Dr. Onésimo Hernández-Lerma

Papers

145. "A note on differential games with Pareto-optimal Nash equilibria: deterministic and stochastic models". J. Dyn. Games 4 (2017), with A. Fonseca-Morales. DOI: 10.3934/jdg.2017012.

144. "Potential differential games". Dyn. Games Appl. 7 (2017), with A. Fonseca-Morales.
DOI: 10.1007/s13235-017-0218-6.

143. "A survey of static and dynamic potential games". Invited paper. Science China Math. 59 (2016), pp. 2075-2102, with D. Gonzalez-Sanchez. DOI: 10.1007/s11425-016-0264-6.

142. "Uniform ergodicity of continuous–time controlled Markov chains: a survey and new results". Ann. Oper. Res. 241 (2016), pp. 249-293, with T. Prieto–Rumeau.

141. "Ergodic control of pollution with cost constraints". In: Modern Trends in Controlled Stochastic Processes: Theory and applications, Vol. II, edited by A. B. Piunovskiy, Luniver Press, 2015, pp. 213-230, Frome, U.K., with A.F. Mendoza-Perez and H. Jasso-Fuentes.

140. "Evolutionary dynamics on measurable strategy spaces: asymmetric games.". Journal of Differential Equations 259 (2015), pp. 5709-5733, with S. Mendoza-Palacios.

139. "The Mitra--Wan forestry model: a discrete--time optimal control problem.". Natural Resource Modeling 28 (2015), pp. 152-168, with L.R. Laura--Guarachi. DOI:10.1111/nrm.12061.

138. "The Lagrange approach to ergodic control of diffusions with cost constraints". Optimization 64 (2015), pp. 179-196, with A.F. Mendoza–Pérez and H. Jasso–Fuentes.

137. "Dynamic potential games: the discrete-time stochastic case". Dynamic Games and Applications 4 (2014), pp. 309-328,, DOI:10.1007/s13235-014-0105-3, with D. González–Sánchez.

136. "On the Euler equation approach to discrete–time nonstationary optimal control problems". Journal of Dynamics and Games 1 (2014), pp. 57-78, with D. González–Sánchez.

135. "An inverse optimal problem in discrete-time stochastic control". Journal of Difference Equations and Applications 19 (2013), pp. 39-53, with D. González-Sánchez.

134. "Discounted continuous–time controlled Markov chains: convergence of control models". J. Appl. Probab. 49 (2012), pp. 1072-1090, with T. Prieto–Rumeau.

133. "First passage problems for nonstationary discrete–time stochastic control systems". Euro. J. Control 18 (2012), pp. 528–538, with X.P. Guo and A. Hernández–del–Valle.

132. "Toma de decisiones de agentes racionales con procesos markovianos: avances recientes en economía y finanzas". El Trimestre Económico 79 (2012), pp. 733–779, con F. Venegas–Martínez.

131. "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.

130. "Overtaking optimality for controlled Markov-modulated diffusions", Optimization 61 (2012), pp. 1405-1426, with B.A. Escobedo-Trujillo. DOI:10.1080/02331934.2011.565417.

129. "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. López-Barrientos.
DOI:10.1007/s10957-011-9974-4.

128. "Deterministic optimal policies for Markov control processes with pathwise constraints." Applicationes Mathematicae (Warsaw) 39 (2012), pp. 185–209, with A.F. Mendoza–Pérez.

127."Variance-minimization of Markov control processes with pathwise constraints", Optimization 61 (2012), pp. 1427-1447, with A.F. Mendoza-Pérez. DOI:10.1080/02331934.2011.565762

126. "A multiobjective formulation of optimal control problems with additive costs," in Administración de Riesgos: Modelos y Entorno Financiero III (2011), UAM-Azcapotzalco, pp. 245-271, with L.F. Hoyos-Reyes.

125. "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. Hernández-del-Valle.

124."New optimality conditions for average-payoff continuous-time Markov games in Polish spaces", Science China Math. 54 (2011), pp. 793-816, doi:10.1007/s11425-011-4186-9, with X.P. Guo.

