Sample-path optimality and variance-minimization of average cost Markov control processes O Hernández-Lerma, O Vega-Amaya, G Carrasco SIAM Journal on Control and Optimization 38 (1), 79-93, 1999 | 73 | 1999 |
The average cost optimality equation: a fixed point approach O Vega-Amaya Bol. Soc. Mat. Mexicana 9 (1), 185-195, 2003 | 61 | 2003 |
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality O Hernández-Lerma, O Vega-Amaya Applicationes Mathematicae 25 (2), 153-178, 1998 | 40 | 1998 |
Zero-sum average semi-Markov games: fixed-point solutions of the Shapley equation O Vega-Amaya SIAM journal on control and optimization 42 (5), 1876-1894, 2003 | 35 | 2003 |
Surgimiento de la teoría matemática de la probabilidad O Vega-Amaya Apuntes de historia de las matemáticas 1 (1), 54-62, 2002 | 29 | 2002 |
Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times O Vega-Amaya, F Luque-Vásquez Applicationes Mathematicae 27 (3), 343-367, 2000 | 25 | 2000 |
Application of average dynamic programming to inventory systems O Vega-Amaya, R Montes-de-Oca Mathematical methods of operations research 47 (3), 451-471, 1998 | 20 | 1998 |
Sample path average optimality of Markov control processes with strictly unbounded cost O Vega-Amaya Applicationes Mathematicae 26 (4), 363-381, 1999 | 19 | 1999 |
Average optimality in semi-Markov control models on Borel spaces: unbounded costs and controls O Vega-Amaya Bol. Soc. Mat. Mexicana 38, 47-60, 1993 | 19 | 1993 |
A counterexample on overtaking optimality AS Nowak, O Vega-Amaya Mathematical methods of operations research 49, 435-439, 1999 | 14 | 1999 |
On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities Ó Vega-Amaya Journal of Mathematical Analysis and Applications 426 (2), 978-985, 2015 | 13 | 2015 |
Asymptotically optimal strategies for adaptive zero-sum discounted Markov games JA Minjárez-Sosa, O Vega-Amaya SIAM journal on control and optimization 48 (3), 1405-1421, 2009 | 13 | 2009 |
Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: The fixed-point approach revisited Ó Vega-Amaya Journal of Mathematical Analysis and Applications 464 (1), 152-163, 2018 | 10 | 2018 |
Optimal strategies for adaptive zero-sum average Markov games JA Minjárez-Sosa, Ó Vega-Amaya Journal of Mathematical Analysis and Applications 402 (1), 44-56, 2013 | 9 | 2013 |
Markov control processes in Borel spaces: undiscounted criteria O Vega-Amaya Doctoral Thesis, UAM-Iztapalapa (in Spanish), 1998 | 7 | 1998 |
Expected and sample-path constrained average Markov decision processes O Vega-Amaya Reporte interno, 2007 | 6 | 2007 |
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces MT Robles-Alcaráz, Ó Vega-Amaya, JA Minjárez-Sosa Risk and Decision Analysis 6 (2), 79-95, 2017 | 4 | 2017 |
Time and ratio expected average cost optimality for semi-Markov control processes on Borel spaces F Luque-Vásquez, O Vega-Amaya Taylor & Francis Group 33 (3), 715-734, 2004 | 4 | 2004 |
Introducción a la Teorıa de Control Estocástico F Luque-Vásquez, JA Minjárez-Sosa, O Vega-Amaya Universidad de Sonora 6, 1996 | 4 | 1996 |
Zero-sum average cost semi-markov games with weakly continuous transition probabilities and a minimax semi-markov inventory problem Ó Vega-Amaya, F Luque-Vásquez, M Castro-Enríquez Acta Applicandae Mathematicae 177 (1), 9, 2022 | 2 | 2022 |