Edit Profile Hernández-Lerma, Onésimo Compute Distance To: Compute Author ID: hernandez-lerma.onesimo Published as: Hernandez, O.; Hernandez-Lerma, O.; Hernandez-Lerma, Onesimo; Hernández Lerma, Onésimo; Hernández, Onésimo; Hernández-Lerma, O.; Hernández-Lerma, Onésimo; Hernández-Lerma, Onésimó Homepage: https://www.math.cinvestav.mx/ohernand External Links: MGP · Wikidata · dblp · GND Documents Indexed: 150 Publications since 1979, including 10 Books Biographic References: 5 Publications all top 5 Co-Authors 19 single-authored 26 Lasserre, Jean-Bernard 16 Guo, Xianping 10 Prieto-Rumeau, Tomás 8 Marcus, Steven I. 6 Cavazos-Cadena, Rolando 6 González-Hernández, Juan 5 González-Sánchez, David 5 Jasso-Fuentes, Héctor 5 Mendoza-Pérez, Armando Felipe 5 Montes-de-Oca, Raúl 4 Gabriel, J. Rigoberto 4 Hernández-del-Valle, Adrián 3 Alvarez-Mena, Jorge 3 Coello Coello, Carlos A. 3 Escobedo-Trujillo, Beatris Adriana 3 Hernández-Hernández, Daniel 3 Hilgert, Nadine 3 Villalobos-Arias, Mario Alberto 2 Carrasco, Guadalupe 2 Gordienko, Evgueni I. 2 Hoyos-Reyes, Luis F. 2 López-Martínez, Raquiel Rufino 2 Luque-Vásquez, Fernando 2 Mendoza-Palacios, Saul 2 Romera, Rosario 2 Runggaldier, Wolfgang J. 2 Vega-Amaya, Oscar 1 Acosta Abreu, Roberto S. 1 Alaffita-Hernández, F. A. 1 Domínguez Corella, Alberto 1 Duran, Benjamin S. 1 Esparza, Sergio O. 1 Fonseca-Morales, Alejandra 1 González-Trejo, J. I. 1 Govindan, T. E. 1 Hennet, Jean-Claude 1 López-Barrientos, Daniel 1 Minjárez-Sosa, J. Adolfo 1 Montejano Peimbert, Luis 1 Muñoz de Özak, Myriam 1 Pérez-Hernández, Rubén 1 Piovesan, C. 1 Rumbos, Beatriz 1 Taksar, Michael I. 1 Wawrzyñczyk, Antoni A. 1 Ye, Liuer all top 5 Serials 11 SIAM Journal on Control and Optimization 10 Applicationes Mathematicae 10 Mathematical Methods of Operations Research 9 Journal of Mathematical Analysis and Applications 9 Systems & Control Letters 9 Acta Applicandae Mathematicae 6 Applied Mathematics and Optimization 5 Journal of Applied Probability 4 Boletín de la Sociedad Matemática Mexicana. Segunda Serie 4 SIAM Journal on Optimization 3 Control and Cybernetics 3 IEEE Transactions on Automatic Control 3 Journal of Optimization Theory and Applications 3 Kybernetika 3 Proceedings of the American Mathematical Society 3 Optimization 3 Annals of Operations Research 3 Journal of Mathematical Systems, Estimation, and Control 2 Stochastic Analysis and Applications 2 Journal of Applied Mathematics and Stochastic Analysis 2 Top 2 Aportaciones Matematicas. Textos 2 Science China. Mathematics 2 Dynamic Games and Applications 2 Journal of Dynamics and Games 2 Applications of Mathematics 1 Advances in Applied Probability 1 International Journal of Control 1 Journal of Differential Equations 1 Mathematische Zeitschrift 1 Proceedings of the London Mathematical Society. Third Series 1 Statistics & Probability Letters 1 Probability and Mathematical Statistics 1 Journal of Theoretical Probability 1 The Annals of Applied Probability 1 Acta Mexicana de Ciencia y Tecnologia. Nueva Epoca 1 Journal of Convex Analysis 1 Journal of Difference Equations and Applications 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 Bernoulli 1 European Journal of Control 1 Soft Computing 1 Stochastics 1 Aportaciones Matemáticas. Comunicaciones 1 Applied Mathematical Sciences 1 Progress in Mathematics 1 Stochastic Modelling and Applied Probability 1 Applied and Computational Mathematics 1 SpringerBriefs in Mathematics all top 5 Fields 86 Operations research, mathematical programming (90-XX) 80 Systems theory; control (93-XX) 49 Probability theory and stochastic processes (60-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 7 Measure and integration (28-XX) 6 Statistics (62-XX) 3 Operator theory (47-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 128 Publications have been cited 1,559 times in 656 Documents Cited by ▼ Year ▼ Further topics on discrete-time Markov control processes. Zbl 0928.93002Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 198 1999 Adaptive Markov control processes. Zbl 0698.90053Hernández-Lerma, O. 118 1989 Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 87 1995 Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002Guo, Xianping; Hernández-Lerma, Onésimo 