123. "Asymptotic normality of discrete-time Markov control processes", J. Applied Probab. 47 (2010), pp. 778-795, with A.F. Mendoza-Pérez.

122. "Nonstationary discrete-time deterministic and Stochastic control systems with infinite horizon", International Journal of Control 83 (2010), pp. 1751-1757, with X.P. Guo and A. Hernández-del-Valle.

121. "Overtaking optimal strategies and sensitive discount optimality for controlled diffusions", in: Modern Trends in Controlled Stochastic Processes, edited by A.B. Piunovskiy, Luniver Press, Frome, U.K., 2010, pp. 102-122, with H. Jasso-Fuentes.

120. "Policy iteration and finite approximations to discounted continuous-time controlled Markov chains", in: Modern Trends in Controlled Stochastic Processes, edited by A.B. Piunovskiy, Luniver Press, Frome, U.K., 2010, pp. 84-101, with T. Prieto-Rumeau.

119. "The vanishing discount approach to constmined continuous-time contrallen Markov chains", Syst. Control Lett. 59 (2010), pp. 504-509, with T. Prieto-Rumeau.

118. "Markov control processes with pathwise constraints", Math. Meth. Oper. Res. 71 (2010), pp. 477-502 with Armando F. Mendoza-Pérez.

117. "Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains", Math. Meth. Oper. Res. 70 (2009), pp. 527-540, with T. Prieto-Rumeau.

116. "Blackwell optimality for controlled diffusion processes", J. Appl. Probab. 46 (2009), pp. 372-391, with H. Jasso-Fuentes.

115. "Ergodic control, bias and sensitive discount optimality for Markov diffusion processes", Stoch. Anal. Appl. 27 (2009), pp. 363-385, with H. Jasso-Fuentes.

114. "The vanishing discount approach to average reward optimality: the strongly and the weakly continuous cases", Morfismos 12 (2008), pp. 1-15, with T. Prieto-Rumeau.

113. "Existence and regularity of nonhomogeneous Q(t)-processes under measurability conditions", J. Theoret. Probab. 21 (2008), pp. 604-627, with L. Ye and X.P. Guo.

112. "Characterizations of overtaking optimality for controlled diffusion processes", Appl. Math. Optim. 57 (2008), pp. 349-369, with H. Jasso-Fuentes.

111. "Ergodic control of continuous-time Markov chains with pathwise constraints", SIAM J. Control Optim. 47 (2008), pp. 1888-1908, with T. Prieto-Rumeau.

110. Comments on: "Dynamic priority allocation via restless bandit marginal productivity indices", [TOP 15 (2007), 161-198] by J. Niño-Mora TOP 15 (2007), 208-210.

109. "Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs", Adv. Appl. Probab. 39 (2007), pp. 645-668, with X. Guo.

108. "A unified approach to continuous-time discounted Markov control processes", Invited paper. Morfismos 10 (2006), pp. 1-40, with T. Prieto-Rumeau.

107. "A survey of recent results on continuous-time Markov decision processes", TOP 14 (2006), pp. 177-261, with X. Guo. and T. Prieto-Rumeau.

106. "Asymptotic convergence of metaheuristics for multiobjective optimization problems", Soft Computing 10 (2006), pp. 1001-1005, with M. Villalobos-Arias and C.A. Coello Coello.

105. "Asymptotic convergence of a simulated annealing for multiobjective optimization problems", Math. Meth. Oper. Res. 64 (2006), pp. 353-362, with M. Villalobos-Arias and C.A. Coello Coello.

104. "Existence of Nash equilibria for constrained stochastic games", Math. Meth. Oper. Res. 63 (2006), pp. 261-285, with J. Alvarez-Mena.

103. "On solutions to the mass transfer problem", SIAM J. Optim. 17 (2006), pp. 485-499, with J.González-Hernández and J. R. Gabriel.

102. "Bias optimality for continuous-time controlled Markov chains", SIAM J. Control Optim. 45 (2006), pp. 51-73, with T. Prieto-Rumeau.

101. "Approximation of general optimization problems", Invited paper. Morfismos 9 (2005), pp. 1-20, with J. Alvarez-Mena.

