Raúl Montes-de-Oca

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 12

Top Topics

Markov Decision Processes

Polling Systems

Top Venues

J. Optim. Theory Appl.

J. Appl. Probab.

Publications

Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-de-Oca
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller. J. Appl. Probab. 61 (1) (2024)
Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-de-Oca
Average criteria in denumerable semi-Markov decision chains under risk-aversion. Discret. Event Dyn. Syst. 33 (3) (2023)
Karla Carrero-Vera, Hugo Cruz-Suárez, Raúl Montes-de-Oca
Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems. ICORES (2021)
Rubén Becerril-Borja, Raúl Montes-de-Oca
Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns. Kybernetika 57 (2) (2021)
Karla Carrero-Vera, Hugo Cruz-Suárez, Raúl Montes-de-Oca
Finite-Horizon and Infinite-Horizon Markov Decision Processes with Trapezoidal Fuzzy Discounted Rewards. ICORES (Selected Papers) (2021)
Francisco J. González-Padilla, Raúl Montes-de-Oca
Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes. Kybernetika 55 (1) (2019)
Raúl Montes-de-Oca, Patricia Saavedra, Gabriel Zacarías-Espinoza, Daniel Cruz-Suárez
Optimal Policies for Payment of Dividends through a Fixed Barrier at Discrete Time. ICORES (2017)
Carlos Martínez-Rodríguez, Raúl Montes-de-Oca, Patricia Saavedra
Network of M/M/1 Cyclic Polling Systems. ICORES (2017)
Rubén Becerril-Borja, Raúl Montes-de-Oca
Sequential Games with Finite Horizon and Turn Selection Process - Finite Strategy Sets Case. ICORES (2016)
R. Israel Ortega-Gutiérrez, Raúl Montes-de-Oca, Enrique Lemus-Rodríguez
Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach. Kybernetika 52 (1) (2016)
Rubén Becerril-Borja, Raúl Montes-de-Oca
A Family of Models for Finite Sequential Games Without a Predetermined Order of Turns. ICORES (Selected Papers) (2016)
Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion. J. Appl. Probab. 52 (2) (2015)
Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký
A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion. J. Optim. Theory Appl. 163 (2) (2014)
Raúl Montes-de-Oca, Elena Zaitseva
About stability of risk-seeking optimal stopping. Kybernetika 50 (3) (2014)
Hugo Cruz-Suárez, Rocio Ilhuicatzi-Roldán, Raúl Montes-de-Oca
Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon. J. Optim. Theory Appl. 162 (1) (2014)
Raúl Montes-de-Oca, Enrique Lemus-Rodríguez, Francisco Salem-Silva
Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes. J. Appl. Math. 2013 (2013)
Raúl Montes-de-Oca, Enrique Lemus-Rodríguez
An unbounded Berge's minimum theorem with applications to discounted Markov decision processes. Kybernetika 48 (2) (2012)
Rosa María Flores-Hernández, Raúl Montes-de-Oca
Noncooperative games with noncompact joint strategies sets: Increasing best responses and approximation to equilibrium points. Kybernetika 47 (2) (2011)
Hugo Cruz-Suárez, Raúl Montes-de-Oca, Gabriel Zacarías-Espinoza
A consumption-investment problem modelled as a discounted Markov decision process. Kybernetika 47 (6) (2011)
Hugo Cruz-Suárez, Evgueni Gordienko, Raúl Montes-de-Oca
A note on deterministic approximation of discounted Markov decision processes. Appl. Math. Lett. 22 (8) (2009)
Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca
Average cost Markov control processes: stability with respect to the Kantorovich metric. Math. Methods Oper. Res. 70 (1) (2009)
Raúl Montes-de-Oca, Daniel Cruz-Suárez, Enrique Lemus-Rodríguez
A Stopping Rule for Discounted Markov Decision Processes with Finite Action Sets. Kybernetika 45 (5) (2009)
Hugo Cruz-Suárez, Raúl Montes-de-Oca
An envelope theorem and some applications to discounted Markov decision processes. Math. Methods Oper. Res. 67 (2) (2008)
Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca
Discounted cost optimality problem: stability with respect to weak metrics. Math. Methods Oper. Res. 68 (1) (2008)
Rosa María Flores-Hernández, Raúl Montes-de-Oca
Monotonicity of minimizers in optimization problems with applications to Markov control processes. Kybernetika 43 (3) (2007)
Karel Sladký, Raúl Montes-de-Oca
Risk-Sensitive Average Optimality in Markov Decision Chains. OR (2007)
Hugo Cruz-Suárez, Raúl Montes-de-Oca
Discounted Markov control processes induced by deterministic systems. Kybernetika 42 (6) (2006)
Raúl Montes-de-Oca, Francisco Salem-Silva
Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. Kybernetika 41 (6) (2005)
Daniel Cruz-Suárez, Raúl Montes-de-Oca, Francisco Salem-Silva
Conditions for the uniqueness of optimal policies of discounted Markov decision processes. Math. Methods Oper. Res. 60 (3) (2004)
Rolando Cavazos-Cadena, Raúl Montes-de-Oca
The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space. Math. Oper. Res. 28 (4) (2003)
Rolando Cavazos-Cadena, Raúl Montes-de-Oca
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. Math. Methods Oper. Res. 52 (1) (2000)
Rolando Cavazos-Cadena, Eugene A. Feinberg, Raúl Montes-de-Oca
A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets. Math. Oper. Res. 25 (4) (2000)
Rolando Cavazos-Cadena, Raúl Montes-de-Oca
Nearly optimal stationary policies in negative dynamic programming. Math. Methods Oper. Res. 49 (3) (1999)
Oscar Vega-Amaya, Raúl Montes-de-Oca
Application of average dynamic programming to inventory systems. Math. Methods Oper. Res. 47 (3) (1998)
Evgueni Gordienko, Raúl Montes-de-Oca, J. Adolfo Minjárez-Sosa
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs. Math. Methods Oper. Res. 45 (2) (1997)