Rolando Cavazos-Cadena
Orcid: 0000-0002-0973-9296
According to our database1,
Rolando Cavazos-Cadena
authored at least 45 papers
between 1989 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
Contractive approximations in average Markov decision chains driven by a risk-seeking controller.
Math. Methods Oper. Res., August, 2023
2022
Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space.
J. Optim. Theory Appl., 2022
2021
Math. Methods Oper. Res., 2021
Kybernetika, 2021
2020
Discounted approximations in risk-sensitive average Markov cost chains with finite state space.
Math. Methods Oper. Res., 2020
A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion.
J. Optim. Theory Appl., 2020
2019
The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion.
SIAM J. Control. Optim., 2019
2018
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains.
Math. Oper. Res., 2018
2016
A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function.
Math. Oper. Res., 2016
J. Optim. Theory Appl., 2016
Discret. Event Dyn. Syst., 2016
Asymptot. Anal., 2016
2015
Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity.
Math. Methods Oper. Res., 2015
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion.
J. Appl. Probab., 2015
2014
A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion.
J. Optim. Theory Appl., 2014
2012
Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model.
Period. Math. Hung., 2012
Kybernetika, 2012
2011
Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space.
Math. Oper. Res., 2011
2010
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains.
Math. Methods Oper. Res., 2010
Generalized communication conditions and the eigenvalue problem for a monotone and homogenous function.
Kybernetika, 2010
2009
Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space.
Syst. Control. Lett., 2009
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria.
Math. Methods Oper. Res., 2009
The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State Space.
Kybernetika, 2009
2008
Period. Math. Hung., 2008
2004
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
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach.
Math. Methods Oper. Res., 2003
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space.
Math. Methods Oper. Res., 2003
2002
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains.
Math. Methods Oper. Res., 2002
Proceedings of the 41st IEEE Conference on Decision and Control, 2002
2001
Adaptive control of average Markov decision chains under the Lyapunov stability condition.
Math. Methods Oper. Res., 2001
Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games.
Proceedings of the 40th IEEE Conference on Decision and Control, 2001
2000
IEEE Trans. Autom. Control., 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
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions.
Math. Methods Oper. Res., 1999
1996
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs.
Math. Methods Oper. Res., 1996
1995
Denumerable controlled Markov chains with average reward criterion: Sample path optimality.
Math. Methods Oper. Res., 1995
1992
Comparing recent assumptions for the existence of average optimal stationary policies.
Oper. Res. Lett., 1992
1991
Solution to the optimality equation in a class of Markov decision chains with the average cost criterion.
Kybernetika, 1991
1989
Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs.
Kybernetika, 1989