100. "Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates", Bernoulli 11 (2005), pp. 1009-1029, with X. Guo.

99. "Extreme points of sets of randomized strategies in constrained optimization and control problems", SIAM J. Optim. 15 (2005), pp. 1085-1104, with J. González-Hernández.

98. "Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs", J. Appl. Probab. 42 (2005), 303-320, with X. Guo.

97. "Bias and overtaking equilibria for zero-sum continuous-time Markov games", Math. Meth. Oper. Res. 61 (2005), pp. 437-454, with T. Prieto-Rumeau.

96. "Convergence and approximation of optimization problems", SIAM J. Optim. 15 (2005), pp. 527-539, with J. Alvarez-Mena.

95. "The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains ", Math. Meth. Oper. Res. 61 (2005), pp. 123-145, with T. Prieto-Rumeau.

94. "Multiobjective Markov control processes: a linear programming approach", Invited paper. Morfismos 8 (2004), pp. 1-33, with R. Romera.

93. "The scalarization approach to multiobjective Markov control problems: why does it work?", Appl. Math. Optim. 50 (2004), pp. 279-293, with R. Romera.

92. "Zero-sum games for nonhomogeneus Markov chains with expected average payoff criteria", Applied and Computational Math. 3 (2004), pp. 10-22, with X. Guo.

91. "The Lagrange approach to constrained Markov control processes: a survey and extension of results", Invited paper. Morfismos 7 (2003), pp. 1-26, with R. R. López-Martínez.

90. "Continuous-time controlled Markov chains with discounted rewards", Acta Appl. Math. 79 (2003), pp. 195-216, with X. Guo.

89. "Constrained average cost Markov control processes in Borel spaces", SIAM J. Control Optim. 42 (2003), pp. 442-468, with J.González-Hernández and R.R. López Martínez

88. "Bias optimality versus strong 0-discount optimaly in Markov control processes with unbounded costs", Acta Appl. Math.77 (2003), pp. 215-235, with N. Hilgert.

87. "Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates", J. Appl. Probab. 40 (2003), pp. 327-345, with X. Guo.

86. "Constrained continuous-time Markov control processes with discounted criteria", Stoch. Anal. Appl. 21 (2003), pp. 379-399, with X. Guo.

85. "Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion" , IEEE Trans. Automatic Control 48 (2003), pp. 236-245, with X. Guo.

84. "Minimax control of discrete time stochastic systems" , SIAM J. Control Optim. 41 (2003), pp. 1626-1659, with J.I. González-Trejo and L.F. Hoyos-Reyes.

83. "Performance analysis and optimal control of the Geo/Geo/c queue" , Performance Evaluation 52 (2003), pp. 15-39, with J.R. Artalejo.

82. "Continuous-time controlled Markov chains" , Ann. Appl. Prob. 13 (2003), pp. 363-388, with X. Guo.

81. "Convergence of the optimal values of constrained Markov control processes" , Math. Meth. Oper. Res. 55 (2002), pp. 461-484, with J. Alvarez-Mena.

80. "Strong duality of the Monge-Kantorovich mass transfer problem in metric spaces" , Math. Zeit. 239 (2002), pp. 579-591, with J. R. Gabriel.

79. "The linear programming approach" , Chapter 12 in Handbook of Markov Decision Processes, edited by E.A. Feinberg and A. Shwartz, Kluwer, Boston, (2002), pp. 377-407, with J. B. Lasserre.

78. "The Lagrange approach to infinite linear programs" , Top 9 (2001), pp. 293-314, with J.R. Gabriel and R.R. López-Martinez.

77. "Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon" , Acta Appl. Math. 67 (2001), pp. 277-293, with T.E. Govindan.

76. "A multiobjective control approach to priority queues" , Math. Meth. Oper. Res. 53 (2001), pp. 265-277, with L.F. Hoyos Reyes.

75. " On the probabilistic multichain Poisson Equation" , Appl. Math. (Warsaw)79 (2003), pp. 225-243, with J.B. Lasserre.

74. "Limiting discouted-cost control of partially observable stochastic systems", SIAM J. Control Optim. 40 (2001), pp. 348-369, with R. Romera.

