The following pages link to Rolando Cavazos-Cadena (Q306413):
Displayed 50 items.
- Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
- Contractive mappings and existence of cycle times for a monotone and homogeneous function (Q448523) (← links)
- Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model (Q452837) (← links)
- A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion (Q481787) (← links)
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
- Equivalence of communication and projective boundedness properties for monotone and homogeneous functions (Q651149) (← links)
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
- Item:Q306413 (redirect page) (← links)
- Nonparametric adaptive control of discounted stochastic systems with compact state space (Q913742) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
- Finite-state approximations for denumerable state discounted Markov decision processes (Q1085078) (← links)
- Continuous dependence of stochastic control models on the noise distribution (Q1100128) (← links)
- Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains (Q1103532) (← links)
- Strong 1-optimal stationary policies in denumerable Markov decision processes (Q1108940) (← links)
- Necessary conditions for the optimality equation in average-reward Markov decision processes (Q1115358) (← links)
- A pause control approach to the value iteration scheme in average Markov decision processes (Q1128694) (← links)
- A note on the convergence rate of the value iteration scheme in controlled Markov chains (Q1128695) (← links)
- Recent results on conditions for the existence of average optimal stationary policies (Q1174694) (← links)
- Nonparametric estimation and adaptive control in a class of finite Markov decision chains (Q1174701) (← links)
- A counterexample on the optimality equation in Markov decision chains with the average cost criterion (Q1176601) (← links)
- Equivalence of Lyapunov stability criteria in a class of Markov decision processes (Q1194209) (← links)
- Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (Q1194211) (← links)
- Comparing recent assumptions for the existence of average optimal stationary policies (Q1198622) (← links)
- Nearly optimal stationary policies in negative dynamic programming (Q1304419) (← links)
- The asymptotic distribution of sample autocorrelations for a class of linear filters (Q1319954) (← links)
- A simple form of Bartlett's formula for autoregressive processes (Q1324606) (← links)
- Computing the asymptotic covariance matrix of a vector of sample autocorrelations for ARMA processes (Q1339766) (← links)
- Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space (Q1395376) (← links)
- Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains (Q1396927) (← links)
- Adaptive control of average Markov decision chains under the Lyapunov stability condition (Q1397000) (← links)
- Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. (Q1403168) (← links)
- An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix. (Q1414717) (← links)
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
- Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach (Q1812296) (← links)
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions (Q1974577) (← links)
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
- Poisson equations associated with a homogeneous and monotone function: necessary and sufficient conditions for a solution in a weakly convex case (Q2267556) (← links)
- Recursive adaptive control of Markov decision processes with the average reward criterion (Q2276895) (← links)
- Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013) (← links)
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
- A characterization of exponential functionals in finite Markov chains (Q2386347) (← links)
- A central limit theorem for normalized products of random matrices (Q2390146) (← links)
- Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
- A system of Poisson equations for a nonconstant Varadhan functional on a finite state space (Q2492880) (← links)