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Hector Jasso-Fuentes
Hector Jasso-Fuentes
Department of Mathematics, CINVESTAV-IPN
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Cited by
Cited by
Year
Characterizations of overtaking optimality for controlled diffusion processes
H Jasso-Fuentes, O Hernández-Lerma
Applied Mathematics and Optimization 57 (3), 349-369, 2008
902008
Advanced criteria for controlled Markov-modulated diffusions in an infinite horizon: overtaking, bias, and Blackwell optimality
H Jasso-Fuentes, G Yin
Science Press, Beijing, China, 2013
232013
Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes
H Jasso-Fuentes, O Hernández-Lerma
Stochastic analysis and applications 27 (2), 363-385, 2009
172009
Blackwell optimality for controlled diffusion processes
H Jasso-Fuentes, O Hernandez-Lerma
Journal of applied probability 46 (2), 372-391, 2009
152009
CONTROL SYSTEMS OF INTERACTING OBJECTS MODELED AS A GAME AGAINST NATURE UNDER A MEAN FIELD APPROACH.
CG Higuera-Chan, H Jasso-Fuentes, JA Minjárez-Sosa
Journal of Dynamics & Games 4 (1), 2017
132017
Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
CG Higuera-Chan, H Jasso-Fuentes, JA Minjárez-Sosa
Applied Mathematics & Optimization 74 (1), 197-227, 2016
122016
Discounted robust control for Markov diffusion processes
JD López-Barrientos, H Jasso-Fuentes, BA Escobedo-Trujillo
Top 23, 53-76, 2015
122015
The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
H Jasso-Fuentes, BA Escobedo-Trujillo, AF Mendoza-Pérez
Journal of Mathematical Analysis and Applications 437 (2), 999-1035, 2016
112016
On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
H Jasso-Fuentes, JD López-Barrientos
International Journal of Control 88 (5), 897-909, 2015
112015
The Lagrange approach to ergodic control of diffusions with cost constraints
AF Mendoza-Pérez, H Jasso-Fuentes, O Hernández-Lerma
Optimization 64 (2), 179-196, 2015
112015
Discrete-time control with non-constant discount factor
H Jasso-Fuentes, JL Menaldi, T Prieto-Rumeau
Mathematical Methods of Operations Research 92, 377-399, 2020
102020
Infinite-horizon non-zero-sum stochastic differential games with additive structure
H Jasso-Fuentes, JD López-Barrientos, BA Escobedo-Trujillo
IMA Journal of Mathematical Control and Information 34 (1), 283-309, 2017
102017
Blackwell-Nash equilibria in zero-sum stochastic differential games
BA Escobedo-Trujillo, H Jasso-Fuentes, JD López-Barrientos
XII Symposium of Probability and Stochastic Processes: Merida, Mexico …, 2018
82018
Noncooperative continuous-time Markov games
H Jasso-Fuentes
Morfismos 9 (1), 39-54, 2005
82005
Discrete-time hybrid control in Borel spaces
H Jasso-Fuentes, JL Menaldi, T Prieto-Rumeau
Applied Mathematics & Optimization 81 (2), 409-441, 2020
62020
Discrete-time hybrid control in Borel spaces: average cost optimality criterion
H Jasso-Fuentes, JL Menaldi, T Prieto-Rumeau, M Robin
Journal of Mathematical Analysis and Applications 462 (2), 1695-1713, 2018
62018
Constrained Markov decision processes in Borel spaces: from discounted to average optimality
AF Mendoza-Pérez, H Jasso-Fuentes, OA De-la-Cruz Courtois
Mathematical Methods of Operations Research 84, 489-525, 2016
42016
Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise
H Jasso-Fuentes, L Mertz, SC Phillip Yam
Applied Mathematics Research Express 2014 (1), 52-73, 2014
42014
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps
A Bensoussan, H Jasso-Fuentes, S Menozzi, L Mertz
Asymptotic Analysis 80 (1-2), 171-187, 2012
42012
Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
H Jasso-Fuentes, RR López-Martínez, JA Minjárez-Sosa
Optimization 73 (4), 925-951, 2024
22024
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Articles 1–20