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Hernández-Lerma, Onésimo

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Author ID: hernandez-lerma.onesimo Recent zbMATH articles by "Hernández-Lerma, Onésimo"
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

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

Publications by Year

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 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
198
1999
Adaptive Markov control processes. Zbl 0698.90053
Hernández-Lerma, O.
118
1989
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
87
1995
Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002
Guo, Xianping; Hernández-Lerma, Onésimo
71
2009
Markov chains and invariant probabilities. Zbl 1036.60003
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
40
2003
Average optimality in Markov control processes via discounted-cost problems and linear programming. Zbl 0853.93106
Hernández-Lerma, Onésimo; Lasserre, Jean B.
31
1996
Characterizations of overtaking optimality for controlled diffusion processes. Zbl 1162.49025
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
30
2008
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427
Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás
30
2006
Error bounds for rolling horizon policies in discrete-time Markov control processes. Zbl 0724.93087
Hernández-Lerma, O.; Lasserre, J. B.
29
1990
Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346
Guo, Xianping; Hernández-Lerma, Onésimo
26
2003
Selected topics on continuous-time controlled Markov chains and Markov games. Zbl 1269.60004
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
25
2012
Sample-path optimality and variance-minimization of average cost Markov control processes. Zbl 0951.93074
Hernández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe
25
1999
Minimax control of discrete-time stochastic systems. Zbl 1045.90083
González-Trejo, J. I.; Hernández-Lerma, O.; Hoyos-Reyes, L. F.
24
2003
Lectures on continuous-time Markov control processes. Zbl 0866.93102
Hernández Lerma, Onésimo
23
1994
Average cost Markov control processes with weighted norms: Existence of canonical policies. Zbl 0829.93067
Gordienko, E.; Hernández-Lerma, O.
22
1995
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
21
2000
Zero-sum stochastic games in Borel spaces: average payoff criteria. Zbl 1140.91319
Hernández-Lerma, Onésimo; Lasserre, Jean B.
20
2001
Approximation schemes for infinite linear programs. Zbl 0912.90219
Hernández-Lerma, Onésimo; Lasserre, Jean B.
20
1998
Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. Zbl 1071.91008
Guo, Xianping; Hernández-Lerma, Onésimo
19
2003
Continuous-time controlled Markov chains. Zbl 1049.60067
Guo, Xianping; Hernández-Lerma, Onésimo
19
2003
Adaptive control of discounted Markov decision chains. Zbl 0543.90093
Hernández-Lerma, O.; Marcus, S. I.
19
1985
Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
18
2005
Bias optimality for continuous-time controlled Markov chains. Zbl 1134.93049
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
17
2006
Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067
Guo, Xianping; Hernández-Lerma, Onésimo
17
2003
Ergodic control of continuous-time Markov chains with pathwise constraints. Zbl 1165.93040
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
16
2008
Average cost Markov control processes with weighted norms: Value iteration. Zbl 0829.93068
Gordienko, E.; Hernández-Lerma, O.
16
1995
Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338
Guo, Xianping; Hernández-Lerma, Onésimo
15
2005
Constrained average cost Markov control processes in Borel spaces. Zbl 1049.90116
Hernández-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 0723.93080
Hernández-Lerma, Onésimo; Lasserre, Jean B.
14
1990
Discounted continuous-time controlled Markov chains: convergence of control models. Zbl 1255.90126
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
13
2012
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016
Guo, Xianping; Hernández-Lerma, Onésimo
13
2005
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Zbl 1077.93055
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
13
2005
The linear programming approach to deterministic optimal control problems. Zbl 0871.49005
Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M.
13
1996
Recurrence conditions for Markov decision processes with Borel state space: A survey. Zbl 0717.90087
Hernández-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 1177.93101
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
12
2009
Extreme points of sets of randomized strategies in constrained optimization and control problems. Zbl 1097.90040
González-Hernández, Juan; Hernández-Lerma, Onésimo
12
2005
Ergodic theorems and ergodic decomposition for Markov chains. Zbl 1002.60559
Hernández-Lerma, Onésimo; Lasserre, Jean B.
12
1998
Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs. Zbl 1049.93089
Hilgert, Nadine; Hernández-Lerma, Onésimo
11
2003
Monotone approximations for convex stochastic control problems. Zbl 0812.93078
Hernández-Lerma, Onésimo; Runggaldier, Wolfgang J.
