Approximation of average cost optimal policies for general Markov decision processes with unbounded costs. - Evgueni Gordienko; Raúl Montes-de-Oca; J. Adolfo Minjárez-Sosa (Math. Methods Oper. Res., 1997)

Application of average dynamic programming to inventory systems. - Oscar Vega-Amaya; Raúl Montes-de-Oca (Math. Methods Oper. Res., 1998)

Nearly optimal stationary policies in negative dynamic programming. - Rolando Cavazos-Cadena; Raúl Montes-de-Oca (Math. Methods Oper. Res., 1999)

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. - Rolando Cavazos-Cadena; Raúl Montes-de-Oca (Math. Methods Oper. Res., 2000)

A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets. - Rolando Cavazos-Cadena; Eugene A. Feinberg; Raúl Montes-de-Oca (Math. Oper. Res., 2000)

The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space. - Rolando Cavazos-Cadena; Raúl Montes-de-Oca (Math. Oper. Res., 2003)

Conditions for the uniqueness of optimal policies of discounted Markov decision processes. - Daniel Cruz-Suárez; Raúl Montes-de-Oca; Francisco Salem-Silva (Math. Methods Oper. Res., 2004)

Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. - Raúl Montes-de-Oca; Francisco Salem-Silva (Kybernetika, 2005)

Discounted Markov control processes induced by deterministic systems. - Hugo Cruz-Suárez; Raúl Montes-de-Oca (Kybernetika, 2006)

Risk-Sensitive Average Optimality in Markov Decision Chains. - Karel Sladký; Raúl Montes-de-Oca (OR, 2007)

Monotonicity of minimizers in optimization problems with applications to Markov control processes. - Rosa María Flores-Hernández; Raúl Montes-de-Oca (Kybernetika, 2007)

An envelope theorem and some applications to discounted Markov decision processes. - Hugo Cruz-Suárez; Raúl Montes-de-Oca (Math. Methods Oper. Res., 2008)

Discounted cost optimality problem: stability with respect to weak metrics. - Evgueni Gordienko; Enrique Lemus-Rodríguez; Raúl Montes-de-Oca (Math. Methods Oper. Res., 2008)

A note on deterministic approximation of discounted Markov decision processes. - Hugo Cruz-Suárez; Evgueni Gordienko; Raúl Montes-de-Oca (Appl. Math. Lett., 2009)

A Stopping Rule for Discounted Markov Decision Processes with Finite Action Sets. - Raúl Montes-de-Oca; Daniel Cruz-Suárez; Enrique Lemus-Rodríguez (Kybernetika, 2009)

Average cost Markov control processes: stability with respect to the Kantorovich metric. - Evgueni Gordienko; Enrique Lemus-Rodríguez; Raúl Montes-de-Oca (Math. Methods Oper. Res., 2009)

A consumption-investment problem modelled as a discounted Markov decision process. - Hugo Cruz-Suárez; Raúl Montes-de-Oca; Gabriel Zacarías-Espinoza (Kybernetika, 2011)

Noncooperative games with noncompact joint strategies sets: Increasing best responses and approximation to equilibrium points. - Rosa María Flores-Hernández; Raúl Montes-de-Oca (Kybernetika, 2011)

An unbounded Berge's minimum theorem with applications to discounted Markov decision processes. - Raúl Montes-de-Oca; Enrique Lemus-Rodríguez (Kybernetika, 2012)

Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes. - Raúl Montes-de-Oca; Enrique Lemus-Rodríguez; Francisco Salem-Silva (J. Appl. Math., 2013)

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion. - Rolando Cavazos-Cadena; Raúl Montes-de-Oca; Karel Sladký (J. Optim. Theory Appl., 2014)

Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon. - Hugo Cruz-Suárez; Rocio Ilhuicatzi-Roldán; Raúl Montes-de-Oca (J. Optim. Theory Appl., 2014)

About stability of risk-seeking optimal stopping. - Raúl Montes-de-Oca; Elena Zaitseva (Kybernetika, 2014)

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion. - Rolando Cavazos-Cadena; Raúl Montes-de-Oca; Karel Sladký (J. Appl. Probab., 2015)

Sequential Games with Finite Horizon and Turn Selection Process - Finite Strategy Sets Case. - Rubén Becerril-Borja; Raúl Montes-de-Oca (ICORES, 2016)

A Family of Models for Finite Sequential Games Without a Predetermined Order of Turns. - Rubén Becerril-Borja; Raúl Montes-de-Oca (ICORES (Selected Papers), 2016)

Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach. - R. Israel Ortega-Gutiérrez; Raúl Montes-de-Oca; Enrique Lemus-Rodríguez (Kybernetika, 2016)

Network of M/M/1 Cyclic Polling Systems. - Carlos Martínez-Rodríguez; Raúl Montes-de-Oca; Patricia Saavedra (ICORES, 2017)

Optimal Policies for Payment of Dividends through a Fixed Barrier at Discrete Time. - Raúl Montes-de-Oca; Patricia Saavedra; Gabriel Zacarías-Espinoza; Daniel Cruz-Suárez (ICORES, 2017)

Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes. - Francisco J. González-Padilla; Raúl Montes-de-Oca (Kybernetika, 2019)

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems. - Karla Carrero-Vera; Hugo Cruz-Suárez; Raúl Montes-de-Oca (ICORES, 2021)

Finite-Horizon and Infinite-Horizon Markov Decision Processes with Trapezoidal Fuzzy Discounted Rewards. - Karla Carrero-Vera; Hugo Cruz-Suárez; Raúl Montes-de-Oca (ICORES (Selected Papers), 2021)

Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns. - Rubén Becerril-Borja; Raúl Montes-de-Oca (Kybernetika, 2021)

Markov decision processes on finite spaces with fuzzy total rewards. - Karla Carrero-Vera; Hugo Cruz-Suárez; Raúl Montes-de-Oca (Kybernetika, 2022)

An extended version of average Markov decision processes on discrete spaces under fuzzy environment. - Hugo Cruz-Suárez; Raúl Montes-de-Oca; R. Israel Ortega-Gutiérrez (Kybernetika, 2023)

Average criteria in denumerable semi-Markov decision chains under risk-aversion. - Rolando Cavazos-Cadena; Hugo Cruz-Suárez; Raúl Montes-de-Oca (Discret. Event Dyn. Syst., 2023)

Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller. - Rolando Cavazos-Cadena; Hugo Cruz-Suárez; Raúl Montes-de-Oca (J. Appl. Probab., 2024)

Fuzzy Rewards on the Multi-Armed Bandits Model. - Ciria R. Briones-García; Raúl Montes-de-Oca; Víctor Vázquez-Guevara; Hugo Cruz-Suárez (ICORES, 2025)

Discounted Markov decision processes with fuzzy costs. - Salvador De-Jesús-Hernández; Hugo Cruz-Suárez; Raúl Montes-de-Oca (Kybernetika, 2025)