Rolando Cavazos-Cadena

47 papers Journal 45Unranked 2

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller. J. Appl. Probab. Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-de-Oca
2024	J	`jnl`	Denumerable Markov stopping games with risk-sensitive total reward criterion. Kybernetika Manuel A. Torres-Gomar, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2023	J	`jnl`	Average criteria in denumerable semi-Markov decision chains under risk-aversion. Discret. Event Dyn. Syst. Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-de-Oca
2023	J	`jnl`	Contractive approximations in average Markov decision chains driven by a risk-seeking controller. Math. Methods Oper. Res. Gustavo Portillo-Ramírez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2022	J	`jnl`	Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space. J. Optim. Theory Appl. Carlos Camilo-Garay, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2022	J	`jnl`	Risk-sensitive Markov stopping games with an absorbing state. Kybernetika Jaicer López-Rivero, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2021	J	`jnl`	Markov stopping games with an absorbing state and total reward criterion. Kybernetika Rolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo
2021	J	`jnl`	Nash equilibria in a class of Markov stopping games with total reward criterion. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Mario Cantú-Sifuentes, Imelda Cerda-Delgado
2020	J	`jnl`	A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion. J. Optim. Theory Appl. Julio Saucedo-Zul, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2020	J	`jnl`	Discounted approximations in risk-sensitive average Markov cost chains with finite state space. Math. Methods Oper. Res. Rubén Blancas-Rivera, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2019	J	`jnl`	The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion. SIAM J. Control. Optim. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2018	J	`jnl`	Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains. Math. Oper. Res. Rolando Cavazos-Cadena
2016	J	`jnl`	A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function. Math. Oper. Res. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2016	J	`jnl`	A poisson equation for the risk-sensitive average cost in semi-markov chains. Discret. Event Dyn. Syst. Rolando Cavazos-Cadena
2016	J	`jnl`	Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion. J. Optim. Theory Appl. Selene Chávez-Rodríguez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2016	J	`jnl`	Local Poisson equations associated with the Varadhan functional. Asymptot. Anal. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2015	J	`jnl`	Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity. Math. Methods Oper. Res. Selene Chávez-Rodríguez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
2015	J	`jnl`	Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion. J. Appl. Probab. Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký
2014	J	`jnl`	A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion. J. Optim. Theory Appl. Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký
2012	J	`jnl`	An optimality system for finite average Markov decision chains under risk-aversion. Kybernetika Alfredo Alanís-Durán, Rolando Cavazos-Cadena
2012	J	`jnl`	Nash equilibria in a class of Markov stopping games. Kybernetika Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2012	J	`jnl`	Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model. Period. Math. Hung. Rolando Cavazos-Cadena, Graciela González-Farías
2011	J	`jnl`	Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space. Math. Oper. Res. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2010	J	`jnl`	Generalized communication conditions and the eigenvalue problem for a monotone and homogenous function. Kybernetika Rolando Cavazos-Cadena
2010	J	`jnl`	Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains. Math. Methods Oper. Res. Rolando Cavazos-Cadena
2009	J	`jnl`	Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space. Syst. Control. Lett. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2009	J	`jnl`	Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. Math. Methods Oper. Res. Rolando Cavazos-Cadena
2009	J	`jnl`	The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State Space. Kybernetika Rolando Cavazos-Cadena
2008	J	`jnl`	A central limit theorem for normalized products of random matrices. Period. Math. Hung. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2004	J	`jnl`	A characterization of exponential functionals in finite Markov chains. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2003	J	`jnl`	Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space. Math. Methods Oper. Res. Rolando Cavazos-Cadena
2003	J	`jnl`	Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2003	J	`jnl`	The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space. Math. Oper. Res. Rolando Cavazos-Cadena, Raúl Montes-de-Oca
2002	—	`conf`	On a representation of Varadhan's functional as a convex minimization problem. CDC Rolando Cavazos-Cadena, Daniel Hernández-Hernández
2002	J	`jnl`	Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains. Math. Methods Oper. Res. Rolando Cavazos-Cadena
2001	J	`jnl`	Adaptive control of average Markov decision chains under the Lyapunov stability condition. Math. Methods Oper. Res. Rolando Cavazos-Cadena
2001	—	`conf`	Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games. CDC Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
2000	J	`jnl`	A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets. Math. Oper. Res. Rolando Cavazos-Cadena, Eugene A. Feinberg, Raúl Montes-de-Oca
2000	J	`jnl`	Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Raúl Montes-de-Oca
2000	J	`jnl`	The vanishing discount approach in Markov chains with risk-sensitive criteria. IEEE Trans. Autom. Control. Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
1999	J	`jnl`	Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
1999	J	`jnl`	Nearly optimal stationary policies in negative dynamic programming. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Raúl Montes-de-Oca
1996	J	`jnl`	Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
1995	J	`jnl`	Denumerable controlled Markov chains with average reward criterion: Sample path optimality. Math. Methods Oper. Res. Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
1992	J	`jnl`	Comparing recent assumptions for the existence of average optimal stationary policies. Oper. Res. Lett. Rolando Cavazos-Cadena, Linn I. Sennott
1991	J	`jnl`	Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. Kybernetika Rolando Cavazos-Cadena
1989	J	`jnl`	Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs. Kybernetika Rolando Cavazos-Cadena