11
1994
Density estimation and adaptive control of Markov processes: Average and discounted criteria. Zbl 0717.93066
Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando
11
1990
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution. Zbl 0637.93075
Hernández-Lerma, Onésimo; Marcus, Steven I.
11
1987
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050
Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo
10
2008
Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026
Guo, Xianping; Hernández-Lerma, Onésimo
10
2007
Existence of Nash equilibria for constrained stochastic games. Zbl 1143.91309
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
10
2006
Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071
Guo, Xianping; Hernández-Lerma, Onésimo
10
2003
Convergence of the optimal values of constrained Markov control processes. Zbl 1031.90058
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
10
2002
Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. Zbl 1160.93397
Hernández-Lerma, Onésimo; Govindan, T. E.
10
2001
Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002
Hernández-Lerma, Onésimo; Lasserre, Jean B.
10
2000
Semi-Markov control models with average costs. Zbl 1050.90566
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
10
1999
Value iteration and rolling plans for Markov control processes with unbounded rewards. Zbl 0781.90093
Hernández-Lerma, Onésimo; Lasserre, Jean B.
10
1993
Average optimality in dynamic programming on Borel spaces – unbounded costs and controls. Zbl 0771.90098
Hernández-Lerma, Onésimo
10
1991
Markov control processes with pathwise constraints. Zbl 1196.93101
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
9
2010
Infinite-horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality. Zbl 0906.93062
Hernández-Lerma, O.; Vega-Amaya, O.
9
1998
Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo
9
1992
A forecast horizon and a stopping rule for general Markov decision processes. Zbl 0646.90090
Hernández-Lerma, O.; Lasserre, J. B.
9
1988
Adaptive control of service in queueing systems. Zbl 0534.90037
Hernández-Lerma, Onésimo; Marcus, Steven I.
9
1983
Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
8
1994
New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016
Guo, Xianping; Hernández-Lerma, Onésimo
7
2011
Policy iteration for average cost Markov control processes on Borel spaces. Zbl 0872.93080
Hernández-Lerma, Onésimo; Lasserre, Jean B.
7
1997
Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. Zbl 0771.93054
Hernández-Lerma, Onésimo; Muñoz de Özak, Myriam
7
1992
Average cost Markov decision processes: Optimality conditions. Zbl 0739.90072
Hernández-Lerma, O.; Hennet, J. C.; Lasserre, J. B.
7
1991
Optimal adaptive control of priority assignment in queueing systems. Zbl 0529.90045
Hernandez-Lerma, Onesimo; Marcus, Steven I.
7
1984
The Lagrange approach to ergodic control of diffusions with cost constraints. Zbl 1308.93227
Mendoza-Pérez, Armando F.; Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
6
2015
Bias and overtaking equilibria for zero-sum stochastic differential games. Zbl 1264.91017
Escobedo-Trujillo, Beatris; López-Barrientos, Daniel; Hernández-Lerma, Onésimo
6
2012
The vanishing discount approach to constrained continuous-time controlled Markov chains. Zbl 1198.49022
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
6
2010
The linear programming approach. Zbl 1038.90051
Hernández-Lerma, Onésimo; Lasserre, Jean B.
6
2002
Linear programming and average optimality of Markov control processes on Borel spaces – unbounded costs. Zbl 0799.90120
Hernández-Lerma, Onésimo; Lasserre, Jean B.
6
1994
Iterative adaptive control of denumerable state average-cost Markov sytems. Zbl 0606.90130
Acosta-Abreu, Roberto S.; Hernandez-Lerma, Onesimo
6
1985
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
5
2010
Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. Zbl 1159.93034
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
5
2009
Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
5
1996
Discounted cost Markov decision processes on Borel spaces: The linear programming formulation. Zbl 0820.90124
Hernández-Lerma, Onésimo; Hernández-Hernández, Daniel
5
1994
Adaptive control of Markov processes with incomplete state information and unknown parameters. Zbl 0585.90090
Hernandez-Lerma, O.; Marcus, S. I.
