Óscar Vega-Amaya

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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
Approximations with performance bounds for a class of average cost Markov decision processes with weakly continuous kernel and unbounded cost function
Applied Mathematics and Optimization
2026-05-29Paper
On compactness properties of subsets of probability measures on metric spaces
Boletín de la Sociedad Matemática Mexicana. Third Series
2026-03-20Paper
A note on the policy iteration algorithm for discounted Markov decision processes for a class of semicontinuous models2023-07-13Paper
A note on compact and {\sigma}-compact subsets of probability measures on metric spaces with an application to the distribution free newsvendor problem2023-07-13Paper
Partially observable Markov decision processes with partially observable random discount factors
Kybernetika
2023-02-21Paper
Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
Acta Applicandae Mathematicae
2022-03-23Paper
scientific article; zbMATH DE number 7232794 (Why is no real title available?)2020-08-11Paper
A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
Kybernetika
2019-08-05Paper
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces
Risk and Decision Analysis
2019-03-12Paper
Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
Journal of Mathematical Analysis and Applications
2018-05-09Paper
On the regularity property of semi-Markov processes with Borel state spaces
Optimization, Control, and Applications of Stochastic Systems
2017-11-22Paper
A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
Journal of Dynamics and Games
2016-10-25Paper
On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
Journal of Mathematical Analysis and Applications
2015-03-19Paper
scientific article; zbMATH DE number 6320164 (Why is no real title available?)2014-07-23Paper
Optimal strategies for adaptive zero-sum average Markov games
Journal of Mathematical Analysis and Applications
2013-04-22Paper
Asymptotically optimal strategies for adaptive zero-sum discounted Markov games
SIAM Journal on Control and Optimization
2010-06-10Paper
Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
Communications in Statistics: Theory and Methods
2005-01-14Paper
The average cost optimality equation: a fixed point approach
Boletín de la Sociedad Matemática Mexicana. Third Series
2004-06-11Paper
Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
SIAM Journal on Control and Optimization
2004-01-08Paper
scientific article; zbMATH DE number 970671 (Why is no real title available?)2001-11-21Paper
Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
Applicationes Mathematicae
2001-01-07Paper
Sample path average optimality of Markov control processes with strictly unbounded cost
Applicationes Mathematicae
2001-01-07Paper
Application of average dynamic programming to inventory systems
Mathematical Methods of Operations Research
2000-07-25Paper
Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
SIAM Journal on Control and Optimization
2000-03-19Paper
A counterexample on overtaking optimality
Mathematical Methods of Operations Research
1999-09-22Paper
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Applicationes Mathematicae
1998-06-02Paper
scientific article; zbMATH DE number 825219 (Why is no real title available?)1996-09-30Paper
scientific article; zbMATH DE number 790731 (Why is no real title available?)1995-09-27Paper


Research outcomes over time


This page was built for person: Óscar Vega-Amaya