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Dr. Enrique Lemus Rodríguez

Publicaciones

 

Enrique LemusEstimation of robustness for controlled diffusion processes

E Gordienko, E Lemus-Rodríguez - Stochastic analysis and …, 1999 - Taylor & Francis

Universidad Autónoma Metropolitana-Iztapalapa División de Ciencias Bhicas e Ingeniería Departamento de Matemáticas Av. Michoacán y la Purísima SIN Apdo. Postal 55-534, CP. 09340 México, DF, México e-mail: gord@xanum.uam.mx … The robustness inequality for an optimization problem …

Citado por 11 Artículos relacionados Las 4 versiones

[PDF] eudml.org


An unbounded Berge's minimum theorem with applications to discounted Markov decision processes

R Montes-de-Oca, E Lemus-Rodríguez - Kybernetika, 2012 - eudml.org

Abstract top This paper deals with a certain class of unbounded optimization problems. The optimization problems taken into account depend on a parameter. Firstly, there are established conditions which permit to guarantee the continuity with respect to the …

Citado por 8 Artículos relacionados Las 6 versiones


Discounted cost optimality problem: stability with respect to weak metrics

E Gordienko, E Lemus-Rodríguez… - Mathematical Methods of …, 2008 - Springer

We find inequalities to estimate the stability (robustness) of a discounted cost optimization problem for discrete-time Markov control processes on a Borel state space. The one stage cost is allowed to be unbounded. Unlike the known results in this area we consider a …

Citado por 8 Artículos relacionados Las 9 versiones


Average cost Markov control processes: stability with respect to the Kantorovich metric

E Gordienko, E Lemus-Rodríguez… - Mathematical Methods of …, 2009 - Springer

We study perturbations of a discrete-time Markov control process on a general state space. The amount of perturbation is measured by means of the Kantorovich distance. We assume that an average (per unit of time on the infinite horizon) optimal control policy can be found …

Citado por 8 Artículos relacionados Las 11 versiones

[PDF] wseas.us


[PDF] When Are the Value Iteration Maximizers Close to an Optimal Stationary Policy of a Discounted Markov Decision Process? Closing the Gap between the Borel …

R Montes-De-Oca, E Lemus-Rodríguez - WSEAS Trans. Math, 2010 - wseas.us

Markov Decision Processes [MDPs] have been repeatedly used in Economy and Engineering but apparently are still far from achieving its full potential due to the computational difficulties inherent to the subject due to the usual impossibility of finding …

Citado por 4 Artículos relacionados Las 6 versiones

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[HTML] Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes

R Montes-de-Oca, E Lemus-Rodríguez… - Journal of Applied …, 2013 - hindawi.com

From the classical point of view, it is important to determine if in a Markov decision process (MDP), besides their existence, the uniqueness of the optimal policies is guaranteed. It is well known that uniqueness does not always hold in optimization problems (for instance, in …

Citado por 3 Artículos relacionados Las 10 versiones

[PDF] dml.cz


A stopping rule for discounted Markov decision processes with finite action sets

R Montes-de-Oca, E Lemus-Rodríguez, D Cruz-Suárez - Kybernetika, 2009 - dml.cz

In a Discounted Markov Decision Process (DMDP) with finite action sets the Value Iteration Algorithm, under suitable conditions, leads to an optimal policy in a finite number of steps. Determining an upper bound on the necessary number of steps till gaining convergence is …

Citado por 2 Artículos relacionados Las 5 versiones


[PDF] EDITOR'S AWARD

RI Ortega-Gutiérrez, R Montes-de-Oca… - 2017 - dml.cz

R. Israel Ortega-Gutiérrez was born in Puebla, Mexico, on July 17, 1986. He received the Bachelors degree in Applied Mathematics by the Benemérita Universidad Autónoma de Puebla (BUAP) in 2009 and the Masters degree in mathematical sciences by the same …

Las 2 versiones

[PDF] dml.cz


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

…, R Montes-de-Oca, E Lemus-Rodríguez - Kybernetika, 2016 - dml.cz

Many examples in optimization, ranging from Linear Programming to Markov Decision Processes (MDPs), present more than one optimal solution. The study of this non- uniqueness is of great mathematical interest. In this paper the authors show that in a specific …

Artículos relacionados Las 4 versiones

[PDF] scitepress.org


[PDF] A Stochastic Version of the Ramsey's Growth Model

G Zacarıas-Espinoza, H Cruz-Suárez… - 2016 - scitepress.org

In this paper we study a version of Ramsey's discrete time Growth Model where the evolution of Labor through time is stochastic. Taking advantage of recent theoretical results in the field of Markov Decision Processes, a first set of conditions on the model are …

Artículos relacionados Las 3 versiones


Ramsey's Discrete-Time Growth Model: A Markov Decision Approach with Stochastic Labor

…, H Cruz-Suárez, E Lemus-Rodríguez - … on Operations Research …, 2016 - Springer

In this paper, we study a Markov Decision Process version of the classical Ramsey's Growth model where the evolution of the labor component is assumed to be stochastic. As this is a discrete-time model, it is much easier to study the corresponding long-run behavior of the …

Artículos relacionados Las 2 versiones

[PDF] wseas.us


[PDF] Value iteration and action Ɛ-approximation of optimal policies in discounted Markov decision processes

R Montes-De-Oca, E Lemus-Rodríguez - Proceedings of the 14th WSEAS …, 2009 - wseas.us

It is well-known that in Markov Decision Processes, with a total discounted reward, for instance, it is not always possible to explicitly find the optimal stationary policy f∗. But using the Value Iteration, a stationary policy fN such that the optimal discounted rewards of f∗ and …

Artículos relacionados Las 3 versiones

[PDF] inase.org


[PDF] On the Stability of a Discrete Time Ramsey Growth Model with Stochastic Labor

G Zacarıas-Espinoza, H Cruz-Suárez… - 2014 - inase.org

In this paper we study a version of Ramsey's discrete time Growth Model where the evolution of Labor through time is stochastic. Taking advantage of recent theoretical results in the field of Markov Decision Processes, a first set of conditions on the model are …

Artículos relacionados Las 2 versiones