71 2009 Markov chains and invariant probabilities. Zbl 1036.60003Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 40 2003 Average optimality in Markov control processes via discounted-cost problems and linear programming. Zbl 0853.93106Hernández-Lerma, Onésimo; Lasserre, Jean B. 31 1996 Characterizations of overtaking optimality for controlled diffusion processes. Zbl 1162.49025Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 30 2008 A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás 30 2006 Error bounds for rolling horizon policies in discrete-time Markov control processes. Zbl 0724.93087Hernández-Lerma, O.; Lasserre, J. B. 29 1990 Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346Guo, Xianping; Hernández-Lerma, Onésimo 26 2003 Selected topics on continuous-time controlled Markov chains and Markov games. Zbl 1269.60004Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 25 2012 Sample-path optimality and variance-minimization of average cost Markov control processes. Zbl 0951.93074Hernández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe 25 1999 Minimax control of discrete-time stochastic systems. Zbl 1045.90083González-Trejo, J. I.; Hernández-Lerma, O.; Hoyos-Reyes, L. F. 24 2003 Lectures on continuous-time Markov control processes. Zbl 0866.93102Hernández Lerma, Onésimo 23 1994 Average cost Markov control processes with weighted norms: Existence of canonical policies. Zbl 0829.93067Gordienko, E.; Hernández-Lerma, O. 22 1995 Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061Hernández-Lerma, Onésimo; González-Hernández, Juan 21 2000 Zero-sum stochastic games in Borel spaces: average payoff criteria. Zbl 1140.91319Hernández-Lerma, Onésimo; Lasserre, Jean B. 20 2001 Approximation schemes for infinite linear programs. Zbl 0912.90219Hernández-Lerma, Onésimo; Lasserre, Jean B. 20 1998 Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008Guo, Xianping; Hernández-Lerma, Onésimo 19 2003 Continuous-time controlled Markov chains. Zbl 1049.60067Guo, Xianping; Hernández-Lerma, Onésimo 19 2003 Adaptive control of discounted Markov decision chains. Zbl 0543.90093Hernández-Lerma, O.; Marcus, S. I. 19 1985 Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 18 2005 Bias optimality for continuous-time controlled Markov chains. Zbl 1134.93049Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 17 2006 Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067Guo, Xianping; Hernández-Lerma, Onésimo 17 2003 Ergodic control of continuous-time Markov chains with pathwise constraints. Zbl 1165.93040Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 16 2008 Average cost Markov control processes with weighted norms: Value iteration. Zbl 0829.93068Gordienko, E.; Hernández-Lerma, O. 16 1995 Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338Guo, Xianping; Hernández-Lerma, Onésimo 15 2005 Constrained average cost Markov control processes in Borel spaces. Zbl 1049.90116Hernández-Lerma, Onésimo; González-Hernández, Juan; López-Martínez, Raquiel R. 15 2003 Average cost optimal policies for Markov control processes with Borel state space and unbounded costs. Zbl 0723.93080Hernández-Lerma, Onésimo; Lasserre, Jean B. 14 1990 Discounted continuous-time controlled Markov chains: convergence of control models. Zbl 1255.90126Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 13 2012 Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016Guo, Xianping; Hernández-Lerma, Onésimo 13 2005 The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Zbl 1077.93055Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 13 2005 The linear programming approach to deterministic optimal control problems. Zbl 0871.49005Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M. 13 1996 Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando 13 1991 Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. Zbl 1177.93101Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 12 2009 Extreme points of sets of randomized strategies in constrained optimization and control problems. Zbl 1097.90040González-Hernández, Juan; Hernández-Lerma, Onésimo 12 2005 Ergodic theorems and ergodic decomposition for Markov chains. Zbl 1002.60559Hernández-Lerma, Onésimo; Lasserre, Jean