Raúl Montes-de-Oca

Orcid: 0000-0002-7632-9190

According to our database1, Raúl Montes-de-Oca authored at least 35 papers between 1997 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller.
J. Appl. Probab., March, 2024

2023
Average criteria in denumerable semi-Markov decision chains under risk-aversion.
Discret. Event Dyn. Syst., September, 2023

2021
Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns.
Kybernetika, 2021

Finite-Horizon and Infinite-Horizon Markov Decision Processes with Trapezoidal Fuzzy Discounted Rewards.
Proceedings of the Operations Research and Enterprise Systems, 2021

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems.
Proceedings of the 10th International Conference on Operations Research and Enterprise Systems, 2021

2019
Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes.
Kybernetika, 2019

2017
Optimal Policies for Payment of Dividends through a Fixed Barrier at Discrete Time.
Proceedings of the 6th International Conference on Operations Research and Enterprise Systems, 2017

Network of M/M/1 Cyclic Polling Systems.
Proceedings of the 6th International Conference on Operations Research and Enterprise Systems, 2017

2016
Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach.
Kybernetika, 2016

A Family of Models for Finite Sequential Games Without a Predetermined Order of Turns.
Proceedings of the Operations Research and Enterprise Systems, 2016

Sequential Games with Finite Horizon and Turn Selection Process - Finite Strategy Sets Case.
Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), 2016

2015
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion.
J. Appl. Probab., 2015

2014
About stability of risk-seeking optimal stopping.
Kybernetika, 2014

Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon.
J. Optim. Theory Appl., 2014

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion.
J. Optim. Theory Appl., 2014

2013
Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes.
J. Appl. Math., 2013

2012
An unbounded Berge's minimum theorem with applications to discounted Markov decision processes.
Kybernetika, 2012

2011
Noncooperative games with noncompact joint strategies sets: Increasing best responses and approximation to equilibrium points.
Kybernetika, 2011

A consumption-investment problem modelled as a discounted Markov decision process.
Kybernetika, 2011

2009
Average cost Markov control processes: stability with respect to the Kantorovich metric.
Math. Methods Oper. Res., 2009

A Stopping Rule for Discounted Markov Decision Processes with Finite Action Sets.
Kybernetika, 2009

A note on deterministic approximation of discounted Markov decision processes.
Appl. Math. Lett., 2009

2008
Discounted cost optimality problem: stability with respect to weak metrics.
Math. Methods Oper. Res., 2008

An envelope theorem and some applications to discounted Markov decision processes.
Math. Methods Oper. Res., 2008

2007
Monotonicity of minimizers in optimization problems with applications to Markov control processes.
Kybernetika, 2007

Risk-Sensitive Average Optimality in Markov Decision Chains.
Proceedings of the Operations Research, 2007

2006
Discounted Markov control processes induced by deterministic systems.
Kybernetika, 2006

2005
Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
Kybernetika, 2005

2004
Conditions for the uniqueness of optimal policies of discounted Markov decision processes.
Math. Methods Oper. Res., 2004

2003
The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space.
Math. Oper. Res., 2003

2000
A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets.
Math. Oper. Res., 2000

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
Math. Methods Oper. Res., 2000

1999
Nearly optimal stationary policies in negative dynamic programming.
Math. Methods Oper. Res., 1999

1998
Application of average dynamic programming to inventory systems.
Math. Methods Oper. Res., 1998

1997
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs.
Math. Methods Oper. Res., 1997


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