Cavazos-Cadena R.

R. Cavazos-Cadena

Information about the author R. Cavazos-Cadena will soon be added to the site.
Found 11 papers in total
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
2003
This work concerns discrete-time Markov decision processes with finite state space and...
A note on the existence of optimal policies in total reward dynamic programs with compact action sets
A note on the existence of optimal policies in total reward dynamic programs with compact action sets
2000
This work deals with Markov decision processes (MDPs) with expected total rewards,...
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
2002
This note concerns Markov decision chains with finite state and action sets. The...
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
2001
This article concerns Markov decision chains with finite state and action spaces, and...
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
2000
This note concerns Markov decision processes on a discrete state space. It is supposed...
Nearly optimal stationary policies in negative dynamic programming
Nearly optimal stationary policies in negative dynamic programming
1999
This work concerns controlled Markov chains with denumerable state space and discrete...
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
1999
We study controlled Markov chains with denumerable state space and bounded costs per...
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs
1996
This paper studies discrete-time nonlinear controlled stochastic systems, modeled by...
Denumerable controlled Markov chains with average reward criterion: Sample path optimality
Denumerable controlled Markov chains with average reward criterion: Sample path optimality
1995
The authors consider discrete-time nonlinear controlled stochastic systems, modeled by...
Recurrence conditions for Markov decision processes with Borel state space: A survey
Recurrence conditions for Markov decision processes with Borel state space: A survey
1991
This paper describes virtually all the recurrence conditions used heretofore for...
Nonparametric estimation and adaptive control in a class of finite Markov decision chains
Nonparametric estimation and adaptive control in a class of finite Markov decision chains
1991
The authors consider a class of Markov decision processes with finite state and action...
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