B. 12 1998 Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs. Zbl 1049.93089Hilgert, Nadine; Hernández-Lerma, Onésimo 11 2003 Monotone approximations for convex stochastic control problems. Zbl 0812.93078Hernández-Lerma, Onésimo; Runggaldier, Wolfgang J. 11 1994 Density estimation and adaptive control of Markov processes: Average and discounted criteria. Zbl 0717.93066Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando 11 1990 Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution. Zbl 0637.93075Hernández-Lerma, Onésimo; Marcus, Steven I. 11 1987 Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo 10 2008 Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026Guo, Xianping; Hernández-Lerma, Onésimo 10 2007 Existence of Nash equilibria for constrained stochastic games. Zbl 1143.91309Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo 10 2006 Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071Guo, Xianping; Hernández-Lerma, Onésimo 10 2003 Convergence of the optimal values of constrained Markov control processes. Zbl 1031.90058Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo 10 2002 Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. Zbl 1160.93397Hernández-Lerma, Onésimo; Govindan, T. E. 10 2001 Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002Hernández-Lerma, Onésimo; Lasserre, Jean B. 10 2000 Semi-Markov control models with average costs. Zbl 1050.90566Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo 10 1999 Value iteration and rolling plans for Markov control processes with unbounded rewards. Zbl 0781.90093Hernández-Lerma, Onésimo; Lasserre, Jean B. 10 1993 Average optimality in dynamic programming on Borel spaces – unbounded costs and controls. Zbl 0771.90098Hernández-Lerma, Onésimo 10 1991 Markov control processes with pathwise constraints. Zbl 1196.93101Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo 9 2010 Infinite-horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality. Zbl 0906.93062Hernández-Lerma, O.; Vega-Amaya, O. 9 1998 Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 9 1992 A forecast horizon and a stopping rule for general Markov decision processes. Zbl 0646.90090Hernández-Lerma, O.; Lasserre, J. B. 9 1988 Adaptive control of service in queueing systems. Zbl 0534.90037Hernández-Lerma, Onésimo; Marcus, Steven I. 9 1983 Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 8 1994 New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016Guo, Xianping; Hernández-Lerma, Onésimo 7 2011 Policy iteration for average cost Markov control processes on Borel spaces. Zbl 0872.93080Hernández-Lerma, Onésimo; Lasserre, Jean B. 7 1997 Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. Zbl 0771.93054Hernández-Lerma, Onésimo; Muñoz de Özak, Myriam 7 1992 Average cost Markov decision processes: Optimality conditions. Zbl 0739.90072Hernández-Lerma, O.; Hennet, J. C.; Lasserre, J. B. 7 1991 Optimal adaptive control of priority assignment in queueing systems. Zbl 0529.90045Hernandez-Lerma, Onesimo; Marcus, Steven I. 7 1984 The Lagrange approach to ergodic control of diffusions with cost constraints. Zbl 1308.93227Mendoza-Pérez, Armando F.; Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 6 2015 Bias and overtaking equilibria for zero-sum stochastic differential games. Zbl 1264.91017Escobedo-Trujillo, Beatris; López-Barrientos, Daniel; Hernández-Lerma, Onésimo 6 2012 The vanishing discount approach to constrained continuous-time controlled Markov chains. Zbl 1198.49022Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 6 2010 The linear programming approach. Zbl 1038.90051Hernández-Lerma, Onésimo; Lasserre, Jean B. 6 2002 Linear programming and average optimality of Markov control processes on Borel spaces – unbounded costs. Zbl 0799.90120Hernández-Lerma, Onésimo; Lasserre, Jean B. 6 1994 Iterative adaptive control of denumerable state average-cost Markov sytems. Zbl 0606.90130Acosta-Abreu, Roberto S.; Hernandez-Lerma, Onesimo 6 1985 Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 5 2010 Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. Zbl 1159.93034Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 5 2009 Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 