5
1987
Approximation and adaptive policies in discounted dynamic programming. Zbl 0641.90087
Hernández-Lerma, Onésimo
5
1985
A survey of static and dynamic potential games. Zbl 1371.91009
González-Sánchez, David; Hernández-Lerma, Onésimo
4
2016
Evolutionary dynamics on measurable strategy spaces: asymmetric games. Zbl 1360.91027
Mendoza-Palacios, Saul; Hernández-Lerma, Onésimo
4
2015
First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
4
2012
Deterministic optimal policies for Markov control processes with pathwise constraints. Zbl 1242.93145
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
4
2012
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
4
2011
On solutions to the mass transfer problem. Zbl 1165.49313
González-Hernández, Juan; Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo
4
2006
Further criteria for positive Harris recurrence of Markov chains. Zbl 0970.60078
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2001
On the classification of Markov chains via occupation measures. Zbl 1001.60076
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2000
Markov control process with the expected total cost criterion: Optimality, stability, and transient models. Zbl 0964.93086
Hernández-Lerma, Onésimo; Carrasco, Guadalupe; Pérez-Hernández, Rubén
4
1999
A counterexample on the semicontinuity of minima. Zbl 0842.90123
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
4
1995
Invariant probabilities for Feller-Markov chains. Zbl 0870.60061
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
1995
Numerical aspects of monotone approximations in convex stochastic control problems. Zbl 0832.93062
Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J.
4
1995
Continuous dependence of stochastic control models on the noise distribution. Zbl 0639.93068
Hernández-Lerma, Onésimo; Cavazos-Cadena, Rolando
4
1988
Nonstationary value-iteration and adaptive control of discounted semi- Markov processes. Zbl 0581.90096
Hernández-Lerma, Onésimo
4
1985
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. Zbl 1386.60263
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
3
2016
Dynamic potential games: the discrete-time stochastic case. Zbl 1302.91019
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2014
On the Euler equation approach to discrete-time nonstationary optimal control problems. Zbl 1267.93096
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2014
Discrete-time stochastic control and dynamic potential games. The Euler-equation approach. Zbl 1344.93001
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2013
The scalarization approach to multiobjective Markov control problems: Why does it work? Zbl 1081.90056
Hernández-Lerma, Onésimo; Romera, Rosario
3
2004
Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces. Zbl 1003.90026
Hernández-Lerma, Onésimo; Gabriel, J. Rigoberto
3
2002
The Lagrange approach to infinite linear programs. Zbl 0991.90131
Gabriel, J. Rigoberto; López-Martínez, Raquiel R.; Hernández-Lerma, Onésimo
3
2001
An extension of the Vitali-Hahn-Saks Theorem. Zbl 0876.28006
Hernández-Lerma, Onésimo; Lasserre, Jean B.
3
1996
Weak conditions for average optimality in Markov control processes. Zbl 0804.49018
Hernández-Lerma, Onésimo; Lasserre, Jean B.
3
1994
Existence of average optimal policies in Markov control processes with strictly unbounded costs. Zbl 0792.93120
Hernández-Lerma, Onésimo
3
1993
Recursive adaptive control of Markov decision processes with the average reward criterion. Zbl 0723.90085
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo
3
1991
An inverse optimal problem in discrete-time stochastic control. Zbl 1260.93175
González-Sánchez, David; Hernández-Lerma, Onésimo
2
2013
Potential differential games. Zbl 1397.91085
Fonseca-Morales, Alejandra; Hernández-Lerma, Onésimo
1
2018
Stability of the replicator dynamics for games in metric spaces. Zbl 1386.91027
Hernández-Lerma, Onésimo; Mendoza-Palacios, Saul
1
2017
A survey of static and dynamic potential games. Zbl 1371.91009
González-Sánchez, David; Hernández-Lerma, Onésimo
4
2016
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. Zbl 1386.60263
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
3
2016
The Lagrange approach to ergodic control of diffusions with cost constraints. Zbl 1308.93227
Mendoza-Pérez, Armando F.; Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
6
2015
Evolutionary dynamics on measurable strategy spaces: asymmetric games. Zbl 1360.91027
Mendoza-Palacios, Saul; Hernández-Lerma, Onésimo
4
2015
Dynamic potential games: the discrete-time stochastic case. Zbl 1302.91019
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2014
On the Euler equation approach to discrete-time nonstationary optimal control problems. Zbl 1267.93096
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2014
Discrete-time stochastic control and dynamic potential games. The Euler-equation approach. Zbl 1344.93001
González-Sánchez, David; Hernández-Lerma, Onésimo
3
2013
An inverse optimal problem in discrete-time stochastic control. Zbl 1260.93175
González-Sánchez, David; Hernández-Lerma, Onésimo
2
2013
Selected topics on continuous-time controlled Markov chains and Markov games. Zbl 1269.60004
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
25
2012
Discounted continuous-time controlled Markov chains: convergence of control models. Zbl 1255.90126
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
13
2012
Bias and overtaking equilibria for zero-sum stochastic differential games. Zbl 1264.91017
