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Research Output 1998 2018

  • 132 Citations
  • 6 h-Index
  • 13 Article
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Article
2018
1 Citation (Scopus)
Optimality Equation
Average Cost
Markov Decision Process
Cost functions
Cost Function
2017
3 Citations (Scopus)

Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces

Teresa Robles-Alcaráz, M., Vega-Amaya, Ó. & Adolfo Minjárez-Sosa, J., 1 Jan 2017, In : Risk and Decision Analysis. p. 79-95 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Policy Iteration
Decision Model
Markov Model
Performance Bounds
Costs
2016
2 Citations (Scopus)

A perturbation approach to a class of discounted approximate value iteration algorithms with borel spaces

Vega-Amaya, Ó. & López-Borbón, J., 1 Jan 2016, In : Journal of Dynamics and Games. p. 261-278 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Value Iteration
Mathematical operators
Perturbation
Transition Probability
Operator
2015
3 Citations (Scopus)
Discount Factor
Average Cost
Markov Decision Process
Transition Probability
Optimal Stationary Policy
2013
4 Citations (Scopus)

Optimal strategies for adaptive zero-sum average Markov games

Minjárez-Sosa, J. A. & Vega-Amaya, Ó., 1 Jun 2013, In : Journal of Mathematical Analysis and Applications. p. 44-56 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Zero-sum
Optimal Strategy
Game
Statistical Estimation
Random Vector
2009
7 Citations (Scopus)

Asymptotically optimal strategies for adaptive zero-sum discounted markov games

Minjárez-Sosa, J. A. & Vega-Amaya, O., 30 Jun 2009, In : SIAM Journal on Control and Optimization. p. 1405-1421 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Zero-sum
Asymptotically Optimal
Optimal Strategy
Random Vector
Applied mathematics
2003
32 Citations (Scopus)

The average cost optimality equation: A fixed point approach

Vega-Amaya, O., 1 Apr 2003, In : Boletin de la Sociedad Matematica Mexicana. p. 185-195 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimality Equation
Average Cost
Fixed point
Optimal Stationary Policy
Banach Fixed Point Theorem
23 Citations (Scopus)

Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation

Vega-Amaya, O., 1 Dec 2003, In : SIAM Journal on Control and Optimization. p. 1876-1894 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Zero-sum
Fixed point
Game
Banach Fixed Point Theorem
Lyapunov
2000

Análisis asintótico y por trayectorias de procesos de control Markoviano

Vega-Amaya, O., 1 Jan 2000, In : Revista Mexicana de Fisica. p. 1-4 4 p.

Research output: Contribution to journalArticleResearchpeer-review

costs

Sample-path and variance minimization of Markov control processes with average cost criteria

Hernaández-Lerma, O., Vega-Amaya, O. & Carrasco, G., 1 Jan 2000, In : Proceedings of the IEEE Conference on Decision and Control. p. 1172-1176 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Sample variance
Average Cost
Sample Path
Process Control
Costs
1999
8 Citations (Scopus)

A counterexample on overtaking optimality

Nowak, A. S. & Vega-Amaya, O., 1 Jan 1999, In : Mathematical Methods of Operations Research. p. 435-439 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Counterexample
Optimality
Optimal Stationary Policy
Optimal Policy
Policy
41 Citations (Scopus)

Sample-path optimality and variance-minimization of average cost Markov control processes

Hernández-Lerma, O., Vega-Amaya, O. & Carrasco, G., 1 Jan 1999, In : SIAM Journal on Control and Optimization. p. 79-93 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Average Cost
Sample Path
Process Control
Optimality
Costs
1998
8 Citations (Scopus)

Application of Average Dynamic Programming to Inventory Systems

Vega-Amaya, O. & Montes-De-Oca, R., 1 Jan 1998, In : Mathematical Methods of Operations Research. p. 451-471 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Average Cost
Inventory Systems
Dynamic programming
Dynamic Programming
Optimal Stationary Policy