5 1996 Discounted cost Markov decision processes on Borel spaces: The linear programming formulation. Zbl 0820.90124Hernández-Lerma, Onésimo; Hernández-Hernández, Daniel 5 1994 Adaptive control of Markov processes with incomplete state information and unknown parameters. Zbl 0585.90090Hernandez-Lerma, O.; Marcus, S. I. 5 1987 Approximation and adaptive policies in discounted dynamic programming. Zbl 0641.90087Hernández-Lerma, Onésimo 5 1985 A survey of static and dynamic potential games. Zbl 1371.91009González-Sánchez, David; Hernández-Lerma, Onésimo 4 2016 Evolutionary dynamics on measurable strategy spaces: asymmetric games. Zbl 1360.91027Mendoza-Palacios, Saul; Hernández-Lerma, Onésimo 4 2015 First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 4 2012 Deterministic optimal policies for Markov control processes with pathwise constraints. Zbl 1242.93145Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo 4 2012 Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 4 2011 On solutions to the mass transfer problem. Zbl 1165.49313González-Hernández, Juan; Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo 4 2006 Further criteria for positive Harris recurrence of Markov chains. Zbl 0970.60078Hernández-Lerma, Onésimo; Lasserre, Jean B. 4 2001 On the classification of Markov chains via occupation measures. Zbl 1001.60076Hernández-Lerma, Onésimo; Lasserre, Jean B. 4 2000 Markov control process with the expected total cost criterion: Optimality, stability, and transient models. Zbl 0964.93086Hernández-Lerma, Onésimo; Carrasco, Guadalupe; Pérez-Hernández, Rubén 4 1999 A counterexample on the semicontinuity of minima. Zbl 0842.90123Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo 4 1995 Invariant probabilities for Feller-Markov chains. Zbl 0870.60061Hernández-Lerma, Onésimo; Lasserre, Jean B. 4 1995 Numerical aspects of monotone approximations in convex stochastic control problems. Zbl 0832.93062Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J. 4 1995 Continuous dependence of stochastic control models on the noise distribution. Zbl 0639.93068Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando 4 1988 Nonstationary value-iteration and adaptive control of discounted semi- Markov processes. Zbl 0581.90096Hernández-Lerma, Onésimo 4 1985 Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. Zbl 1386.60263Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 3 2016 Dynamic potential games: the discrete-time stochastic case. Zbl 1302.91019González-Sánchez, David; Hernández-Lerma, Onésimo 3 2014 On the Euler equation approach to discrete-time nonstationary optimal control problems. Zbl 1267.93096González-Sánchez, David; Hernández-Lerma, Onésimo 3 2014 Discrete-time stochastic control and dynamic potential games. The Euler-equation approach. Zbl 1344.93001González-Sánchez, David; Hernández-Lerma, Onésimo 3 2013 The scalarization approach to multiobjective Markov control problems: Why does it work? Zbl 1081.90056Hernández-Lerma, Onésimo; Romera, Rosario 3 2004 Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces. Zbl 1003.90026Hernández-Lerma, Onésimo; Gabriel, J. Rigoberto 3 2002 The Lagrange approach to infinite linear programs. Zbl 0991.90131Gabriel, J. Rigoberto; López-Martínez, Raquiel R.; Hernández-Lerma, Onésimo 3 2001 An extension of the Vitali-Hahn-Saks Theorem. Zbl 0876.28006Hernández-Lerma, Onésimo; Lasserre, Jean B. 3 1996 Weak conditions for average optimality in Markov control processes. Zbl 0804.49018Hernández-Lerma, Onésimo; Lasserre, Jean B. 3 1994 Existence of average optimal policies in Markov control processes with strictly unbounded costs. Zbl 0792.93120Hernández-Lerma, Onésimo 3 1993 Recursive adaptive control of Markov decision processes with the average reward criterion. Zbl 0723.90085Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 3 1991 An inverse optimal problem in discrete-time stochastic control. Zbl 1260.93175González-Sánchez, David; Hernández-Lerma, Onésimo 2 2013 Potential differential games. Zbl 1397.91085Fonseca-Morales, Alejandra; Hernández-Lerma, Onésimo 1 2018 Stability of the replicator dynamics for games in metric spaces. Zbl 1386.91027Hernández-Lerma, Onésimo; Mendoza-Palacios, Saul 1 