O
Onésimo Hernández-Lerma
Researcher at CINVESTAV
Publications - 163
Citations - 5649
Onésimo Hernández-Lerma is an academic researcher from CINVESTAV. The author has contributed to research in topics: Markov chain & Markov process. The author has an hindex of 31, co-authored 159 publications receiving 5373 citations. Previous affiliations of Onésimo Hernández-Lerma include Instituto Politécnico Nacional & UAM Azcapotzalco.
Papers
More filters
Book
Discrete-time Markov control processes
TL;DR: In this article, a Markov control process is used to solve the discounted LQ problem, and the vanishing discount approach is used for the average cost optimality inequality problem, which is a special case of the discounted cost minimization problem.
Book
Further Topics on Discrete-Time Markov Control Processes
TL;DR: In this paper, the authors consider the problem of estimating the expected total cost of a linear program in the context of dynamic programming with Weighted Norms and signed kernels, and show that it is NP-hard.
Book ChapterDOI
Controlled Markov Processes
TL;DR: This chapter introduces the stochastic control processes, also known as Markov decision processes or Markov dynamic programs, and discusses (briefly) more general control systems, such as non-stationary CMP’s and semi-Markov control models.
Book
Adaptive Markov control processes
TL;DR: In this paper, the authors present an inventory/production system for control of water reservoir management, and a semi-Markov control model for estimating the value of a water reservoir.
Book
Markov chains and invariant probabilities
TL;DR: In this article, the authors introduce Markov Chains and Ergodicity properties, including strong and weak uniform ergodicity, as well as a moment approach for a special class of Markov chains.