73. "Limiting average cost control problems in a class of discrete-time stochastic systems", Appl. Math. (Warsaw) 28 (2001), pp. 111-123, with N. Hilgert.

72. "Strong duality of the general capacity problem in metric spaces" , Math. Meth. Oper. Res. 53 (2001), pp. 25-34, with J.R. Gabriel.

71. "Further criteria for positive Harris recurrence of Markov chains", Proc. Amer. Math. Soc. 129 (2001), 1521-1524, with J.B. Lasserre.

70. "Zero-sum stochastic games in Borel spaces: average payoff criteria", SIAM J. Control Optim. 39 (2001), pp. 1520-1539, with J.B. Lasserre.

69. "On the clasification of Markov chains via occupation maesures", Appl. Math. (Warsaw) 27 (2000), pp. 489-498, with J.B. Lasserre.

68. "Constrained Markov control processes in Borel spaces: the discounted case", Math. Meth. Oper. Res. 52 (2000), pp. 271-285, with J. González-Hernández.

67. "Fatou´s lemma Lebesgue´s convergence theorems for measures" , J. Appl. Math. Stoch. Anal. 13 (2000), pp. 137-146, with J.B. Lasserre.

66. "Limiting optimal discouted-cost control of a class of time-varying stochastic systems" , Syst. Control Lett. 40 (2000), pp. 37-42, with N. Hilgert.

65. "Sample-path optimality and variance-minimization of average cost Markov control processes ", SIAM J. Control Optim. 38 (2000), pp. 79-93, with O. Vega-Amaya and G. Carrasco.

64. "Markov control processes with the expected total-cost criterion: optimality, stability, and transient models" , Acta Appl. Math. 59 (1999), pp. 377-392, with G. Carrasco and R. Pérez-Hernández.

63. "Semi-Markov control models with average costs", Appl. Math. (Warsaw) 26 (1999), pp. 315-331, with F. Luque-Vásquez.

62. "Envelopes of sets of measures, tightness, and Markov control processes", Appl. Math. Optim. 40 (1999), pp. 377-392, with J. González-Hernández.

61. "Ergodic theorems and ergodic decomposition for Markov chains", Acta Appl. Math. 54 (1998), pp. 99-119, with J.B. Lasserre.

60. "Approximation schemes for infinite linear programs", SIAM J. Optim. 8 (1998), pp. 973-988, with J.B. Lasserre.

59. "Linear programming approximations for Markov control processes in metric spaces", Acta Appl. Math. 51 (1998), pp. 123-139, with J.B. Lasserre.

58. "Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality ", Appl. Math. (Warsaw) 25 (1998), pp. 153-178, with O. Vega-Amaya.

57. "Existence and uniqueness of fixed points for Markov operators and Markov processes", Proc. London Math. Soc. 76 (1998), pp. 711-736, with J.B. Lasserre.

56. "Infinite linear programming and multichain Markov control processes in uncountable spaces", SIAM J. Control Optim. 36 (1998), pp. 313-335, with J. González-Hernández.

55. "Cone-constrained linear equations in Banach spaces", J. Convex. Anal. 4 (1997), pp. 149-164, with J.B. Lasserre.

54. "Policy iteration for average cost Markov control processes on Borel spaces", Acta Appl. Math. 47 (1997), pp. 125-154, with J.B. Lasserre.

53. "The linear programming formulation of optimal control problems", Texas Tech University Math. Series, Visiting Scholars Lectures 1993-1996, 19 (1997), pp. 1-17.

52. "An extension of the Vitali-Hahn-Saks theorem", Proc. Amer. Math. Soc. 124 (1996), pp. 3673-3676, correction, ibid. 126 (1998), 949, with J.B. Lasserre.

51. "The linear programming approach to deterministic optimal control problems", Appl. Math. (Warsaw) 24 (1996), pp. 17-33, with D. Hernández-Hernández and M. Taskar.

50. "Existence of unbounded invariant probability densities for Markov chains", Stat. Prob. Lett. 28 (1996), pp. 359-366, with J.B. Lasserre.