2017 A survey of static and dynamic potential games. Zbl 1371.91009González-Sánchez, David; Hernández-Lerma, Onésimo 4 2016 Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. Zbl 1386.60263Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 3 2016 The Lagrange approach to ergodic control of diffusions with cost constraints. Zbl 1308.93227Mendoza-Pérez, Armando F.; Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 6 2015 Evolutionary dynamics on measurable strategy spaces: asymmetric games. Zbl 1360.91027Mendoza-Palacios, Saul; Hernández-Lerma, Onésimo 4 2015 Dynamic potential games: the discrete-time stochastic case. Zbl 1302.91019González-Sánchez, David; Hernández-Lerma, Onésimo 3 2014 On the Euler equation approach to discrete-time nonstationary optimal control problems. Zbl 1267.93096González-Sánchez, David; Hernández-Lerma, Onésimo 3 2014 Discrete-time stochastic control and dynamic potential games. The Euler-equation approach. Zbl 1344.93001González-Sánchez, David; Hernández-Lerma, Onésimo 3 2013 An inverse optimal problem in discrete-time stochastic control. Zbl 1260.93175González-Sánchez, David; Hernández-Lerma, Onésimo 2 2013 Selected topics on continuous-time controlled Markov chains and Markov games. Zbl 1269.60004Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 25 2012 Discounted continuous-time controlled Markov chains: convergence of control models. Zbl 1255.90126Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 13 2012 Bias and overtaking equilibria for zero-sum stochastic differential games. Zbl 1264.91017Escobedo-Trujillo, Beatris; López-Barrientos, Daniel; Hernández-Lerma, Onésimo 6 2012 First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 4 2012 Deterministic optimal policies for Markov control processes with pathwise constraints. Zbl 1242.93145Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo 4 2012 Variance-minimization of Markov control processes with pathwise constraints. Zbl 1252.93136Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo 1 2012 New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016Guo, Xianping; Hernández-Lerma, Onésimo 7 2011 Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 4 2011 Markov control processes with pathwise constraints. Zbl 1196.93101Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo 9 2010 The vanishing discount approach to constrained continuous-time controlled Markov chains. Zbl 1198.49022Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 6 2010 Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo 5 2010 Asymptotic normality of discrete-time Markov control processes. Zbl 1200.93138Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo 1 2010 Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002Guo, Xianping; Hernández-Lerma, Onésimo 71 2009 Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. Zbl 1177.93101Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 12 2009 Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. Zbl 1159.93034Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 5 2009 Blackwell optimality for controlled diffusion processes. Zbl 1165.93038Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 2 2009 Characterizations of overtaking optimality for controlled diffusion processes. Zbl 1162.49025Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo 30 2008 Ergodic control of continuous-time Markov chains with pathwise constraints. Zbl 1165.93040Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 16 2008 Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo 10 2008 Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026Guo, Xianping; Hernández-Lerma, Onésimo 10 2007 A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás 30 2006 Bias optimality for continuous-time controlled Markov chains. Zbl 1134.93049Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 17 2006 Existence of Nash equilibria for constrained stochastic games. Zbl 1143.91309Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo 10 2006 On solutions to the mass transfer problem. Zbl 1165.49313González-Hernández, Juan; Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo 4 2006 Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems. Zbl 