risk-sensitive average optimality in Markov decision chains. Zbl 1209.90348Sladký, Karel; Montes-De-Oca, Raúl 3 2008 Discounted cost optimality problem: Stability with respect to weak metrics. Zbl 1166.60041Gordienko, Evgueni; Lemus-Rodríguez, Enrique; Montes-de-Oca, Raúl 3 2008 Monotonicity of minimizers in optimization problems with applications to Markov control processes. Zbl 1170.90513Flores-Hernández, Rosa M.; Montes-de-Oca, Raúl 2 2007 Discounted Markov control processes induced by deterministic systems. Zbl 1249.90312Cruz-Suárez, Hugo; Montes-de-Oca, Raúl 4 2006 Pointwise approximations of discounted Markov decision processes to optimal policies. Zbl 1131.90068Cruz-Suárez, Daniel; Montes-de-Oca, Raúl; Salem-Silva, Francisco 3 2006 Uniform convergence of value iteration policies for discounted Markov decision processes. Zbl 1136.90042Cruz-Suárez, Daniel; Montes-de-Oca, Raúl 2 2006 Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. Zbl 1249.90313Montes-de-Oca, Raúl; Salem-Silva, Francisco 6 2005 Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion. Zbl 1105.90101Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 2 2005 Conditions for the uniqueness of optimal policies of discounted Markov decision processes. Zbl 1104.90053Cruz-Suárez, Daniel; Montes-de-Oca, Raúl; Salem-Silva, Francisco 14 2004 The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space. Zbl 1082.90125Cavazos-Cadena, Rolando; Montes-De-Oca, Raúl 5 2003 Estimates for perturbations of general discounted Markov control chains. Zbl 1055.90086Montes-de-Oca, Raúl; Sakhanenko, Alexander; Salem-Silva, Francisco 4 2003 Optimal stationary policies in risk-sensitive dynamic programs with finite state space and nonnegative rewards. Zbl 1006.93070Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 5 2000 Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. Zbl 1038.90087Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl 2 2000 Application of average dynamic programming to inventory systems. Zbl 0940.90007Vega-Amaya, Oscar; Montes-de-Oca, Raúl 3 1998 Approximation of average cost optimal policies for general Markov decision processes with unbounded costs. Zbl 0882.90127Gordienko, Evgueni; Montes-De-Oca, Raúl; Minjárez-Sosa, Adolfo 1 1997 Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 5 1996 Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 8 1994 Conditions for average optimality in Markov control processes on Borel spaces. Zbl 0849.90125Montes-de-Oca, R.; Minjárez Sosa, J. A.; Hernández-Lerma, O. 2 1994 The average cost optimality equation for Markov control processes on Borel spaces. Zbl 0806.93060Montes-de-Oca, Raúl 2 1994 Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando 13 1991 all cited Publications top 5 cited Publications all top 5 Cited by 95 Authors 20 Montes-de-Oca, Raúl 8 Cavazos-Cadena, Rolando 7 Cruz Suárez, Hugo Adán 7 Gordienko, Evgueni I. 7 Hernández-Lerma, Onésimo 6 Lemus-Rodríguez, Enrique 4 Sladký, Karel 4 Vega-Amaya, Oscar 3 Dufour, François 3 Flores-Hernández, Rosa María 3 Lasserre, Jean-Bernard 3 Salem-Silva, Francisco Sergio 3 Zaitseva, Elena N. 3 Zhang, Yi 2 