Armando F. Mendoza-Pérez

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Constrained Markov decision processes in Borel spaces: from discounted to average optimality
Mathematical Methods of Operations Research
2017-02-10Paper
The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
Journal of Mathematical Analysis and Applications
2016-02-29Paper
The Lagrange approach to ergodic control of diffusions with cost constraints
Optimization
2015-03-20Paper
Variance-minimization of Markov control processes with pathwise constraints
Optimization
2012-12-13Paper
Deterministic optimal policies for Markov control processes with pathwise constraints
Applicationes Mathematicae
2012-04-17Paper
Asymptotic normality of discrete-time Markov control processes
Journal of Applied Probability
2010-10-12Paper
Markov control processes with pathwise constraints
Mathematical Methods of Operations Research
2010-09-08Paper


Research outcomes over time


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