1132.90369Villalobos-Arias, Mario; Coello, Carlos A. Coello; Hernández-Lerma, Onésimo 2 2006 Asymptotic convergence of metaheuristics for multiobjective optimization problems. Zbl 1114.90120Villalobos-Arias, Mario; Coello Coello, Carlos A.; Hernández-Lerma, Onésimo 2 2006 Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 18 2005 Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338Guo, Xianping; Hernández-Lerma, Onésimo 15 2005 Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016Guo, Xianping; Hernández-Lerma, Onésimo 13 2005 The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Zbl 1077.93055Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo 13 2005 Extreme points of sets of randomized strategies in constrained optimization and control problems. Zbl 1097.90040González-Hernández, Juan; Hernández-Lerma, Onésimo 12 2005 The scalarization approach to multiobjective Markov control problems: Why does it work? Zbl 1081.90056Hernández-Lerma, Onésimo; Romera, Rosario 3 2004 Markov chains and invariant probabilities. Zbl 1036.60003Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 40 2003 Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346Guo, Xianping; Hernández-Lerma, Onésimo 26 2003 Minimax control of discrete-time stochastic systems. Zbl 1045.90083González-Trejo, J. I.; Hernández-Lerma, O.; Hoyos-Reyes, L. F. 24 2003 Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008Guo, Xianping; Hernández-Lerma, Onésimo 19 2003 Continuous-time controlled Markov chains. Zbl 1049.60067Guo, Xianping; Hernández-Lerma, Onésimo 19 2003 Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067Guo, Xianping; Hernández-Lerma, Onésimo 17 2003 Constrained average cost Markov control processes in Borel spaces. Zbl 1049.90116Hernández-Lerma, Onésimo; González-Hernández, Juan; López-Martínez, Raquiel R. 15 2003 Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs. Zbl 1049.93089Hilgert, Nadine; Hernández-Lerma, Onésimo 11 2003 Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071Guo, Xianping; Hernández-Lerma, Onésimo 10 2003 Convergence of the optimal values of constrained Markov control processes. Zbl 1031.90058Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo 10 2002 The linear programming approach. Zbl 1038.90051Hernández-Lerma, Onésimo; Lasserre, Jean B. 6 2002 Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces. Zbl 1003.90026Hernández-Lerma, Onésimo; Gabriel, J. Rigoberto 3 2002 Zero-sum stochastic games in Borel spaces: average payoff criteria. Zbl 1140.91319Hernández-Lerma, Onésimo; Lasserre, Jean B. 20 2001 Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. Zbl 1160.93397Hernández-Lerma, Onésimo; Govindan, T. E. 10 2001 Further criteria for positive Harris recurrence of Markov chains. Zbl 0970.60078Hernández-Lerma, Onésimo; Lasserre, Jean B. 4 2001 The Lagrange approach to infinite linear programs. Zbl 0991.90131Gabriel, J. Rigoberto; López-Martínez, Raquiel R.; Hernández-Lerma, Onésimo 3 2001 A multiobjective control approach to priority queues. Zbl 1036.93066Hernández-Lerma, Onésimo; Hoyos-Reyes, Luis F. 2 2001 Strong duality of the general capacity problem in metric spaces. Zbl 1031.90013Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo 2 2001 Limiting discounted-cost control of partially observable stochastic systems. Zbl 0997.93101Hernández-Lerma, Onésimo; Romera, Rosario 2 2001 Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061Hernández-Lerma, Onésimo; González-Hernández, Juan 21 2000 Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002Hernández-Lerma, Onésimo; Lasserre, Jean B. 10 2000 On the classification of Markov chains via occupation measures. Zbl 1001.60076Hernández-Lerma, Onésimo; Lasserre, Jean B. 4 2000 Limiting optimal discounted-cost control of a class of time-varying stochastic systems. Zbl 0977.93084Hilgert, N.; Hernández-Lerma, O. 1 2000 Further topics on discrete-time Markov control processes. Zbl 0928.93002Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 198 1999 Sample-path optimality and variance-minimization of average cost Markov control processes. Zbl 0951.93074Hernández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe 25 1999 Semi-Markov control models with average costs. Zbl 