Arapostathis, Aristotle 2 Canbolat, Pelin G. 2 Costa, Oswaldo Luiz V. 2 Feinberg, Eugene Aleksandrovich 2 Guo, Xianping 2 Guo, Xin 2 Minjárez-Sosa, J. Adolfo 2 Novikov, Andreĭ Alekseevich 2 Saldi, Naci 2 Vázquez-Guevara, Víctor Hugo 2 Zacarías-Espinoza, Gabriel 1 Abbad, Mohammed 1 Ahmadi Javid, Amir 1 Alanís-Durán, Alfredo 1 Anahtarci, Berkay 1 Battauz, Anna 1 Bonnans, Joseph Frédéric 1 Cen, Zhihao 1 Chang, Hyeong Soo 1 Christel, Thibault 1 Cruz-Suárez, Daniel 1 Daduna, Hans 1 De Donno, Marzia 1 Ebadi, Mohsen 1 Fernández-Gaucherand, Emmanuel 1 Fertis, Apostolos G. 1 Gaggero, Mauro 1 Garcia, Antonio J. T. 1 Girard, Anouck R. 1 Gnecco, Giorgio 1 González-Sánchez, David 1 Hennet, Jean-Claude 1 Hernández Bustos, Diego 1 Hernández-Hernández, Daniel 1 Hu, Jiaqiao 1 Huang, Jefferson 1 Huang, Yonghui 1 Jaśkiewicz, Anna 1 Karıksız, Can Deha 1 Kasyanov, Pavlo O. 1 Knopov, Pavel S. 1 Kolmanovsky, Ilya V. 1 Laumanns, Marco 1 Lei, Yan 1 Li, Nan 1 Lian, Zhaotong 1 Liu, Qiuli 1 López-Borbón, Joaquín 1 Luque-Vásquez, Fernando 1 Marcus, Steven I. 1 Martínez Sánchez, Jaime 1 Mendoza-Pérez, Armando Felipe 1 Minjárez-Sosa, Adolfo 1 Muñoz de Özak, Myriam 1 Ortu, Fulvio 1 Palacios-Soto, Juan Luis 1 Prieto-Rumeau, Tomás 1 Rahhali, Khalid 1 Rokhlin, Dmitriĭ Borisovich 1 Rothblum, Uriel G. 1 Ruiz de Chavez, Juan 1 Sanguineti, Marcello 1 Sennott, Linn I. 1 Shen, Chao 1 Singh, Rajani 1 Tur, L. P. 1 Ugol’nitskiĭ, Gennadiĭ Anatol’evich 1 Velasco-Luna, Fernando 1 Voorneveld, Mark 1 Wang, Hanxing 1 Wei, Qingda 1 Wiszniewska-Matyszkiel, Agnieszka 1 Wörner, Stefan 1 Xu, Shengfeng 1 Yin, Changming 1 Zacarías, Gabriel 1 Zaitseva, E. A. 1 Zenklusen, Rico 1 Zhao, Fei 1 Zhong, Zhangdui 1 Zhu, Gang all top 5 Cited in 33 Serials 20 Kybernetika 8 Systems & Control Letters 6 Mathematical Methods of Operations Research 5 Journal of Mathematical Analysis and Applications 3 Applied Mathematics and Optimization 3 Automatica 2 Journal of Applied Probability 2 Journal of Optimization Theory and Applications 2 Naval Research Logistics 2 Annals of Operations Research 2 Journal of Applied Mathematics 2 4OR 1 Advances in Applied Probability 1 SIAM Journal on Control and Optimization 1 Operations Research Letters 1 Applied Mathematics and Mechanics. (English Edition) 1 Acta Applicandae Mathematicae 1 Sequential Analysis 1 Applied Mathematics Letters 1 Computational Statistics 1 Automation and Remote Control 1 European Journal of Operational Research 1 Cybernetics and Systems Analysis 1 Computational Optimization and Applications 1 Turkish Journal of Mathematics 1 Mathematical Problems in Engineering 1 RAIRO. Operations Research 1 Stochastic Models 1 Stochastics 1 Mathematics and Financial Economics 1 Dynamic Games and Applications 1 Stochastic Systems 1 Journal of Dynamics and Games all top 5 Cited in 10 Fields 54 Operations research, mathematical programming (90-XX) 43 Systems theory; control (93-XX) 23 Probability theory and stochastic processes (60-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 4 Statistics (62-XX) 1 Functional analysis (46-XX) 1 General topology (54-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Citations by Year