Escobedo-Trujillo, Beatris; López-Barrientos, Daniel; Hernández-Lerma, Onésimo
6
2012
First passage problems for nonstationary discrete-time stochastic control systems. Zbl 1291.93328
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
4
2012
Deterministic optimal policies for Markov control processes with pathwise constraints. Zbl 1242.93145
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
4
2012
Variance-minimization of Markov control processes with pathwise constraints. Zbl 1252.93136
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
1
2012
New optimality conditions for average-payoff continuous-time Markov games in Polish spaces. Zbl 1230.91016
Guo, Xianping; Hernández-Lerma, Onésimo
7
2011
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases. Zbl 1222.93135
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
4
2011
Markov control processes with pathwise constraints. Zbl 1196.93101
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
9
2010
The vanishing discount approach to constrained continuous-time controlled Markov chains. Zbl 1198.49022
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
6
2010
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. Zbl 1213.49035
Guo, Xianping; Hernández-del-Valle, Adrián; Hernández-Lerma, Onésimo
5
2010
Asymptotic normality of discrete-time Markov control processes. Zbl 1200.93138
Mendoza-Pérez, Armando F.; Hernández-Lerma, Onésimo
1
2010
Continuous-time Markov decision processes. Theory and applications. Zbl 1209.90002
Guo, Xianping; Hernández-Lerma, Onésimo
71
2009
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains. Zbl 1177.93101
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
12
2009
Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes. Zbl 1159.93034
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
5
2009
Blackwell optimality for controlled diffusion processes. Zbl 1165.93038
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
2
2009
Characterizations of overtaking optimality for controlled diffusion processes. Zbl 1162.49025
Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo
30
2008
Ergodic control of continuous-time Markov chains with pathwise constraints. Zbl 1165.93040
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
16
2008
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions. Zbl 1147.60050
Ye, Liuer; Guo, Xianping; Hernández-Lerma, Onésimo
10
2008
Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs. Zbl 1140.91026
Guo, Xianping; Hernández-Lerma, Onésimo
10
2007
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). Zbl 1278.90427
Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás
30
2006
Bias optimality for continuous-time controlled Markov chains. Zbl 1134.93049
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
17
2006
Existence of Nash equilibria for constrained stochastic games. Zbl 1143.91309
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
10
2006
On solutions to the mass transfer problem. Zbl 1165.49313
González-Hernández, Juan; Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo
4
2006
Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems. Zbl 1132.90369
Villalobos-Arias, Mario; Coello, Carlos A. Coello; Hernández-Lerma, Onésimo
2
2006
Asymptotic convergence of metaheuristics for multiobjective optimization problems. Zbl 1114.90120
Villalobos-Arias, Mario; Coello Coello, Carlos A.; Hernández-Lerma, Onésimo
2
2006
Bias and overtaking equilibria for zero-sum continuous-time Markov games. Zbl 1114.91019
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
18
2005
Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs. Zbl 1138.91338
Guo, Xianping; Hernández-Lerma, Onésimo
15
2005
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates. Zbl 1125.91016
Guo, Xianping; Hernández-Lerma, Onésimo
13
2005
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains. Zbl 1077.93055
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo
13
2005
Extreme points of sets of randomized strategies in constrained optimization and control problems. Zbl 1097.90040
González-Hernández, Juan; Hernández-Lerma, Onésimo
12
2005
The scalarization approach to multiobjective Markov control problems: Why does it work? Zbl 1081.90056
Hernández-Lerma, Onésimo; Romera, Rosario
3
2004
Markov chains and invariant probabilities. Zbl 1036.60003
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
40
2003
Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. Zbl 1364.90346
Guo, Xianping; Hernández-Lerma, Onésimo
26
2003
Minimax control of discrete-time stochastic systems. Zbl 1045.90083
González-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 1071.91008
Guo, Xianping; Hernández-Lerma, Onésimo
19
2003
Continuous-time controlled Markov chains. Zbl 1049.60067
Guo, Xianping; Hernández-Lerma, Onésimo
19
2003
Continuous-time controlled Markov chains with discounted rewards. Zbl 1043.93067
Guo, Xianping; Hernández-Lerma, Onésimo
17
2003
Constrained average cost Markov control processes in Borel spaces. Zbl 1049.90116
Hernández-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 1049.93089
Hilgert, Nadine; Hernández-Lerma, Onésimo
11
2003
Constrained continuous-time Markov control processes with discounted criteria. Zbl 1099.90071
Guo, Xianping; Hernández-Lerma, Onésimo
10
2003
Convergence of the optimal values of constrained Markov control processes. Zbl 1031.90058
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo
10
2002
The linear programming approach. Zbl 1038.90051
Hernández-Lerma, Onésimo; Lasserre, Jean B.