1050.90566Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo 10 1999 Markov control process with the expected total cost criterion: Optimality, stability, and transient models. Zbl 0964.93086Hernández-Lerma, Onésimo; Carrasco, Guadalupe; Pérez-Hernández, Rubén 4 1999 Envelopes of sets of measures, tightness, and Markov control processes. Zbl 0933.93074González-Hernández, J.; Hernández-Lerma, O. 2 1999 Approximation schemes for infinite linear programs. Zbl 0912.90219Hernández-Lerma, Onésimo; Lasserre, Jean B. 20 1998 Ergodic theorems and ergodic decomposition for Markov chains. Zbl 1002.60559Hernández-Lerma, Onésimo; Lasserre, Jean B. 12 1998 Infinite-horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality. Zbl 0906.93062Hernández-Lerma, O.; Vega-Amaya, O. 9 1998 Existence and uniqueness of fixed points for Markov operators and Markov processes. Zbl 0891.60061Hernández-Lerma, Onésimo; Lasserre, Jean B. 2 1998 Linear programming approximations for Markov control processes in metric spaces. Zbl 0912.93068Hernández-Lerma, Onésimo; Lasserre, Jean B. 1 1998 Infinite linear programming and multichain Markov control processes in uncountable spaces. Zbl 0914.93070Hernández-Lerma, Onésimo; González-Hernández, Juan 1 1998 Policy iteration for average cost Markov control processes on Borel spaces. Zbl 0872.93080Hernández-Lerma, Onésimo; Lasserre, Jean B. 7 1997 Cone-constrained linear equations in Banach spaces. Zbl 0886.47008Hernandez-Lerma, O.; Lasserre, J. B. 2 1997 Average optimality in Markov control processes via discounted-cost problems and linear programming. Zbl 0853.93106Hernández-Lerma, Onésimo; Lasserre, Jean B. 31 1996 The linear programming approach to deterministic optimal control problems. Zbl 0871.49005Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M. 13 1996 Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 5 1996 An extension of the Vitali-Hahn-Saks Theorem. Zbl 0876.28006Hernández-Lerma, Onésimo; Lasserre, Jean B. 3 1996 Existence of bounded invariant probability densities for Markov chains. Zbl 0865.60063Hernández-Lerma, Onésimo; Lasserre, Jean B. 1 1996 Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 87 1995 Average cost Markov control processes with weighted norms: Existence of canonical policies. Zbl 0829.93067Gordienko, E.; Hernández-Lerma, O. 22 1995 Average cost Markov control processes with weighted norms: Value iteration. Zbl 0829.93068Gordienko, E.; Hernández-Lerma, O. 16 1995 A counterexample on the semicontinuity of minima. Zbl 0842.90123Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo 4 1995 Invariant probabilities for Feller-Markov chains. Zbl 0870.60061Hernández-Lerma, Onésimo; Lasserre, Jean B. 4 1995 Numerical aspects of monotone approximations in convex stochastic control problems. Zbl 0832.93062Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J. 4 1995 Lectures on continuous-time Markov control processes. Zbl 0866.93102Hernández Lerma, Onésimo 23 1994 Monotone approximations for convex stochastic control problems. Zbl 0812.93078Hernández-Lerma, Onésimo; Runggaldier, Wolfgang J. 11 1994 Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo 8 1994 Linear programming and average optimality of Markov control processes on Borel spaces – unbounded costs. Zbl 0799.90120Hernández-Lerma, Onésimo; Lasserre, Jean B. 6 1994 Discounted cost Markov decision processes on Borel spaces: The linear programming formulation. Zbl 0820.90124Hernández-Lerma, Onésimo; Hernández-Hernández, Daniel 5 1994 Weak conditions for average optimality in Markov control processes. Zbl 0804.49018Hernández-Lerma, Onésimo; Lasserre, Jean B. 3 1994 Conditions for average optimality in Markov control processes on Borel spaces. Zbl 0849.90125Montes-de-Oca, R.; Minjárez Sosa, J. A.; Hernández-Lerma, O. 2 1994 Value iteration and rolling plans for Markov control processes with unbounded rewards. Zbl 0781.90093Hernández-Lerma, Onésimo; Lasserre, Jean B. 10 1993 Existence of average optimal policies in Markov control processes with strictly unbounded costs. Zbl 0792.93120Hernández-Lerma, Onésimo 3 1993 Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo 9 1992 Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. Zbl 0771.93054Hernández-Lerma, Onésimo; Muñoz