Raúl Montes-de-Oca
Orcid: 0000-0002-7632-9190
According to our database1,
Raúl Montes-de-Oca
authored at least 35 papers
between 1997 and 2024.
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Bibliography
2024
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller.
J. Appl. Probab., March, 2024
2023
Discret. Event Dyn. Syst., September, 2023
2021
Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns.
Kybernetika, 2021
Finite-Horizon and Infinite-Horizon Markov Decision Processes with Trapezoidal Fuzzy Discounted Rewards.
Proceedings of the Operations Research and Enterprise Systems, 2021
Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems.
Proceedings of the 10th International Conference on Operations Research and Enterprise Systems, 2021
2019
Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes.
Kybernetika, 2019
2017
Proceedings of the 6th International Conference on Operations Research and Enterprise Systems, 2017
Proceedings of the 6th International Conference on Operations Research and Enterprise Systems, 2017
2016
Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach.
Kybernetika, 2016
A Family of Models for Finite Sequential Games Without a Predetermined Order of Turns.
Proceedings of the Operations Research and Enterprise Systems, 2016
Sequential Games with Finite Horizon and Turn Selection Process - Finite Strategy Sets Case.
Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), 2016
2015
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion.
J. Appl. Probab., 2015
2014
J. Optim. Theory Appl., 2014
A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion.
J. Optim. Theory Appl., 2014
2013
Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes.
J. Appl. Math., 2013
2012
An unbounded Berge's minimum theorem with applications to discounted Markov decision processes.
Kybernetika, 2012
2011
Noncooperative games with noncompact joint strategies sets: Increasing best responses and approximation to equilibrium points.
Kybernetika, 2011
Kybernetika, 2011
2009
Average cost Markov control processes: stability with respect to the Kantorovich metric.
Math. Methods Oper. Res., 2009
Kybernetika, 2009
Appl. Math. Lett., 2009
2008
Math. Methods Oper. Res., 2008
Math. Methods Oper. Res., 2008
2007
Monotonicity of minimizers in optimization problems with applications to Markov control processes.
Kybernetika, 2007
Proceedings of the Operations Research, 2007
2006
Kybernetika, 2006
2005
Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
Kybernetika, 2005
2004
Conditions for the uniqueness of optimal policies of discounted Markov decision processes.
Math. Methods Oper. Res., 2004
2003
The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space.
Math. Oper. Res., 2003
2000
A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets.
Math. Oper. Res., 2000
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
Math. Methods Oper. Res., 2000
1999
Math. Methods Oper. Res., 1999
1998
Math. Methods Oper. Res., 1998
1997
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs.
Math. Methods Oper. Res., 1997