Héctor Jasso-Fuentes

Available identifiers

zbMath Open jasso-fuentes.hectorMaRDI QIDQ249983

List of research outcomes

Publication	Date of Publication	Type
A discrete-time benchmark tracking problem in two markets subject to random environments	2025-01-21	Paper
Discrete-time hybrid control processes with unbounded costs	2024-11-24	Paper
Constrained Markov decision processes with non-constant discount factor	2024-09-20	Paper
Recent results on discrete-time hybrid control models with general state and action spaces	2024-06-11	Paper
Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors	2024-03-19	Paper
A discrete-time optimal execution problem with market prices subject to random environments	2023-10-26	Paper
Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games	2023-07-21	Paper
Discrete-time switching control in random walks	2023-06-26	Paper
On a switching control problem with càdlàg costs	2022-07-08	Paper
Optimal Stopping Problems for a Family of Continuous-Time Markov Processes	2021-09-30	Paper
Discrete-time control with non-constant discount factor	2020-12-15	Paper
Discrete-time hybrid control in Borel spaces	2020-04-14	Paper
Correlated equilibria for infinite horizon nonzero-sum stochastic differential games	2019-11-20	Paper
Relaxation and linear programs in a hybrid control model	2019-10-16	Paper
Infinite-horizon non-zero-sum stochastic differential games with additive structure	2018-09-27	Paper
Discrete-time hybrid control in Borel spaces: average cost optimality criterion	2018-04-25	Paper
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions	2017-11-22	Paper
Constrained Markov decision processes in Borel spaces: from discounted to average optimality	2017-02-10	Paper
Control systems of interacting objects modeled as a game against nature under a mean field approach	2017-01-10	Paper
Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach	2016-09-23	Paper
The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints	2016-02-29	Paper
On the use of stochastic differential games against nature to ergodic control problems with unknown parameters	2015-07-30	Paper
Discounted robust control for Markov diffusion processes	2015-05-04	Paper
The Lagrange approach to ergodic control of diffusions with cost constraints	2015-03-20	Paper
Approximate Solutions of a Stochastic Variational Inequality Modeling an Elasto-Plastic Problem with Noise	2014-05-02	Paper
Optimal ergodic control of Markov diffusion processes with minimum variance	2014-04-17	Paper
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps	2012-12-03	Paper
Blackwell Optimality for Controlled Diffusion Processes	2009-07-15	Paper
Characterizations of overtaking optimality for controlled diffusion processes	2009-06-08	Paper
Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes	2009-05-05	Paper

Research outcomes over time

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