de Özak, Myriam 7 1992 ...and 28 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 623 Authors 68 Guo, Xianping 62 Hernández-Lerma, Onésimo 28 Cavazos-Cadena, Rolando 26 Dufour, François 22 Jaśkiewicz, Anna 20 Montes-de-Oca, Raúl 20 Piunovskiĭ, Alekseĭ Borisovich 20 Prieto-Rumeau, Tomás 19 Zhang, Yi 18 Nowak, Andrzej S. 17 Minjárez-Sosa, J. Adolfo 16 Wei, Qingda 15 Feinberg, Eugene Aleksandrovich 15 Huang, Yonghui 15 Marcus, Steven I. 15 Zaslavski, Alexander Yakovlevich 14 Jasso-Fuentes, Héctor 14 Lasserre, Jean-Bernard 13 Zhu, Quanxin 11 Costa, Oswaldo Luiz V. 10 Cruz Suárez, Hugo Adán 8 Escobedo-Trujillo, Beatris Adriana 8 Gordienko, Evgueni I. 8 Luque-Vásquez, Fernando 7 Borkar, Vivek Shripad 7 Gaitsgory, Vladimir A. 7 Ghosh, Mrinal Kanti 7 Kasyanov, Pavlo O. 6 Chen, Xian 6 González-Hernández, Juan 6 Huang, Xiangxiang 6 Lemus-Rodríguez, Enrique 6 López-Martínez, Raquiel Rufino 6 Mendoza-Pérez, Armando Felipe 6 Saldi, Naci 6 Vega-Amaya, Oscar 6 Xia, Li 6 Ye, Liuer 6 Yüksel, Serdar 6 Zhang, Junyu 6 Zou, Xiaolong 5 Abate, Alessandro 5 Arapostathis, Aristotle 5 Chang, Hyeong Soo 5 Fernández-Gaucherand, Emmanuel 5 Hernández-Hernández, Daniel 5 Liu, Qiuli 5 Menaldi, Jose-Luis 5 Zhang, Wenzhao 4 Altman, Eitan 4 González-Sánchez, David 4 López-Barrientos, José Daniel 4 Lu, Xianggang 4 Lygeros, John 4 Runggaldier, Wolfgang J. 4 Stachurski, John 4 Wu, Xiao 4 Yu, Huizhen 4 Zgurovsky, Mikhail Z. 3 Avrachenkov, Konstantin Evgen’evich 3 Bertsekas, Dimitri Panteli 3 Bhulai, Sandjai 3 Clempner, Julio B. 3 Guo, Xin 3 Hernández-del-Valle, Adrián 3 Hille, Sander Cornelis 3 Hsu, Shun-Pin 3 Kurano, Masami 3 Matkowski, Janusz 3 Ohtsubo, Yoshio 3 Raginsky, Maxim 3 Robin, Maurice 3 Romera, Rosario 3 Saha, Subhamay 3 Salem-Silva, Francisco Sergio 3 Sennott, Linn I. 3 Shvartsman, Ilya A. 3 Song, Xinyuan 3 Spieksma, Flora Margaretha 3 Stettner, Łukasz 3 Stockbridge, Richard H. 2 Akian, Marianne 2 Anselmi, Jonatha 2 Artstein, Zvi 2 Avendaño-Garrido, Martha Lorena 2 Bandini, Elena 2 Başar, Tamer 2 Bäuerle, Nicole 2 Burnetas, Apostolos N. 2 Çekyay, Bora 2 Charalambous, Charalambos D. 2 Chatterjee, Debasish 2 Chávez-Rodríguez, Selene 2 Confortola, Fulvia 2 Cruz-Suárez, Daniel 2 De Bock, Jasper 2 Dey, Subhrakanti 2 Diasparra, Maikol A. 2 do Val, João B. R. 2 Flesch, Janos ...and 523 more Authors all top 5 Cited in 138 Serials 41 Journal of Mathematical Analysis and Applications 32 SIAM Journal on Control and Optimization 29 Journal of Optimization Theory and Applications 29 Systems & Control Letters 28 Mathematical Methods of Operations Research 27 Applied Mathematics and Optimization 24 Journal of Applied Probability 23 Operations Research Letters 22 Automatica 20 Kybernetika 19 European Journal of Operational Research 15 Annals of Operations Research 14 Dynamic Games and Applications 14 Journal of Dynamics and Games 11 Advances in Applied Probability 10 Statistics & Probability Letters 10 Discrete Event Dynamic Systems 10 Top 9 Mathematics of Operations Research 9 Optimization 8 Stochastic Analysis and Applications 8 Stochastic Processes and their Applications 7 International Journal of Control 7 Journal of Economic Theory 7 Nonlinear Analysis. Theory, Methods & Applications. 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Probabilités et Statistiques ...and 38 more Serials all top 5 Cited in 33 Fields 377 Operations research, mathematical programming (90-XX) 272 Systems theory; control (93-XX) 240 Probability theory and stochastic processes (60-XX) 140 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 99 Calculus of variations and optimal control; optimization (49-XX) 22 Statistics (62-XX) 16 Numerical analysis (65-XX) 15 Computer science (68-XX) 14 Dynamical systems and ergodic theory (37-XX) 9 Measure and integration (28-XX) 9 Ordinary differential equations (34-XX) 9 Operator theory (47-XX) 8 Biology and other natural sciences (92-XX) 5 Partial differential equations (35-XX) 5 Functional analysis (46-XX) 3 General topology (54-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Fluid mechanics (76-XX) 1 Mathematical logic and foundations (03-XX) 1 Potential theory (31-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year Wikidata Timeline