Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs. - Rolando Cavazos-Cadena (Kybernetika, 1989)

Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. - Rolando Cavazos-Cadena (Kybernetika, 1991)

Comparing recent assumptions for the existence of average optimal stationary policies. - Rolando Cavazos-Cadena; Linn I. Sennott (Oper. Res. Lett., 1992)

Denumerable controlled Markov chains with average reward criterion: Sample path optimality. - Rolando Cavazos-Cadena; Emmanuel Fernández-Gaucherand (Math. Methods Oper. Res., 1995)

Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs. - Rolando Cavazos-Cadena; Emmanuel Fernández-Gaucherand (Math. Methods Oper. Res., 1996)

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. - Rolando Cavazos-Cadena; Emmanuel Fernández-Gaucherand (Math. Methods Oper. Res., 1999)

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 vanishing discount approach in Markov chains with risk-sensitive criteria. - Rolando Cavazos-Cadena; Emmanuel Fernández-Gaucherand (IEEE Trans. Autom. Control., 2000)

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games. - Rolando Cavazos-Cadena; Emmanuel Fernández-Gaucherand (CDC, 2001)

Adaptive control of average Markov decision chains under the Lyapunov stability condition. - Rolando Cavazos-Cadena (Math. Methods Oper. Res., 2001)

On a representation of Varadhan's functional as a convex minimization problem. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (CDC, 2002)

Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains. - Rolando Cavazos-Cadena (Math. Methods Oper. Res., 2002)

Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space. - Rolando Cavazos-Cadena (Math. Methods Oper. Res., 2003)

Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Math. Methods Oper. Res., 2003)

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)

A characterization of exponential functionals in finite Markov chains. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Math. Methods Oper. Res., 2004)

A central limit theorem for normalized products of random matrices. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Period. Math. Hung., 2008)

The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State Space. - Rolando Cavazos-Cadena (Kybernetika, 2009)

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. - Rolando Cavazos-Cadena (Math. Methods Oper. Res., 2009)

Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Syst. Control. Lett., 2009)

Generalized communication conditions and the eigenvalue problem for a monotone and homogenous function. - Rolando Cavazos-Cadena (Kybernetika, 2010)

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains. - Rolando Cavazos-Cadena (Math. Methods Oper. Res., 2010)

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Math. Oper. Res., 2011)

An optimality system for finite average Markov decision chains under risk-aversion. - Alfredo Alanís-Durán; Rolando Cavazos-Cadena (Kybernetika, 2012)

Nash equilibria in a class of Markov stopping games. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Kybernetika, 2012)

Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model. - Rolando Cavazos-Cadena; Graciela González-Farías (Period. Math. Hung., 2012)

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)

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)

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity. - Selene Chávez-Rodríguez; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (Math. Methods Oper. Res., 2015)

Local Poisson equations associated with the Varadhan functional. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Asymptot. Anal., 2016)

A poisson equation for the risk-sensitive average cost in semi-markov chains. - Rolando Cavazos-Cadena (Discret. Event Dyn. Syst., 2016)

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion. - Selene Chávez-Rodríguez; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (J. Optim. Theory Appl., 2016)

A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (Math. Oper. Res., 2016)

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains. - Rolando Cavazos-Cadena (Math. Oper. Res., 2018)

The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion. - Rolando Cavazos-Cadena; Daniel Hernández-Hernández (SIAM J. Control. Optim., 2019)

A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion. - Julio Saucedo-Zul; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (J. Optim. Theory Appl., 2020)

Discounted approximations in risk-sensitive average Markov cost chains with finite state space. - Rubén Blancas-Rivera; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (Math. Methods Oper. Res., 2020)

Markov stopping games with an absorbing state and total reward criterion. - Rolando Cavazos-Cadena; Luis Rodríguez-Gutiérrez; Dulce María Sánchez-Guillermo (Kybernetika, 2021)

Nash equilibria in a class of Markov stopping games with total reward criterion. - Rolando Cavazos-Cadena; Mario Cantú-Sifuentes; Imelda Cerda-Delgado (Math. Methods Oper. Res., 2021)

Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space. - Carlos Camilo-Garay; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (J. Optim. Theory Appl., 2022)

Risk-sensitive Markov stopping games with an absorbing state. - Jaicer López-Rivero; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (Kybernetika, 2022)

Contractive approximations in average Markov decision chains driven by a risk-seeking controller. - Gustavo Portillo-Ramírez; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (Math. Methods Oper. Res., 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)

Denumerable Markov stopping games with risk-sensitive total reward criterion. - Manuel A. Torres-Gomar; Rolando Cavazos-Cadena; Hugo Cruz-Suárez (Kybernetika, 2024)

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)