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ORCIDHéctor Jasso-Fuentes
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2020 – today
- 2024
[j8]Héctor Jasso-Fuentes
, Tomás Prieto-Rumeau:
Constrained Markov Decision Processes with Non-constant Discount Factor. J. Optim. Theory Appl. 202(2): 897-931 (2024)- [j7]Héctor Jasso-Fuentes, Gladys D. Salgado-Suárez:
A discrete-time benchmark tracking problem in two markets subject to random environments. OR Spectr. 46(4): 1265-1294 (2024) - 2023
- [j6]Héctor Jasso-Fuentes, Carlos G. Pacheco, Gladys D. Salgado-Suárez:
Discrete-time switching control in random walks. Int. J. Control 96(4): 1091-1103 (2023) - 2020
- [j5]Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau:
Discrete-time control with non-constant discount factor. Math. Methods Oper. Res. 92(2): 377-399 (2020)
2010 – 2019
- 2017
- [j4]Héctor Jasso-Fuentes, José Daniel López-Barrientos, Beatris Adriana Escobedo-Trujillo:
Infinite-horizon non-zero-sum stochastic differential games with additive structure. IMA J. Math. Control. Inf. 34(1): 283-309 (2017) - 2016
- [j3]Armando F. Mendoza-Pérez, Héctor Jasso-Fuentes, Omar A. De-la-Cruz Courtois:
Constrained Markov decision processes in Borel spaces: from discounted to average optimality. Math. Methods Oper. Res. 84(3): 489-525 (2016) - 2015
- [j2]Héctor Jasso-Fuentes, José Daniel López-Barrientos:
On the use of stochastic differential games against nature to ergodic control problems with unknown parameters. Int. J. Control 88(5): 897-909 (2015) - 2012
- [j1]Alain Bensoussan, Héctor Jasso-Fuentes, Stéphane Menozzi, Laurent Mertz:
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. Asymptot. Anal. 80(1-2): 171-187 (2012)
Coauthor Index
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