6
2002
Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces. Zbl 1003.90026
Hernández-Lerma, Onésimo; Gabriel, J. Rigoberto
3
2002
Zero-sum stochastic games in Borel spaces: average payoff criteria. Zbl 1140.91319
Hernández-Lerma, Onésimo; Lasserre, Jean B.
20
2001
Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. Zbl 1160.93397
Hernández-Lerma, Onésimo; Govindan, T. E.
10
2001
Further criteria for positive Harris recurrence of Markov chains. Zbl 0970.60078
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2001
The Lagrange approach to infinite linear programs. Zbl 0991.90131
Gabriel, J. Rigoberto; López-Martínez, Raquiel R.; Hernández-Lerma, Onésimo
3
2001
A multiobjective control approach to priority queues. Zbl 1036.93066
Hernández-Lerma, Onésimo; Hoyos-Reyes, Luis F.
2
2001
Strong duality of the general capacity problem in metric spaces. Zbl 1031.90013
Gabriel, J. Rigoberto; Hernández-Lerma, Onésimo
2
2001
Limiting discounted-cost control of partially observable stochastic systems. Zbl 0997.93101
Hernández-Lerma, Onésimo; Romera, Rosario
2
2001
Constrained Markov control processes in Borel spaces: the discounted case. Zbl 1032.90061
Hernández-Lerma, Onésimo; González-Hernández, Juan
21
2000
Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002
Hernández-Lerma, Onésimo; Lasserre, Jean B.
10
2000
On the classification of Markov chains via occupation measures. Zbl 1001.60076
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
2000
Limiting optimal discounted-cost control of a class of time-varying stochastic systems. Zbl 0977.93084
Hilgert, N.; Hernández-Lerma, O.
1
2000
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
198
1999
Sample-path optimality and variance-minimization of average cost Markov control processes. Zbl 0951.93074
Hernández-Lerma, Onésimo; Vega-Amaya, Oscar; Carrasco, Guadalupe
25
1999
Semi-Markov control models with average costs. Zbl 1050.90566
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
10
1999
Markov control process with the expected total cost criterion: Optimality, stability, and transient models. Zbl 0964.93086
Hernández-Lerma, Onésimo; Carrasco, Guadalupe; Pérez-Hernández, Rubén
4
1999
Envelopes of sets of measures, tightness, and Markov control processes. Zbl 0933.93074
González-Hernández, J.; Hernández-Lerma, O.
2
1999
Approximation schemes for infinite linear programs. Zbl 0912.90219
Hernández-Lerma, Onésimo; Lasserre, Jean B.
20
1998
Ergodic theorems and ergodic decomposition for Markov chains. Zbl 1002.60559
Hernández-Lerma, Onésimo; Lasserre, Jean B.
12
1998
Infinite-horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality. Zbl 0906.93062
Hernández-Lerma, O.; Vega-Amaya, O.
9
1998
Existence and uniqueness of fixed points for Markov operators and Markov processes. Zbl 0891.60061
Hernández-Lerma, Onésimo; Lasserre, Jean B.
2
1998
Linear programming approximations for Markov control processes in metric spaces. Zbl 0912.93068
Hernández-Lerma, Onésimo; Lasserre, Jean B.
1
1998
Infinite linear programming and multichain Markov control processes in uncountable spaces. Zbl 0914.93070
Hernández-Lerma, Onésimo; González-Hernández, Juan
1
1998
Policy iteration for average cost Markov control processes on Borel spaces. Zbl 0872.93080
Hernández-Lerma, Onésimo; Lasserre, Jean B.
7
1997
Cone-constrained linear equations in Banach spaces. Zbl 0886.47008
Hernandez-Lerma, O.; Lasserre, J. B.
