Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. - Alain Bensoussan 001; Héctor Jasso-Fuentes; Stéphane Menozzi; Laurent Mertz (Asymptot. Anal., 2012)

On the use of stochastic differential games against nature to ergodic control problems with unknown parameters. - Héctor Jasso-Fuentes; José Daniel López-Barrientos (Int. J. Control, 2015)

Constrained Markov decision processes in Borel spaces: from discounted to average optimality. - Armando F. Mendoza-Pérez; Héctor Jasso-Fuentes; Omar A. De-la-Cruz Courtois (Math. Methods Oper. Res., 2016)

Infinite-horizon non-zero-sum stochastic differential games with additive structure. - Héctor Jasso-Fuentes; José Daniel López-Barrientos; Beatris Adriana Escobedo-Trujillo (IMA J. Math. Control. Inf., 2017)

Discrete-time control with non-constant discount factor. - Héctor Jasso-Fuentes; José-Luis Menaldi; Tomás Prieto-Rumeau (Math. Methods Oper. Res., 2020)

Discrete-time switching control in random walks. - Héctor Jasso-Fuentes; Carlos G. Pacheco; Gladys D. Salgado-Suárez (Int. J. Control, 2023)

Constrained Markov Decision Processes with Non-constant Discount Factor. - Héctor Jasso-Fuentes; Tomás Prieto-Rumeau (J. Optim. Theory Appl., 2024)

Discrete-time hybrid control with risk-sensitive discounted costs. - Rubén Blancas-Rivera; Héctor Jasso-Fuentes (Discret. Event Dyn. Syst., 2024)

A discrete-time benchmark tracking problem in two markets subject to random environments. - Héctor Jasso-Fuentes; Gladys D. Salgado-Suárez (OR Spectr., 2024)

Myopic optimal strategies for a class of continuous-time deterministic and stochastic control problems. - José E. Márquez-Prado; Onésimo Hernández-Lerma; Héctor Jasso-Fuentes (Syst. Control. Lett., 2025)