Rolando Cavazos-Cadena

Publication Activity (10 Years)

Years Active: 1989-2024
Publications (10 Years): 14

Top Topics

Markov Decision Chains

Top Venues

J. Optim. Theory Appl.

Math. Methods Oper. Res.

Discret. Event Dyn. Syst.

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)
Gustavo Portillo-Ramírez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
Contractive approximations in average Markov decision chains driven by a risk-seeking controller. Math. Methods Oper. Res. 98 (1) (2023)
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)
Carlos Camilo-Garay, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space. J. Optim. Theory Appl. 192 (1) (2022)
Rolando Cavazos-Cadena, Mario Cantú-Sifuentes, Imelda Cerda-Delgado
Nash equilibria in a class of Markov stopping games with total reward criterion. Math. Methods Oper. Res. 94 (2) (2021)
Rolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo
Markov stopping games with an absorbing state and total reward criterion. Kybernetika 57 (3) (2021)
Rubén Blancas-Rivera, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
Discounted approximations in risk-sensitive average Markov cost chains with finite state space. Math. Methods Oper. Res. 91 (2) (2020)
Julio Saucedo-Zul, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion. J. Optim. Theory Appl. 187 (2) (2020)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion. SIAM J. Control. Optim. 57 (1) (2019)
Rolando Cavazos-Cadena
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains. Math. Oper. Res. 43 (3) (2018)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Local Poisson equations associated with the Varadhan functional. Asymptot. Anal. 96 (1) (2016)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function. Math. Oper. Res. 41 (1) (2016)
Selene Chávez-Rodríguez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion. J. Optim. Theory Appl. 170 (2) (2016)
Rolando Cavazos-Cadena
A poisson equation for the risk-sensitive average cost in semi-markov chains. Discret. Event Dyn. Syst. 26 (4) (2016)
Selene Chávez-Rodríguez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity. Math. Methods Oper. Res. 81 (3) (2015)
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)
Alfredo Alanís-Durán, Rolando Cavazos-Cadena
An optimality system for finite average Markov decision chains under risk-aversion. Kybernetika 48 (1) (2012)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Nash equilibria in a class of Markov stopping games. Kybernetika 48 (5) (2012)
Rolando Cavazos-Cadena, Graciela González-Farías
Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model. Period. Math. Hung. 64 (2) (2012)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space. Math. Oper. Res. 36 (1) (2011)
Rolando Cavazos-Cadena
Generalized communication conditions and the eigenvalue problem for a monotone and homogenous function. Kybernetika 46 (4) (2010)
Rolando Cavazos-Cadena
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains. Math. Methods Oper. Res. 71 (1) (2010)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space. Syst. Control. Lett. 58 (4) (2009)
Rolando Cavazos-Cadena
The Risk-Sensitive Poisson Equation for a Communicating Markov Chain on a Denumerable State Space. Kybernetika 45 (5) (2009)
Rolando Cavazos-Cadena
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. Math. Methods Oper. Res. 70 (3) (2009)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
A central limit theorem for normalized products of random matrices. Period. Math. Hung. 56 (2) (2008)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
A characterization of exponential functionals in finite Markov chains. Math. Methods Oper. Res. 60 (3) (2004)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach. Math. Methods Oper. Res. 56 (3) (2003)
Rolando Cavazos-Cadena
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space. Math. Methods Oper. Res. 57 (2) (2003)
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
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains. Math. Methods Oper. Res. 56 (2) (2002)
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
On a representation of Varadhan's functional as a convex minimization problem. CDC (2002)
Rolando Cavazos-Cadena
Adaptive control of average Markov decision chains under the Lyapunov stability condition. Math. Methods Oper. Res. 54 (1) (2001)
Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games. CDC (2001)
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, Emmanuel Fernández-Gaucherand
The vanishing discount approach in Markov chains with risk-sensitive criteria. IEEE Trans. Autom. Control. 45 (10) (2000)
Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Math. Methods Oper. Res. 49 (2) (1999)
Rolando Cavazos-Cadena, Raúl Montes-de-Oca
Nearly optimal stationary policies in negative dynamic programming. Math. Methods Oper. Res. 49 (3) (1999)
Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs. Math. Methods Oper. Res. 43 (3) (1996)
Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand
Denumerable controlled Markov chains with average reward criterion: Sample path optimality. Math. Methods Oper. Res. 41 (1) (1995)
Rolando Cavazos-Cadena, Linn I. Sennott
Comparing recent assumptions for the existence of average optimal stationary policies. Oper. Res. Lett. 11 (1) (1992)
Rolando Cavazos-Cadena
Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. Kybernetika 27 (1) (1991)
Rolando Cavazos-Cadena
Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs. Kybernetika 25 (3) (1989)