Recurrence conditions for Markov decision processes with Borel state space: a survey O Hernández-Lerma, RÚ Montes-De-Oca, R Cavazos-Cadena Annals of Operations Research 28 (1), 29-46, 1991 | 76 | 1991 |
Conditions for the uniqueness of optimal policies of discounted Markov decision processes D Cruz-Suárez, R Montes-de-Oca, F Salem-Silva Mathematical Methods of Operations Research 60, 415-436, 2004 | 44 | 2004 |
The value iteration algorithm in risk-sensitive average Markov decision chains with finite state space R Cavazos-Cadena, R Montes-de-Oca Mathematics of Operations Research 28 (4), 752-776, 2003 | 38 | 2003 |
Discounted Markov control processes induced by deterministic systems H Cruz-Suárez, R Montes-de-Oca Kybernetika 42 (6), 647-664, 2006 | 22 | 2006 |
An envelope theorem and some applications to discounted Markov decision processes H Cruz-Suárez, R Montes-de-Oca Mathematical Methods of Operations Research 67 (2), 299-321, 2008 | 21 | 2008 |
Application of average dynamic programming to inventory systems O Vega-Amaya, R Montes-de-Oca Mathematical methods of operations research 47 (3), 451-471, 1998 | 20 | 1998 |
Value iteration in average cost Markov control processes on Borel spaces R Montes-de-Oca, O Hernández-Lerma Acta Applicandae Mathematica 42 (2), 203-222, 1996 | 18 | 1996 |
Conditions for average optimality in Markov control processes with unbounded costs and controls R Montes-de-Oca, O Hernández-Lerma Centro de Investigacion y de Estudios Avanzados del IPN. Departamento de …, 1992 | 18 | 1992 |
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces R Cavazos-Cadena, R Montes-de-Oca Mathematical Methods of Operations Research 52, 133-167, 2000 | 17 | 2000 |
Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards R Cavazos-Cadena, R Montes-de-Oca Applicationes Mathematicae 27 (2), 167-185, 2000 | 17 | 2000 |
A note on the existence of optimal policies in total reward dynamic programs with compact action sets R Cavazos-Cadena, EA Feinberg, R Montes-De-Oca Mathematics of Operations Research 25 (4), 657-666, 2000 | 15 | 2000 |
The average cost optimality equation for Markov control processes on Borel spaces R Montes-de-Oca Systems & control letters 22 (5), 351-357, 1994 | 15 | 1994 |
Markov decision processes on Borel spaces with total cost and random horizon H Cruz-Suárez, R Ilhuicatzi-Roldán, R Montes-de-Oca Journal of Optimization Theory and Applications 162, 329-346, 2014 | 14 | 2014 |
Discounted cost optimality problem: stability with respect to weak metrics E Gordienko, E Lemus-Rodríguez, R Montes-de-Oca Mathematical Methods of Operations Research 68, 77-96, 2008 | 12 | 2008 |
A consumption-investment problem modelled as a discounted Markov decision process H Cruz-Suárez, R Montes-de-Oca, G Zacarías Kybernetika 47 (6), 909-929, 2011 | 11 | 2011 |
Uniform convergence of value iteration policies for discounted Markov decision processes D Cruz-Suárez, RM de Oca Boletín de la Sociedad Matemática Mexicana: Tercera Serie 12 (1), 133-148, 2006 | 11 | 2006 |
Average cost Markov control processes: stability with respect to the Kantorovich metric E Gordienko, E Lemus-Rodríguez, R Montes-de-Oca Mathematical Methods of Operations Research 70, 13-33, 2009 | 9 | 2009 |
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion R Cavazos-Cadena, R Montes-De-Oca Journal of Applied Probability 42 (4), 905-918, 2005 | 9 | 2005 |
Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains R Montes-de-Oca, F Salem-Silva Kybernetika 41 (6), [757]-772, 2005 | 9 | 2005 |
A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion R Cavazos-Cadena, R Montes-de-Oca, K Sladký Journal of Optimization Theory and Applications 163, 674-684, 2014 | 8 | 2014 |