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Óscar Vega-Amaya

Observed names: O. Vega-Amaya, Oscar Vega Amaya, Oscar Vega-Amaya, Vega-Amaya, Oscar, Vega-Amaya, Óscar, Óscar Vega Amaya
ORCID: 0000-0002-8669-5784
Observed ORCID: 0000-0002-8669-5784
OpenAlex ID: A5044644205
Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
1999 · Onésimo Hernández-Lerma, Oscar Vega-Amaya, et al. · SIAM Journal on Control and Optimization · 50
The average cost optimality equation: A fixed point approach
2003 · Óscar Vega-Amaya · Boletín de la Sociedad Matemática Mexicana · 48
Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
2003 · Oscar Vega-Amaya · SIAM Journal on Control and Optimization · 36
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
1998 · Onésimo Hernández-Lerma, Oscar Vega-Amaya · Applicationes Mathematicae · 29
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Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
2000 · Oscar Vega-Amaya, Fernando Luque-Vásquez · Applicationes Mathematicae · 20
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Application of average dynamic programming to inventory systems
1998 · Oscar Vega-Amaya, Ra�l Montes-de-Oca · Mathematical Methods of Operations Research · 14
A counterexample on overtaking optimality
1999 · Andrzej S. Nowak, Oscar Vega-Amaya · Mathematical Methods of Operations Research · 12
Sample path average optimality of Markov control processes with strictly unbounded cost
1999 · Oscar Vega-Amaya · Applicationes Mathematicae · 12
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Asymptotically Optimal Strategies for Adaptive Zero-Sum Discounted Markov Games
2009 · J. Adolfo Minjárez-Sosa, Oscar Vega-Amaya · SIAM Journal on Control and Optimization · 11
Average optimality in semi-Markov control models on borel spaces: unbounded cost and controls
1993 · Oscar Vega Amaya · Boletín de la Sociedad Matemática Mexicana · 10
Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: The fixed-point approach revisited
2018 · Óscar Vega-Amaya · Journal of Mathematical Analysis and Applications · 9
On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
2015 · Óscar Vega-Amaya · Journal of Mathematical Analysis and Applications · 8
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Optimal strategies for adaptive zero-sum average Markov games
2012 · J. Adolfo Minjárez-Sosa, Óscar Vega-Amaya · Journal of Mathematical Analysis and Applications · 7
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Zero-Sum Average Cost Semi-Markov Games with Weakly Continuous Transition Probabilities and a Minimax Semi-Markov Inventory Problem
2022 · Óscar Vega-Amaya, Fernando Luque-Vásquez, et al. · Acta Applicandae Mathematicae · 4
Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces
2017 · M. Teresa Robles-Alcaráz, Óscar Vega-Amaya, et al. · Risk and Decision Analysis · 4
Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
2004 · Fernando Luque-Vásquez, Oscar Vega-Amaya · Communication in Statistics- Theory and Methods · 4
A perturbation approach to a class of discounted approximate valueiteration algorithms with borel spaces
2016 · Óscar Vega-Amaya, Joaquín López-Borbón · Journal of Dynamics and Games · 3
On the Regularity Property of Semi-Markov Processes with Borel State Spaces
2012 · Óscar Vega-Amaya · Birkhäuser Boston eBooks · 2
A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
2019 · Óscar Vega-Amaya, Joaquín López-Borbón · Kybernetika · 1
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A Note on the Regularity Property of Semi-Markov Processes with Borel State Space
2002 · Óscar Vega-Amaya · SSRN Electronic Journal · 1
Sample-path optimality and variance-minimization of average cost Markov control processes
1998 · Onésimo Hernández Lerma, Oscar Vega Amaya, et al. · Reporte interno - CINVESTAV · 1
Approximations with Performance Bounds for a Class of Average Cost Markov Decision Processes with Weakly Continuous Kernel and Unbounded Cost Function
2026 · Mauricio Castro-Enríquez, Óscar Vega-Amaya, et al. · Applied Mathematics & Optimization
On compactness properties of subsets of probability measures on metric spaces
2026 · Óscar Vega-Amaya, Fernando Luque-Vásquez · Boletín de la Sociedad Matemática Mexicana
A note on the policy iteration algorithm for discounted Markov decision processes for a class of semicontinuous models
2023 · Vega-Amaya, Óscar, Luque-Vásquez, Fernando · arXiv (Cornell University)
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A note on compact and σ-compact subsets of probability measures on metric spaces with an application to the distribution free newsvendor problem
2023 · Vega-Amaya, Óscar, Luque-Vásquez, Fernando · arXiv (Cornell University)
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Works count: 35
Citation count: 286
H-index: 10
I10-index: 10
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