49. "Average optimality In Markov control processes via discounted cost problems and linear programming", SIAM J. Control Optim. 34 (1996), pp. 295-310, with J.B. Lasserre.

48. "Value iteration in average cost Markov control processes on Borel spaces", Acta Appl. Math. 42 (1996), pp. 203-222, with R. Montes de Oca.

47. "Linear programming and infinite horizon problems of deterministic control theory", Bol. Soc. Mat. Mex.(3a. serie)1 (1995), pp. 59-72, with D. Hernández-Hernández.

46. "Invariant probabilities for Feller-Markov chains", J. Appl. Math. and Stoch. Anal. 8 (1995), pp. 341-345, with J.B. Lasserre.

45. "A counterexample on the semicontinuity of minima", Proc. Amer. Math. Soc. 123 (1995), pp. 3175-3176, with F. Luque-Vásquez.

44. "Conditions for average optimality in Markov control processes with unbounded costs and controls", J. Math. Syst., Estim. and Control 5 (1995), pp. 459-477, with R. Montes de Oca.

43. "Numerical aspects of monotone approximations in convex stochastic control problems", Ann. Oper. Res. 56 (1995), pp. 135-156, with C. Piovesan and W.J. Runggladier.

42. "Average cost Markov control processes with weighted norms: existence of canonical policies", Appl. Math. (Warsaw) 23 (1995), pp. 199-218, with E. Gordienko.

41. "Average cost Markov control processes with weighted norms: value iteration", Appl. Math. (Warsaw) 23 (1995), pp. 219-237, with E. Gordienko.

40. "Conditions for average optimality in Markov control processes on Borel spaces", Bol. Soc. Mat. Mex. 39 (1994), pp. 39-50, with R. Montes de Oca and J.A. Minjárez Sosa.

39. "Discounted cost Markov decision processes on Borel spaces: The linear programming formulation", J. Math. Anal. Appl. 183 (1994), pp. 335-351, with D. Hernández-Hernández.

38. "Weak conditions for average optimality In Markov control processes on Borel spaces-unbounded costs", Syst. Control Lett. 22 (1994), pp. 287-291, with J.B. Lasserre.

37. "Linear programming and average optimality in Markov control processes", SIAM J. Control Optim. 32 (1994), pp. 480-500, with J.B. Lasserre.

36. "Monotone approximations for convex stochastic control problems", J. Math. Syst., Estim. and Control 4 (1994), pp. 99-140, with W. Runggladier.

35. "Existence of average optimal policies in Markov control processes with strictly unbounded costs", Kybernetika (Prague) 29 (1993), pp. 1-17.

34. "Value iteration and rolling plans for Markov control processes with unbounded rewards", J. Math. Anal. Appl. 177 (1993), pp. 38-55, with J.B. Lasserre.

33. "Equivalence of Lyapunov stability criteria in a class of Markov decision processes", Appl. Math. Optim. 26 (1992), pp. 113-137, with R. Cavazos-Cadena.

32. "Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria", Kybernetika (Prague) 28 (1992), pp. 191-212, with M. Muñoz Ozak.

31. "Average optimality in dynamic programming on Borel spaces-unbounded costs and controls", Syst. Control Lett. 17 (1991), pp. 237-242.

30. "Recurrence conditions for Markov decision processes with Borel state space: A survey", Ann. Oper. Res. 28 (1991), pp. 29-46, with R. Montes de Oca and R. Cavazos-Cadena.

29. "On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes", Probab. Math. Stat. 12 (1991), pp. 25-33.

28. "Recursive adaptive control of Markov decision processes with the average reward criterion", Appl. Math. Optim. 23 (1991), pp. 193-207, with R. Cavazos-Cadena.

27. "Average cost Markov decision processes: optimality conditions", J. Math. Anal. Appl. 158 (1991), pp. 396-406, with J.C. Hennet and J.B. Lasserre.

26. "Density estimation and adaptive control of Markov processes: average and discounted criteria", Acta Appl. Math. 20 (1990), pp. 285-307, with R. Cavazos-Cadena.

25. "Average cost optimal policies for Markov control processes with Borel state space and unbounded costs", Syst. Control Lett. 15 (1990), pp. 349-356, with J.B. Lasserre.

