Prof. Onésimo Hernández–Lerma

Mathematics Department

Centro de Investigación y de Estudios Avanzados del I.P.N.

E–mail: ohernand@math.cinvestav.mx

Qualifications

1978 Ph. D., Appl. Math., Brown University, USA

1976 M. Sc., Appl. Math., Brown University, USA

1971 B. Sc. (Lic.), Math & Physics, IPN, Mexico

Publications (Selected)

1. Ergodic control, bias, and sensitive discount optimality for Markov diffusion processes, J. Stoch. Anal. Appl. 27 (2009), 363–385, with H. Jasso–Fuentes.
2. Blackwell optimality for controlled diffusion processes, J. Appl. Probab. 46 (2009), 372–391, with H. Jasso–Fuentes.
3. Variance minimization and the overtaking optimality approach to continuous–time controlled Markov chains, Math. Meth. Oper. Res. 70 (2009), 527–540, with T. Prieto–Rumeau.
4. Markov control processes with pathwise constraints, Math. Meth. Oper. Res. 71 (2010), 477–502, with A.F. Mendoza–P´erez.
5. The vanishing discount approach to constrained continuous–time controlled Markov chains, Syst. Control Lett. 59 (2010), 504–509, with T. Prieto–Rumeau.
6. Nonstationary discrete–time deterministic and stochastic control systems with infinite horizon, International Journal of Control 83 (2010), 1751–1757, with X.P. Guo and A. Hern´andez–del–Valle.
7. Asymptotic normality of discrete–time Markov control processes. J. Applied Probab. 47 (2010), 778–795, with A.F. Mendoza–P´erez.
8. New optimality conditions for average–payoff continuous–time Markov games in Polish spaces. Science China Math. 54 (2011), pp. 793–816, with X.P. Guo.
9. Variance–minimization of Markov control processes with pathwise constraints. Optimization, with A.F. Mendoza–P´erez. Published electronically: 30 March 2011. DOI:10.1080/02331934.2011.565762.
10. Nonstationary discrete–time deterministic and stochastic control systems: bounded and unbounded cases. Syst. Control Lett. 60 (2011), pp. 503–509, with X.P. Guo and A. Hern´andez–del–Valle.
11. Deterministic optimal policies for Markov control processes with pathwise constraints. Applicationes Mathematicae (Warsaw) 30 (2012), 185–209, with A.F. Mendoza– P´erez.
12. Bias and overtaking equilibria for zero–sum stochastic differential games. J. Optim. Theory Appl. 153 (2012), pp. 662–687, with B.A. Escobedo–Trujillo and J.D. L´opez–Barrientos. Published online: 9 December 2011. DOI:10.1007/s10957-011-9974-4.
13. Overtaking optimality for controlled Markov–modulated diffusions. Optimization, with B.A. Escobedo–Trujillo. Published electronically: May 3, 2011. DOI:10.1080/02331934.2011.565417.
14. An inverse optimal problem in discrete–time stochastic control. Journal of Difference Equations and Applications, with D. Gonz´alez–S´anchez. Electronic version published: 29 September 2011. DOI:10.1080/10236198.2011.613596.
15. Optimal ergodic control of Markov diffusion processes with minimum variance. Stochastics, with H. Jasso–Fuentes. Published online: 10 July 2012. DOI:10.1080/17442508.2012.688973.
16. Uniform ergodicity of continuous–time controlled Markov chains: a survey and new results. Annals Oper. Res., with T. Prieto–Rumeau. Published online: 18 July 2012. DOI:10.1007/s10479-012-1184-4.

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