2
1997
Average optimality in Markov control processes via discounted-cost problems and linear programming. Zbl 0853.93106
Hernández-Lerma, Onésimo; Lasserre, Jean B.
31
1996
The linear programming approach to deterministic optimal control problems. Zbl 0871.49005
Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M.
13
1996
Value iteration in average cost Markov control processes on Borel spaces. Zbl 0843.93093
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
5
1996
An extension of the Vitali-Hahn-Saks Theorem. Zbl 0876.28006
Hernández-Lerma, Onésimo; Lasserre, Jean B.
3
1996
Existence of bounded invariant probability densities for Markov chains. Zbl 0865.60063
Hernández-Lerma, Onésimo; Lasserre, Jean B.
1
1996
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
87
1995
Average cost Markov control processes with weighted norms: Existence of canonical policies. Zbl 0829.93067
Gordienko, E.; Hernández-Lerma, O.
22
1995
Average cost Markov control processes with weighted norms: Value iteration. Zbl 0829.93068
Gordienko, E.; Hernández-Lerma, O.
16
1995
A counterexample on the semicontinuity of minima. Zbl 0842.90123
Luque-Vásquez, Fernando; Hernández-Lerma, Onésimo
4
1995
Invariant probabilities for Feller-Markov chains. Zbl 0870.60061
Hernández-Lerma, Onésimo; Lasserre, Jean B.
4
1995
Numerical aspects of monotone approximations in convex stochastic control problems. Zbl 0832.93062
Hernández-Lerma, O.; Piovesan, C.; Runggaldier, W. J.
4
1995
Lectures on continuous-time Markov control processes. Zbl 0866.93102
Hernández Lerma, Onésimo
23
1994
Monotone approximations for convex stochastic control problems. Zbl 0812.93078
Hernández-Lerma, Onésimo; Runggaldier, Wolfgang J.
11
1994
Conditions for average optimality in Markov control processes with unbounded costs and controls. Zbl 0812.93077
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo
8
1994
Linear programming and average optimality of Markov control processes on Borel spaces – unbounded costs. Zbl 0799.90120
Hernández-Lerma, Onésimo; Lasserre, Jean B.
6
1994
Discounted cost Markov decision processes on Borel spaces: The linear programming formulation. Zbl 0820.90124
Hernández-Lerma, Onésimo; Hernández-Hernández, Daniel
5
1994
Weak conditions for average optimality in Markov control processes. Zbl 0804.49018
Hernández-Lerma, Onésimo; Lasserre, Jean B.
3
1994
Conditions for average optimality in Markov control processes on Borel spaces. Zbl 0849.90125
Montes-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 0781.90093
Hernández-Lerma, Onésimo; Lasserre, Jean B.
10
1993
Existence of average optimal policies in Markov control processes with strictly unbounded costs. Zbl 0792.93120
Hernández-Lerma, Onésimo
3
1993
Equivalence of Lyapunov stability criteria in a class of Markov decision processes. Zbl 0766.90082
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo
9
1992
Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. Zbl 0771.93054
Hernández-Lerma, Onésimo; Muñoz de Özak, Myriam
7
1992
...and 28 more Documents
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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
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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. Series A: Theory and Methods
7 Acta Applicandae Mathematicae
7 The Annals of Applied Probability
7 Probability in the Engineering and Informational Sciences
6 Stochastics
6 Set-Valued and Variational Analysis
5 Applied Mathematics and Computation
5 Queueing Systems
5 4OR
5 Science China. Mathematics
4 Naval Research Logistics
4 Operations Research
4 Acta Mathematicae Applicatae Sinica. English Series
4 MCSS. Mathematics of Control, Signals, and Systems
4 ZOR. Zeitschrift für Operations Research
4 International Journal of Robust and Nonlinear Control
4 SIAM Journal on Optimization
3 Journal of Computational and Applied Mathematics
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3 Proceedings of the American Mathematical Society
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3 Applied Mathematics Letters
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3 Mathematical Programming. Series A. Series B
2 International Journal of Systems Science
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2 Nonlinear Dynamics
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2 Methodology and Computing in Applied Probability
2 International Game Theory Review
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2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics
2 Stochastic Systems
1 Acta Informatica
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1 Optimal Control Applications & Methods
1 OR Spektrum
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1 Computers & Operations Research
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1 Neural Computation
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1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
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1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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