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subject:"Time series analysis"
~person:"Cavazos-Cadena, Rolando"
~subject:"Exponential utility"
~subject:"Risk aversion"
~subject:"Theorie"
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Cavazos-Cadena, Rolando
Waggoner, Daniel F.
32
Billio, Monica
25
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24
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23
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22
Tsionas, Efthymios G.
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Mathematical methods of operations research
7
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Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10014334626
Saved in:
2
Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
Saved in:
3
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Saved in:
4
Discounted approximations for risk-sensitive average criteria in markov decision chains with finite state space
Cavazos-Cadena, Rolando
;
Hernández Hernández, Daniel
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10009007257
Saved in:
5
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 47-84
Persistent link: https://www.econbiz.de/10003958339
Saved in:
6
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
Saved in:
7
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
57
(
2003
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10001752193
Saved in:
8
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
56
(
2002
)
2
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001717532
Saved in:
9
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space : an alternative approach
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematical methods of operations research
56
(
2002
)
3
,
pp. 473-479
Persistent link: https://www.econbiz.de/10001725939
Saved in:
10
Adaptive control of average Markov decision chains under the Lyapunov stability condition
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
54
(
2001
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10001628092
Saved in:
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