24. "Adaptive policies for priority assignment in discrete time queues-discounted cost criterion", Control and Cybernetics 19 (1990), pp. 149-177, with R. Cavazos-Cadena.

23. "Error bounds for rolling horizon policies in discrete-time Markov control processes", IEEE Trans. Automat. Control 35 (1990), pp. 1118-1124, with J.B. Lasserre.

22. "Discretization Procedures for adaptive Markov control processes", J. Math. Anal. Appl. 137 (1989), pp. 485-514, with S.I. Marcus.

21. "Nonparametric adaptive control of discrete-time partially observable stochastic systems", J. Math. Anal. Appl. 137 (1989), pp. 312-334, with S.I. Marcus.

20. "Recursive nonparametric estimation of nonstationary Markov processes", Bol. Soc. Mat. Mex. 33 (1988), pp. 57-69, with S.O. Esparza and B.S. Duran.

19. "A forecast horizon and a stopping for general Markov decision processes", J. Math. Anal. Appl. 132 (1988), pp. 388-400, with J.B. Lasserre.

18. "Controlled Markov processes: recent results on approximation and adaptive control" , Texas Tech University Math. Series, Visiting Scholars Lectures 1986-1987, 15 (1988), pp. 91-117.

17. "Continuous dependence of stochastic control models on the noise distribution", Appl. Math. Optim. 17 (1988), pp. 79-89, with R. Cavazos-Cadena.

16. "Estimación de parámetros en sistemas compartamentales parcialmente observables", Acta Mexicana de Ciencia y Tecnología 5 No. 17 (1987), pp. 33-43, con F. Maldonado Etchegaray.

15. "Approximation and adaptive control of Markov processes: Average reward criterion", Kybernetika (Prague) 23 (1987), pp. 265-288.

14. "Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution", Syst. Control Lett. 9 (1987), pp. 307-315, with S.I. Marcus.

13. "Adaptive control of Markov processes with incomplete state information and unknown parameters", J. Optim. Theory Appl. 52 (1987), pp. 227-241, with S.I. Marcus.

12. "Finite-state approximation for denumerable multidimensional state discounted Markov decision processes", J. Math. Anal. Appl. 113 (1986), pp. 382-389.

11. "Approximation and adaptive policies in discounted dynamic programming", Bol. Soc. Mat. Mex. 30 (1985), pp. 25-35.

10. "Iterative adaptive control of denumerable state average-cost Markov systems", Control & Cybernetics 14 No. 4 (1985), pp. 313-332, with R.S. Acosta Abreu.

9. "Nonstationary value iteration and adaptive control of discounted semi-Markov processes", J. Math. Anal. Appl. 112 (1985), pp. 435-445.

8. "Adaptive control of discounted Markov decision chains", J. Optim. Theory Appl. 46 (1985), pp. 227-235, with S.I. Marcus.

7. "Control adaptable iterativo de sistemas markovianos con costo promedio", Acta Mexicana de Ciencia y Tecnología II No. 6 (1984), pp. 63-68, con R.S. Acosta Abreu.

6. "Modelos matemáticos de la adhesión de trofozoítos de Entamoeba histolytica a eritrocitos humanos", Acta Mexicana de Ciencia y Tecnología II No. 5 (1984), pp. 65-72, con R. Cano Mancera y R. López-Revilla.

5. "Optimal adaptive control of priority assignment in queueing systems", Syst. Control Lett. 4 (1984), pp. 65-72, with S.I. Marcus.

4. "Identification and approximation of queueing systems", IEEE Trans. Autom. Control AC-29 (1984), pp. 472-474, with S.I. Marcus.

3. "Adaptive control of service in queueing systems", Syst. Control Lett. 3 (1983), pp. 283-289, with S.I. Marcus.

2. "Exit probabilities for a class of perturbed degenerate systems", SIAM J. Control Optim. 19 (1981), pp. 39-51.

1. "Lyapunov criteria for stability of differential equations with Markov parameters", Bol. Soc. Mat. Mex. 24 (1979), pp. 27-48.