Héctor Jasso-Fuentes

According to our database, Héctor Jasso-Fuentes authored at least 10 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2025

Myopic optimal strategies for a class of continuous-time deterministic and stochastic control problems.

José E. Márquez-Prado, Onésimo Hernández-Lerma, Héctor Jasso-Fuentes

Syst. Control. Lett., 2025

2024

A discrete-time benchmark tracking problem in two markets subject to random environments.

Héctor Jasso-Fuentes, Gladys D. Salgado-Suárez

OR Spectr., December, 2024

Discrete-time hybrid control with risk-sensitive discounted costs.

Rubén Blancas-Rivera, Héctor Jasso-Fuentes

Discret. Event Dyn. Syst., December, 2024

Constrained Markov Decision Processes with Non-constant Discount Factor.

Héctor Jasso-Fuentes, Tomás Prieto-Rumeau

J. Optim. Theory Appl., August, 2024

2023

Discrete-time switching control in random walks.

Héctor Jasso-Fuentes, Carlos G. Pacheco, Gladys D. Salgado-Suárez

Int. J. Control, April, 2023

2020

Discrete-time control with non-constant discount factor.

Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau

Math. Methods Oper. Res., 2020

2017

Infinite-horizon non-zero-sum stochastic differential games with additive structure.

Héctor Jasso-Fuentes, José Daniel López-Barrientos, Beatris Adriana Escobedo-Trujillo

IMA J. Math. Control. Inf., 2017

2016

Constrained Markov decision processes in Borel spaces: from discounted to average optimality.

Armando F. Mendoza-Pérez, Héctor Jasso-Fuentes, Omar A. De-la-Cruz Courtois

Math. Methods Oper. Res., 2016

2015

On the use of stochastic differential games against nature to ergodic control problems with unknown parameters.

Héctor Jasso-Fuentes, José Daniel López-Barrientos

Int. J. Control, 2015

2012

Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps.

Alain Bensoussan, Héctor Jasso-Fuentes, Stéphane Menozzi, Laurent Mertz

Asymptot. Anal., 2012