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3. Controlled Diffusion Processes

Author

Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, González-Sánchez, David, Bloch, Anthony, Editor-in-Chief, Epstein, Charles L., Editor-in-Chief, Goriely, Alain, Editor-in-Chief, Greengard, Leslie, Editor-in-Chief, Bell, J., Series Editor, Kohn, R., Series Editor, Newton, P., Series Editor, Peskin, C., Series Editor, Pego, R., Series Editor, Ryzhik, L., Series Editor, Singer, A., Series Editor, Stevens, A, Series Editor, Stuart, A., Series Editor, Witelski, T., Series Editor, Wright, S., Series Editor, Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, and González-Sánchez, David

Published
2023
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4. Continuous–Time Markov Control Processes Markov control process continuous–time Optimal control problem (OCP) continuous–time

Author

Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, González-Sánchez, David, Bloch, Anthony, Editor-in-Chief, Epstein, Charles L., Editor-in-Chief, Goriely, Alain, Editor-in-Chief, Greengard, Leslie, Editor-in-Chief, Bell, J., Series Editor, Kohn, R., Series Editor, Newton, P., Series Editor, Peskin, C., Series Editor, Pego, R., Series Editor, Ryzhik, L., Series Editor, Singer, A., Series Editor, Stevens, A, Series Editor, Stuart, A., Series Editor, Witelski, T., Series Editor, Wright, S., Series Editor, Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, and González-Sánchez, David

Published
2023
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5. Discrete–Time Deterministic Systems

Author

Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, González-Sánchez, David, Bloch, Anthony, Editor-in-Chief, Epstein, Charles L., Editor-in-Chief, Goriely, Alain, Editor-in-Chief, Greengard, Leslie, Editor-in-Chief, Bell, J., Series Editor, Kohn, R., Series Editor, Newton, P., Series Editor, Peskin, C., Series Editor, Pego, R., Series Editor, Ryzhik, L., Series Editor, Singer, A., Series Editor, Stevens, A, Series Editor, Stuart, A., Series Editor, Witelski, T., Series Editor, Wright, S., Series Editor, Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, and González-Sánchez, David

Published
2023
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6. Introduction: Optimal Control Problems

Author

Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, González-Sánchez, David, Bloch, Anthony, Editor-in-Chief, Epstein, Charles L., Editor-in-Chief, Goriely, Alain, Editor-in-Chief, Greengard, Leslie, Editor-in-Chief, Bell, J., Series Editor, Kohn, R., Series Editor, Newton, P., Series Editor, Peskin, C., Series Editor, Pego, R., Series Editor, Ryzhik, L., Series Editor, Singer, A., Series Editor, Stevens, A, Series Editor, Stuart, A., Series Editor, Witelski, T., Series Editor, Wright, S., Series Editor, Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, and González-Sánchez, David

Published
2023
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7. Discrete–Time Stochastic Control Systems

Author

Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, González-Sánchez, David, Bloch, Anthony, Editor-in-Chief, Epstein, Charles L., Editor-in-Chief, Goriely, Alain, Editor-in-Chief, Greengard, Leslie, Editor-in-Chief, Bell, J., Series Editor, Kohn, R., Series Editor, Newton, P., Series Editor, Peskin, C., Series Editor, Pego, R., Series Editor, Ryzhik, L., Series Editor, Singer, A., Series Editor, Stevens, A, Series Editor, Stuart, A., Series Editor, Witelski, T., Series Editor, Wright, S., Series Editor, Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, and González-Sánchez, David

Published
2023
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8. Continuous–Time Deterministic Systems

Author

Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, González-Sánchez, David, Bloch, Anthony, Editor-in-Chief, Epstein, Charles L., Editor-in-Chief, Goriely, Alain, Editor-in-Chief, Greengard, Leslie, Editor-in-Chief, Bell, J., Series Editor, Kohn, R., Series Editor, Newton, P., Series Editor, Peskin, C., Series Editor, Pego, R., Series Editor, Ryzhik, L., Series Editor, Singer, A., Series Editor, Stevens, A, Series Editor, Stuart, A., Series Editor, Witelski, T., Series Editor, Wright, S., Series Editor, Hernández-Lerma, Onésimo, Laura-Guarachi, Leonardo R., Mendoza-Palacios, Saul, and González-Sánchez, David

Published
2023
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14. Existence and regularity of a nonhomogeneous transition matrix under measurability conditions

Author

Ye, Liuer, Guo, Xianping, and Hernández-Lerma, Onésimo

Subjects
Mathematics - Probability, 60J27, 60J35, 60J75
Abstract

This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is to begin with a continuous (in t) and conservative matrix Q(t)=[q_{ij}(t)] of nonhomogeneous transition rates q_{ij}(t), and use it to construct the transition probability matrix. Here we obtain the same result except that the q_{ij}(t) are only required to satisfy a mild measurability condition, and Q(t) may not be conservative. Moreover, the resulting transition matrix is shown to be the minimum transition matrix and, in addition, a necessary and sufficient condition for it to be regular is obtained. These results are crucial in some applications of nonhomogeneous continuous-time Markov processes, such as stochastic optimal control problems and stochastic games, which motivated this work in the first place., Comment: 22 pages

Published
2008

19. Dynamic Games

Author

González-Sánchez, David, Hernández-Lerma, Onésimo, Alladi, Krishnaswami, Series editor, Bellomo, Nicola, Series editor, Benzi, Michele, Series editor, Li, Tatsien, Series editor, Neufang, Matthias, Series editor, Scherzer, Otmar, Series editor, Schleicher, Dierk, Series editor, Sidoravicius, Vladas, Series editor, Steinberg, Benjamin, Series editor, Tschinkel, Yuri, Series editor, Tu, Loring W., Series editor, Zhang, Ping, Series editor, González-Sánchez, David, and Hernández-Lerma, Onésimo

Published
2013
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20. The Inverse Optimal Control Problem

Author

González-Sánchez, David, Hernández-Lerma, Onésimo, Alladi, Krishnaswami, Series editor, Bellomo, Nicola, Series editor, Benzi, Michele, Series editor, Li, Tatsien, Series editor, Neufang, Matthias, Series editor, Scherzer, Otmar, Series editor, Schleicher, Dierk, Series editor, Sidoravicius, Vladas, Series editor, Steinberg, Benjamin, Series editor, Tschinkel, Yuri, Series editor, Tu, Loring W., Series editor, Zhang, Ping, Series editor, González-Sánchez, David, and Hernández-Lerma, Onésimo

Published
2013
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21. Direct Problem: The Euler Equation Approach

Author

González-Sánchez, David, Hernández-Lerma, Onésimo, Alladi, Krishnaswami, Series editor, Bellomo, Nicola, Series editor, Benzi, Michele, Series editor, Li, Tatsien, Series editor, Neufang, Matthias, Series editor, Scherzer, Otmar, Series editor, Schleicher, Dierk, Series editor, Sidoravicius, Vladas, Series editor, Steinberg, Benjamin, Series editor, Tschinkel, Yuri, Series editor, Tu, Loring W., Series editor, Zhang, Ping, Series editor, González-Sánchez, David, and Hernández-Lerma, Onésimo

Published
2013
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22. Introduction and Summary

Author

González-Sánchez, David, Hernández-Lerma, Onésimo, Alladi, Krishnaswami, Series editor, Bellomo, Nicola, Series editor, Benzi, Michele, Series editor, Li, Tatsien, Series editor, Neufang, Matthias, Series editor, Scherzer, Otmar, Series editor, Schleicher, Dierk, Series editor, Sidoravicius, Vladas, Series editor, Steinberg, Benjamin, Series editor, Tschinkel, Yuri, Series editor, Tu, Loring W., Series editor, Zhang, Ping, Series editor, González-Sánchez, David, and Hernández-Lerma, Onésimo

Published
2013
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37. Conclusions and Suggestions for Future Research

Author

González-Sánchez, David, Hernández-Lerma, Onésimo, Alladi, Krishnaswami, Series editor, Bellomo, Nicola, Series editor, Benzi, Michele, Series editor, Li, Tatsien, Series editor, Neufang, Matthias, Series editor, Scherzer, Otmar, Series editor, Schleicher, Dierk, Series editor, Sidoravicius, Vladas, Series editor, Steinberg, Benjamin, Series editor, Tschinkel, Yuri, Series editor, Tu, Loring W., Series editor, Zhang, Ping, Series editor, González-Sánchez, David, and Hernández-Lerma, Onésimo

Published
2013
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38. Undiscounted Cost Criteria

Author

Hernández-Lerma, Onésimo, Lasserre, Jean Bernard, Karatzas, I., editor, Yor, M., editor, Hernández-Lerma, Onésimo, and Lasserre, Jean Bernard

Published
1999
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41. Sample Path Average Cost

Author

Hernández-Lerma, Onésimo, Lasserre, Jean Bernard, Karatzas, I., editor, Yor, M., editor, Hernández-Lerma, Onésimo, and Lasserre, Jean Bernard

Published
1999
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44. Finite-Horizon Problems

Author

Hernández-Lerma, Onésimo, Lasserre, Jean Bernard, Karatzas, I., editor, Yor, M., editor, Hernández-Lerma, Onésimo, and Lasserre, Jean Bernard

Published
1996
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46. Markov Control Processes

Author

Hernández-Lerma, Onésimo, Lasserre, Jean Bernard, Karatzas, I., editor, Yor, M., editor, Hernández-Lerma, Onésimo, and Lasserre, Jean Bernard

Published
1996
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49. Introduction and Summary

Author

Hernández-Lerma, Onésimo, Lasserre, Jean Bernard, Karatzas, I., editor, Yor, M., editor, Hernández-Lerma, Onésimo, and Lasserre, Jean Bernard

Published
1996
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